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type_genre:"Non-commercial literature"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Stochastic process"
~subject:"Time series analysis"
~type_genre:"Amtsdruckschrift"
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Kapitaleinkommen
Share price
Stochastic process
Time series analysis
Estimation
79
Schätzung
79
Theorie
32
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32
Zeitreihenanalyse
25
Capital income
23
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18
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Bollerslev, Tim
5
Nielsen, Morten Ørregaard
5
Todorov, Viktor
5
Andreasen, Martin Møller
4
Teräsvirta, Timo
4
Grassi, Stefano
3
Silvennoinen, Annastiina
3
Cavaliere, Giuseppe
2
Christensen, Bent Jesper
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Delle Monache, Davide
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Engsted, Tom
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Ergemen, Yunus Emre
2
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2
Kang, Jian
2
Kruse, Robinson
2
Santucci de Magistris, Paolo
2
Taylor, Robert
2
Veliyev, Bezirgen
2
Violante, Francesco
2
Amaya, Diego
1
Andersen, Torben
1
Basse, Tobias
1
Bolko, Anine E.
1
Callot, Laurent
1
Casas, Isabel
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Christensen, Kim
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Davidson, Russell
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Dolatabadi, Sepideh
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Eriksen, Jonas Nygaard
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Fernández-Villaverde, Jesús
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1
Hall, Anthony D.
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Haulde, Javier
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He, Changli
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Working paper / National Bureau of Economic Research, Inc.
180
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94
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93
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59
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ECONIS (ZBW)
51
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
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4
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
5
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
6
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
7
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
8
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
9
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
10
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
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