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~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The econometrics journal"
~language:"eng"
~person:"Almeida, Caio"
~person:"Barigozzi, Matteo"
~person:"Chan, Kam C."
~person:"Compiani, Giovanni"
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Nichtparametrisches Verfahren
Nonparametric statistics
Time series analysis
Theorie
10
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6
Capital income
6
Kapitaleinkommen
6
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Almeida, Caio
Barigozzi, Matteo
Chan, Kam C.
Compiani, Giovanni
Härdle, Wolfgang
Koopman, Siem Jan
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Ardison, Kym
4
Garcia, René
4
Vicente, Jose
4
Narayan, Paresh Kumar
3
Baruník, Jozef
2
Camponovo, Lorenzo
2
Kokoszka, Piotr
2
Scaillet, Olivier
2
Smetanina, Ekaterina
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Adams, Christopher P.
1
Antoine, Bertille
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Aradillas-López, Andrés
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Arkhangelsky, Dmitry
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Assaf, Ata
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Astill, S.
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Bali, Turan G.
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1
Casoli, Chiara
1
Chang, Minsu
1
Chen, Likai
1
Chen, Songnian
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of international financial markets, institutions & money
Journal of the American Statistical Association : JASA
The econometrics journal
Journal of econometrics
28
Applied economics
8
International journal of forecasting
6
Econometric theory
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
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Digital finance : smart data analytics, investment innovation, and financial technology
2
Economic modelling
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Journal of financial econometrics
2
Applied economics letters
1
Economics letters
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Eurasian economic review : a journal in applied macroeconomics and finance
1
International journal of theoretical and applied finance
1
Journal of banking & finance
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Journal of empirical finance
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
8
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1
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
2
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
3
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
5
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
6
Cointegration, error correction and exchange rate forecasting
Moosa, Imad A.
;
Vaz, John J.
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 21-34
Persistent link: https://www.econbiz.de/10011690363
Saved in:
7
Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
Saved in:
8
Using mixtures in econometric models : a brief review and some new results
Compiani, Giovanni
;
Kitamura, Yuichi
- In:
The econometrics journal
19
(
2016
)
3
,
pp. 95-127
Persistent link: https://www.econbiz.de/10011712267
Saved in:
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