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~isPartOf:"CAMA working paper series"
~isPartOf:"CREATES research paper"
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~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"CAPM"
~subject:"Estimation"
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~subject:"Time series analysis"
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CAPM
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Theorie
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241
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203
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11
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9
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7
Johansen, Søren
7
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6
Monfort, Alain
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Pagan, Adrian R.
6
Wong, Benjamin
6
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5
Comte, Fabienne
5
Dette, Holger
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Haque, Qazi
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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21
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
22
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
23
Global uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
Persistent link: https://www.econbiz.de/10012585963
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24
COVID-19 and seasonal adjustment
Abeln, Barend
;
Jacobs, Jan
-
2021
Persistent link: https://www.econbiz.de/10012585970
Saved in:
25
Identifying high-frequency shocks with Bayesian mixed-frequency VARs
Paccagnini, Alessia
;
Parla, Fabio
-
2021
-
This version: 25th February 2021
Persistent link: https://www.econbiz.de/10012585978
Saved in:
26
Investigating a measure of conventional and unconventional stimulus for the euro area
Halberstadt, Arne
;
Krippner, Leo
-
2021
Persistent link: https://www.econbiz.de/10012585980
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27
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
-
2021
Persistent link: https://www.econbiz.de/10012586470
Saved in:
28
Testing for uncovered interest parity conditions in a small open economy : a state space modelling approach
Bhatta, Guna Raj
;
Nepal, Rabindra
;
Harvie, Charles
; …
-
2021
Persistent link: https://www.econbiz.de/10012586476
Saved in:
29
Identification robust empirical evidence on the Euler equation in open economies
Haque, Qazi
;
Magnusson, Leandro M.
-
2020
Persistent link: https://www.econbiz.de/10012224953
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30
Common factors and the dynamics of cereal prices : a forecasting perspective
Kwas, Marek
;
Paccagnini, Alessia
;
Rubaszek, Michal
-
2020
Persistent link: https://www.econbiz.de/10012225217
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