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~isPartOf:"CREATES research paper"
~subject:"Capital income"
~subject:"Statistische Verteilung"
~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
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Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
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2019
Persistent link: https://www.econbiz.de/10012063989
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2
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
-
2018
Persistent link: https://www.econbiz.de/10011913657
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3
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
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4
The risk-return tradeoff and leverage effect in a stochastic volatility-in-mean model
Christensen, Bent Jesper
;
Posedel Šimović, Petra
-
2010
Persistent link: https://www.econbiz.de/10008651660
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