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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Valuation, financial modeling, and quantitative tools"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Fabozzi, Frank J."
~person:"Murasawa, Yasutomo"
~person:"Phillips, Peter C. B."
~person:"Theil, Henri"
~source:"econis"
~subject:"EU countries"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"USA"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammlung"
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Fabozzi, Frank J.
Murasawa, Yasutomo
Phillips, Peter C. B.
Theil, Henri
Baltagi, Badi H.
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Valuation, financial modeling, and quantitative tools
Journal of econometrics
38
Econometric theory
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The journal of portfolio management : a publication of Institutional Investor
12
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11
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9
Economics letters
9
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International journal of theoretical and applied finance
8
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7
Handbook of financial markets : securities, options and futures
7
Journal of applied econometrics
7
The econometrics journal
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International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Measuring public inflation perceptions and expectations in the UK
Murasawa, Yasutomo
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 315-344
Persistent link: https://www.econbiz.de/10012253216
Saved in:
2
The Beveridge-Nelson decomposition of mixed-frequency series : an application to simultaneous measurement of classical and deviation cycles
Murasawa, Yasutomo
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
4
,
pp. 1415-1441
Persistent link: https://www.econbiz.de/10011643752
Saved in:
3
Measuring the natural rates, gaps, and deviation cycles
Murasawa, Yasutomo
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
2
,
pp. 495-522
Persistent link: https://www.econbiz.de/10010391160
Saved in:
4
Do coincident indicators have one-factor structure?
Murasawa, Yasutomo
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
2
,
pp. 339-365
Persistent link: https://www.econbiz.de/10003823300
Saved in:
5
ARCH/GARCH models in applied financial econometrics
Engle, Robert F.
;
Focardi, Sergio
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765831
Saved in:
6
Basic data description for financial modeling and analysis
Höchstötter, Markus
;
Račev, Svetlozar T.
;
Fabozzi, …
-
2008
Persistent link: https://www.econbiz.de/10003765816
Saved in:
7
Cash-flow analysis
Peterson Drake, Pamela
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765804
Saved in:
8
Credit default swaps valuation
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
O'Kane, Dominic
-
2008
Persistent link: https://www.econbiz.de/10003765787
Saved in:
9
Credit risk
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765534
Saved in:
10
Dividend discount models
Peterson Drake, Pamela
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765575
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