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~isPartOf:"IZA Discussion Paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Barigozzi, Matteo"
~subject:"Capital income"
~subject:"Volatility"
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Capital income
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Faktorenanalyse
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Dynamic Factor Models
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Barigozzi, Matteo
Todorov, Viktor
16
Bollerslev, Tim
9
Tauchen, George Eugene
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Li, Jia
7
Andersen, Torben
6
Kim, Donggyu
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Fan, Jianqing
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Xiu, Dacheng
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Zakoïan, Jean-Michel
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Bibinger, Markus
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Chan, Joshua
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McAleer, Michael
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Patton, Andrew J.
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Fusari, Nicola
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Gallo, Giampiero M.
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Harvey, Andrew C.
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Hautsch, Nikolaus
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Kalnina, Ilze
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IZA Discussion Paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
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1
Journal of financial econometrics
1
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Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
2
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
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