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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Systemic risk tomography : signals, measurement and transmission channels"
~subject:"1967-1993"
~subject:"ARCH-Modell"
~subject:"United States"
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Search: person:"Lucas, A."
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1967-1993
ARCH-Modell
United States
Theorie
8
Theory
8
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5
Zeitreihenanalyse
5
Business cycle
4
Konjunktur
4
USA
4
Credit risk
3
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3
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3
Finanzkrise
3
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Portfolio selection
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ARCH model
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Country risk
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Euro area
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Lucas, André
5
Koopman, Siem Jan
3
Dijk, Dick van
1
Dijk, Ronald van
1
Franses, Philip Hans
1
Janus, Paweł
1
Kloek, Teunis
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Kräussl, Roman
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Lit, Rutger
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Monteiro, André Antonio
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Journal of applied econometrics
Journal of empirical finance
Systemic risk tomography : signals, measurement and transmission channels
Discussion paper / Tinbergen Institute
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
CFS working paper series
3
International journal of forecasting
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Working paper series / European Central Bank
2
AEI studies in telecommunications deregulation
1
Agriculture issues and policies
1
Applied financial economics
1
Journal of banking & finance
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Sveriges Riksbank working paper series
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The review of economics and statistics
1
Working paper / National Bank of Belgium
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ECONIS (ZBW)
5
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1
Model-based business cycle and financial cycle decomposition for Europe and the United States
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, André
- In:
Systemic risk tomography : signals, measurement and …
,
(pp. 151-168)
.
2017
Persistent link: https://www.econbiz.de/10011617896
Saved in:
2
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
3
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10003800184
Saved in:
4
Stock selection, style rotation, and risk
Lucas, André
;
Dijk, Ronald van
;
Kloek, Teunis
- In:
Journal of empirical finance
9
(
2002
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001655776
Saved in:
5
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
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