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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Castelnuovo, Efrem"
~person:"Inoue, Atsushi"
~person:"Lucas, André"
~person:"Theodoridis, Konstantinos"
~subject:"DSGE model"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Castelnuovo, Efrem
Inoue, Atsushi
Lucas, André
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
2
New HEAVY models for fat-tailed realized covariances and returns
Opschoor, Anne
;
Janus, Paweł
;
Lucas, André
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 643-657
Persistent link: https://www.econbiz.de/10012249228
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