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~isPartOf:"Journal of economic dynamics & control"
~source:"econis"
~subject:"Financial market"
~subject:"Time series analysis"
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Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
2
Correlated income shocks and excess smoothness of consumption
Hryshko, Dmytro
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 41-62
Persistent link: https://www.econbiz.de/10010485838
Saved in:
3
Excess covariance and dynamic instability in a multi-asset model
Anufriev, Mikhail
;
Bottazzi, Giulio
;
Marsili, Matteo
; …
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1142-1161
Persistent link: https://www.econbiz.de/10009634273
Saved in:
4
Dynamic instability in generic model of multi-assets markets
Marsili, Matteo
;
Raffaelli, Giacomo
;
Ponsot, Benedicte
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1170-1181
Persistent link: https://www.econbiz.de/10003844200
Saved in:
5
Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth
Tripier, Fabien
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2749-2774
Persistent link: https://www.econbiz.de/10003395626
Saved in:
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