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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bekierman, Jeremias"
~person:"Martínez-García, Enrique"
~person:"Nakajima, Jouchi"
~person:"Pavlidis, Efthymios G."
~source:"econis"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Theory"
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Bekierman, Jeremias
Martínez-García, Enrique
Nakajima, Jouchi
Pavlidis, Efthymios G.
Andreasen, Martin Møller
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
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1
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Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
2
Modeling time-variation over the business cycle (1960-2017) : an international perspective
Martínez-García, Enrique
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011966119
Saved in:
3
Estimating
stochastic
volatility
models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
Saved in:
4
Stochastic
volatility
model with regime-switching skewness in heavy-tailed errors for exchange rate returns
Nakajima, Jouchi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 499-520
Persistent link: https://www.econbiz.de/10010228561
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