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~isPartOf:"Tinbergen Institute research series"
~source:"econis"
~subject:"Theorie"
~subject:"Volatility"
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Identification robust testing in linear factor models
Kong, Lingwei
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2021
Persistent link: https://www.econbiz.de/10012491497
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2
Methods for accurate and efficient Bayesian analysis of time series
Borowska, Agnieszka
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2019
Persistent link: https://www.econbiz.de/10012005775
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3
A tradeoff in econometrics
Hoornweg, Victor
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2018
Persistent link: https://www.econbiz.de/10011852587
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4
New flexible models and design construction algorithms for mixtures and binary dependent variables
Ruseckaite, Aiste
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2017
Persistent link: https://www.econbiz.de/10011586773
Saved in:
5
Essays on high frequency financial econometrics
Yang, Xiye
-
2015
Persistent link: https://www.econbiz.de/10011279802
Saved in:
6
Modeling time variation in systemic risk
Zhang, Xin
-
2013
Persistent link: https://www.econbiz.de/10009713206
Saved in:
7
Essays in likelihood-based computational econometrics
Salimans, Tim
-
2013
Persistent link: https://www.econbiz.de/10009744698
Saved in:
8
Exploiting common features in macroeconomic and financial data
Çakmaklı, Cem
-
2012
Persistent link: https://www.econbiz.de/10009713424
Saved in:
9
Essays on nonparametric econometrics of stochastic volatility
Zu, Yang
-
2012
Persistent link: https://www.econbiz.de/10009713426
Saved in:
10
Essays on financial risk : forecasts and investor perceptions
Sokolinskiy, Oleg
-
2011
Persistent link: https://www.econbiz.de/10009317703
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