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~person:"Lu, Yang K."
~person:"Ng, Serena"
~person:"Qu, Zhongjun"
~subject:"Kapitaleinkommen"
~subject:"Strukturbruch"
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Search: person:"Perron, Pierre"
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Kapitaleinkommen
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7
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Lu, Yang K.
Ng, Serena
Qu, Zhongjun
Perron, Pierre
46
Yamamoto, Yohei
8
Kejriwal, Mohitosh
5
Kim, Dukpa
5
Oka, Tatsushi
5
Deng, Ai
4
Casini, Alessandro
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Estrada, Francisco
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Wada, Tatsuma
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Xu, Jiawen
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
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ECONIS (ZBW)
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1
Long-memory and level shifts in the volatility of stock market return indices
Perron, Pierre
;
Qu, Zhongjun
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10008736221
Saved in:
2
Modeling and forecasting stock return volatility using a random level shift model
Lu, Yang K.
;
Perron, Pierre
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 138-156
Persistent link: https://www.econbiz.de/10003943961
Saved in:
3
Estimating and testing structural changes in multivariate regressions
Qu, Zhongjun
;
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
2
,
pp. 459-502
Persistent link: https://www.econbiz.de/10003462410
Saved in:
4
Estimating restricted structural change models
Perron, Pierre
;
Qu, Zhongjun
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 373-399
Persistent link: https://www.econbiz.de/10003374322
Saved in:
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