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Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of econometrics 207 (2018) 1, pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
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Innovations in multiple time series analysis
Breitung, Jörg; Herwartz, Helmut - In: Journal of econometrics 192 (2016) 2, pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
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Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco; Koopman, Siem Jan; Lucas, André; … - In: Journal of econometrics 195 (2016) 2, pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
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Local/import - and foreign currency prices : inflation, uncertainty and pass through endogeneity
Herwartz, Helmut; Roestel, Jan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10011897540
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Financing public capital when rents are back : a macroeconomic Henry George Theorem
Mattauch, Linus; Siegmeier, Jan; Edenhofer, Ottmar; … - In: FinanzArchiv : public finance analysis 74 (2018) 3, pp. 340-360
Persistent link: https://www.econbiz.de/10011955515
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Asymptotic inference about predictive accuracy using high frequency data
Li, Jia; Patton, Andrew J. - In: Journal of econometrics 203 (2018) 2, pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
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Hypergeorgism : when rent taxation is socially optimal
Edenhofer, Ottmar; Mattauch, Linus; Siegmeier, Jan - In: FinanzArchiv : public finance analysis 71 (2015) 4, pp. 474-505
Persistent link: https://www.econbiz.de/10011446908
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Monetary independence under floating exchange rates : evidence based on international breakeven inflation rates
Herwartz, Helmut; Roestel, Jan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10009514157
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Intraday cross-sectional distributions of systematic risk
Andersen, Torben; Riva, Raul; Thyrsgaard, Martin; … - In: Journal of econometrics 235 (2023) 2, pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco; Nientker, Marc - In: Journal of econometrics 235 (2023) 2, pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445