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~isPartOf:"Boston College working papers in economics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~language:"eng"
~person:"Basu, Susanto"
~person:"Dreher, Axel"
~person:"Frijters, Paul"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Koopman, Siem Jan"
~person:"Lucas, André"
~person:"Schwaab, Bernd"
~person:"Weder, Mark"
~subject:"Börsenkurs"
~subject:"Cointegration"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Basu, Susanto
Dreher, Axel
Frijters, Paul
Gautier, Pieter
Gil-Alaña, Luis A.
Koopman, Siem Jan
Lucas, André
Schwaab, Bernd
Weder, Mark
Caporale, Guglielmo Maria
24
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4
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4
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Boston College working papers in economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
Economics and finance working paper series
Technical working paper / National Bureau of Economic Research
CESifo working papers
24
KOF working papers
12
Discussion papers of interdisciplinary research project 373
8
Working paper / National Bureau of Economic Research, Inc.
8
Discussion paper series / IZA
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Cege discussion paper
4
Kiel working paper
4
Working paper series / European Central Bank
4
Working papers / Federal Reserve Bank of Boston
4
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
3
EUI working paper / ECO
3
HWWA discussion paper
3
International finance discussion papers
3
Department of Economics working papers
2
Sveriges Riksbank working paper series
2
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
1
Bank of Finland research discussion papers
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Beiträge zur angewandten Wirtschaftsforschung
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CEMFI working paper
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CFS working paper series
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CREATES research paper
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Cambridge working papers in economics
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Discussion paper
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Discussion paper / Statistics Netherlands
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Discussion paper series / Harvard Institute of Economic Research
1
Discussion paper series / LSE Financial Markets Group
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Discussion papers / The Centre for International Macroeconomics
1
Diskussionsbeiträge des IAI
1
Estudos e documentos de trabalho
1
Freiburger Diskussionspapiere zur Ordnungsökonomik
1
Policy research working paper : WPS
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1
Global credit risk :
world
, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
-
2015
area sovereign debt crises. We find that macro and default-specific
world
factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
Saved in:
2
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
3
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
4
Generalized dynamic panel data models with random effects for cross-section and time
Mesters, Geert
;
Koopman, Siem Jan
-
2012
Persistent link: https://www.econbiz.de/10009722706
Saved in:
5
Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd
;
Lucas, André
;
Koopman, Siem Jan
-
2010
Persistent link: https://www.econbiz.de/10008771823
Saved in:
6
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641950
Saved in:
7
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
Saved in:
8
Productivity, welfare and reallocation :
theory
and firm evidence
Basu, Susanto
;
Pascali, Luigi
;
Schiantarelli, Fabio
; …
-
2009
Persistent link: https://www.econbiz.de/10003901823
Saved in:
9
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
10
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
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