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~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER working paper series"
~isPartOf:"Rodney L. White Center for Financial Research"
~person:"Al-Azzam, Moh’d"
~person:"Fernandes, Marcelo"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Hong, Harrison"
~person:"Mykland, Per A."
~person:"Stambaugh, Robert F."
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Dynamisches Gleichgewicht"
~subject:"Expectation formation"
~subject:"Spekulation"
~type:"article"
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Al-Azzam, Moh’d
Fernandes, Marcelo
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Hong, Harrison
Mykland, Per A.
Stambaugh, Robert F.
Aït-Sahalia, Yacine
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CORE discussion paper : DP
Discussion paper / Centre for Economic Policy Research
Economic modelling
Journal of econometrics
NBER working paper series
Rodney L. White Center for Financial Research
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Adaptive information systems and modelling in economics and management science
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Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
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Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
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Nonparametric Bayes subject to overidentified moment conditions
Gallant, A. Ronald
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10013441713
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12
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
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