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Exchange rates and their effects on international trade
Klaassen, Franc - 2000
Persistent link: https://www.econbiz.de/10001496246
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Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre - 2016
Persistent link: https://www.econbiz.de/10011421769
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A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir - 2016
Persistent link: https://www.econbiz.de/10011524107
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Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell; Grønborg, Niels S. - 2018
Persistent link: https://www.econbiz.de/10011913753
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Parametric portfolio policies with common volatility dynamics
Ergemen, Yunus Emre; Taamouti, Abderrahim - 2015
Persistent link: https://www.econbiz.de/10011327704
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Do realized skewness and kurtosis predict the cross-section of equity returns?
Amaya, Diego (contributor) - 2011
Persistent link: https://www.econbiz.de/10009385117
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - 2019
Persistent link: https://www.econbiz.de/10012316908