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CREATES research paper
Journal of economic dynamics & control
The review of financial studies
Journal of econometrics
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ECONIS (ZBW)
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1
Model uncertainty, limited market participation, and asset prices
Cao, H. Henry
;
Wang, Tan
;
Zhang, Harold H.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1219-1251
Persistent link: https://www.econbiz.de/10003352816
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2
Methods for robust control
Dennis, Richard J.
;
Leitemo, Kai
;
Söderström, Ulf
- In:
Journal of economic dynamics & control
33
(
2009
)
8
,
pp. 1604-1616
Persistent link: https://www.econbiz.de/10003861081
Saved in:
3
First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
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4
Model comparison using the Hansen-Jagannathan distance
Kan, Raymond
;
Robotti, Cesare
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3449-3490
Persistent link: https://www.econbiz.de/10003885706
Saved in:
5
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
6
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959807
Saved in:
7
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
8
Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
Malley, James R.
;
Woitek, Ulrich
- In:
Journal of economic dynamics & control
34
(
2010
)
7
,
pp. 1214-1232
Persistent link: https://www.econbiz.de/10008659495
Saved in:
9
Characterizing economic trends by Bayesian stochastic model specification search
Grassi, Stefano
;
Proietti, Tommaso
-
2011
Persistent link: https://www.econbiz.de/10009006817
Saved in:
10
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
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