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~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Amaya, Diego"
~person:"Delle Monache, Davide"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Johansen, Søren"
~person:"Jørgensen, Kasper"
~person:"Klaassen, Franc"
~subject:"EU-Staaten"
~subject:"Exchange rate"
~subject:"Faktorenanalyse"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Amaya, Diego
Delle Monache, Davide
Gil-Alaña, Luis A.
Heckman, James J.
Johansen, Søren
Jørgensen, Kasper
Klaassen, Franc
Bollerslev, Tim
3
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
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Discussion paper series / IZA
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8
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8
Discussion paper / Tinbergen Institute
7
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5
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Discussion paper / Center for Economic Research, Tilburg University
3
Department of Economics working papers
2
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1
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ECONIS (ZBW)
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Explaining asset prices with low risk aversion and low intertemporal substitution
Andreasen, Martin Møller
;
Jørgensen, Kasper
-
2016
Persistent link: https://www.econbiz.de/10011474816
Saved in:
2
Do realized skewness and kurtosis predict the cross-section of equity returns?
Amaya, Diego
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009385117
Saved in:
3
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
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4
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
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