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~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Amaya, Diego"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Johansen, Søren"
~person:"Klaassen, Franc"
~subject:"EU-Staaten"
~subject:"Exchange rate"
~subject:"Faktorenanalyse"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"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
Gil-Alaña, Luis A.
Heckman, James J.
Johansen, Søren
Klaassen, Franc
Andreasen, Martin Møller
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Nielsen, Morten Ørregaard
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Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
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Nielsen, Morten Ørregaard
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2018
Persistent link: https://www.econbiz.de/10011864979
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Do realized skewness and kurtosis predict the cross-section of equity returns?
Amaya, Diego
(
contributor
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2011
Persistent link: https://www.econbiz.de/10009385117
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An extension of cointegration to fractional autoregressive processes
Johansen, Søren
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2011
Persistent link: https://www.econbiz.de/10008810484
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