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~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~person:"Veliyev, Bezirgen"
~subject:"EU-Staaten"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Gil-Alaña, Luis A.
Heckman, James J.
Klaassen, Franc
Koopman, Siem Jan
Veliyev, Bezirgen
Andreasen, Martin Møller
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The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
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2021
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This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
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The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
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2018
Persistent link: https://www.econbiz.de/10011913657
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
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2019
Persistent link: https://www.econbiz.de/10012316908
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4
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
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2020
Persistent link: https://www.econbiz.de/10012318238
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