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~isPartOf:"CREATES research paper"
~person:"Christensen, Bent Jesper"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~person:"Lunde, Asger"
~person:"Marcellino, Massimiliano"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Christensen, Bent Jesper
Gil-Alaña, Luis A.
Heckman, James J.
Klaassen, Franc
Koopman, Siem Jan
Lunde, Asger
Marcellino, Massimiliano
Podolskij, Mark
17
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13
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Nielsen, Morten Ørregaard
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6
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6
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6
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Bollerslev, Tim
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Christiansen, Charlotte
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5
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4
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3
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CREATES research paper
Discussion paper / Tinbergen Institute
94
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40
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39
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26
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16
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1
Dynamic global currency hedging
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2016
Persistent link: https://www.econbiz.de/10011421767
Saved in:
2
A statistical model of the global carbon budget
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2020
Persistent link: https://www.econbiz.de/10012433959
Saved in:
3
A Markov chain estimator of multivariate volatility from high frequency data
Hansen, Peter Reinhard
;
Horel, Guillaume
;
Lunde, Asger
; …
-
2015
Persistent link: https://www.econbiz.de/10010514600
Saved in:
4
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
5
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
6
Level shifts in volatility and the implied-realized volatility relation
Christensen, Bent Jesper
;
Santucci de Magistris, Paolo
-
2010
Persistent link: https://www.econbiz.de/10008651637
Saved in:
7
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
-
2010
Persistent link: https://www.econbiz.de/10003934448
Saved in:
8
Analyzing oil futures with a dynamic Nelson-Siegel Model
Hansen, Niels S.
;
Lunde, Asger
-
2013
Persistent link: https://www.econbiz.de/10010195637
Saved in:
9
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
10
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
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