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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"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"Stochastischer Prozess"
~subject:"USA"
~subject:"United States"
~subject:"climate system modeling"
~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
Podolskij, Mark
13
Andreasen, Martin Møller
6
Bennedsen, Mikkel
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Santucci de Magistris, Paolo
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Pakkanen, Mikko S.
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Todorov, Viktor
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Veliyev, Bezirgen
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Christensen, Kim
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Kristensen, Dennis
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Basse-O'Connor, Andreas
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Delle Monache, Davide
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CREATES research paper
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10
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4
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1
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1
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Working papers / Brown University, Department of Economics
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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:
2
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:
3
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:
4
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
Saved in:
5
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
6
Hybrid scheme for Brownian semistationary processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2015
Persistent link: https://www.econbiz.de/10011343494
Saved in:
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