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~isPartOf:"DNB working paper"
~isPartOf:"Journal of empirical finance"
~person:"Dijk, Herman K. van"
~person:"Lucas, André"
~subject:"Euro"
~subject:"Zeitreihenanalyse"
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Dijk, Herman K. van
Lucas, André
Koopman, Siem Jan
5
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DNB working paper
Journal of empirical finance
Discussion paper / Tinbergen Institute
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A non-Gaussian panel time series model for estimatingand decomposing default risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert J.
-
2005
Persistent link: https://www.econbiz.de/10003321902
Saved in:
2
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
3
Stock selection, style rotation, and risk
Lucas, André
;
Dijk, Ronald van
;
Kloek, Teunis
- In:
Journal of empirical finance
9
(
2002
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001655776
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