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Quantifying the half-life of deviations from PPP : the role of economic priors
Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10013422953
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Skewness in stock returns : reconciling the evidence on firm versus aggregate returns
Albuquerque, Rui H. P. L. de - 2010
Persistent link: https://www.econbiz.de/10003994505
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Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre - 2003
Persistent link: https://www.econbiz.de/10001754325
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Asset prices in a production network
Ruge-Murcia, Francisco Javier - In: European economic review : EER 166 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10015076306
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10009734264
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Aktienindexprognosen mit Fehlerkorrekturmodellen und dem ökonomisch relevanten Zins
Sauer, Egbert - 1995
Persistent link: https://www.econbiz.de/10000919875
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A quasi maximum likelihood approach for large approximate dynamic factor models
Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia - 2006
Persistent link: https://www.econbiz.de/10003353030
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The missing transfers : .estimating mis-reporting in dyadic data
Comola, Margherita; Fafchamps, Marcel - 2015
Persistent link: https://www.econbiz.de/10011289102
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Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509651
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GLM estimation of trade gravity models with fixed effects
Egger, Peter; Staub, Kevin E. - 2015
Persistent link: https://www.econbiz.de/10010495419