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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"Dynamisches Gleichgewicht"
~subject:"Volatility"
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Bayes-Statistik
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Theorie
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453
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Aït-Sahalia, Yacine
6
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Economic modelling
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
438
NBER working paper series
418
NBER Working Paper
358
Discussion paper / Centre for Economic Policy Research
252
Journal of economic dynamics & control
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ECONIS (ZBW)
438
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1
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
2
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
3
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
4
Variation and
efficiency
of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
5
Why are labor markets in Spain and
Germany
so different?
Casares, Miguel
;
Vázquez, Jesús
- In:
Economic modelling
75
(
2018
),
pp. 320-335
Persistent link: https://www.econbiz.de/10012101536
Saved in:
6
Short selling constraints and stock returns volatility : empirical evidence from the German stock market
Bohl, Martin T.
;
Reher, Gerrit
;
Wilfling, Bernd
- In:
Economic modelling
58
(
2016
),
pp. 159-166
Persistent link: https://www.econbiz.de/10011647079
Saved in:
7
Do rating grades convey important information : German evidence?
Kenjegaliev, Amangeldi
;
Duygun, Meryem
;
Mamedshakhova, …
- In:
Economic modelling
53
(
2016
),
pp. 334-344
Persistent link: https://www.econbiz.de/10011641045
Saved in:
8
Fiscal policy during the crisis : a look on
Germany
and the Euro area with GEAR
Gadatsch, Niklas
;
Hauzenberger, Klemens
;
Stähler, Nikolai
- In:
Economic modelling
52
(
2016
),
pp. 997-1016
Persistent link: https://www.econbiz.de/10011643119
Saved in:
9
Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
Albonico, Alice
;
Calés, Ludovic
;
Cardani, Roberta
; …
- In:
Economic modelling
81
(
2019
),
pp. 242-273
Persistent link: https://www.econbiz.de/10012202021
Saved in:
10
What drives German foreign direct investment? : new evidence using Bayesian statistical techniques
Camarero Olivas, Mariam
;
Montolio, Laura
;
Tamarit …
- In:
Economic modelling
83
(
2019
),
pp. 326-345
Persistent link: https://www.econbiz.de/10012206393
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