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ß in the tails
Bandi, Federico M.; Renò, Roberto - In: Journal of econometrics 227 (2022) 1, pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
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Changes in relative wages in the 1980s : returns to observed and unobserved skills and black-white wage differentials
Chay, Kenneth Y.; Lee, David S. - In: Journal of econometrics 99 (2000) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10001504415
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The labor market effects of immigrants
Peri, Giovanni - In: NBER reporter online (2011) 3, pp. 13-16
Persistent link: https://www.econbiz.de/10011367068
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The common and specific components of dynamic volatility
Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver - In: Journal of econometrics 132 (2006) 1, pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
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Forecasting the term structure of government bond yields
Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
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Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica; Warusawitharana, Missaka - In: Journal of econometrics 148 (2009) 2, pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
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Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.; Steel, Mark F. J. - In: Journal of econometrics 134 (2006) 2, pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
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Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier; Sentana, Enrique - In: Journal of econometrics 153 (2009) 2, pp. 105-121
Persistent link: https://www.econbiz.de/10003920279
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Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor; Bollerslev, Tim - In: Journal of econometrics 157 (2010) 2, pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
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Causality effects in return volatility measures with random times
Renault, Eric; Werker, Bas J. M. - In: Journal of econometrics 160 (2011) 1, pp. 272-279
Persistent link: https://www.econbiz.de/10009242519