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Model misspecification and und...
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Caporale, Guglielmo Maria
88
Gil-Alaña, Luis A.
75
Pesaran, M. Hashem
75
Hautsch, Nikolaus
60
Heckman, James J.
51
Härdle, Wolfgang
51
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47
Marcellino, Massimiliano
46
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43
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43
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36
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34
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Schorfheide, Frank
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30
Dustmann, Christian
30
Engel, Charles
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Kilian, Lutz
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Belke, Ansgar
29
Engle, Robert F.
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Kumbhakar, Subal
29
Semmler, Willi
29
Feenstra, Robert C.
28
Koop, Gary
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Liesenfeld, Roman
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Rose, Andrew
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28
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27
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Verlag Dr. Kovač
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Internationaler Währungsfonds / Monetary and Exchange Affairs Department
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Journal of applied econometrics
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International review of economics & finance : IREF
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Finance research letters
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Journal of financial economics
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Journal of macroeconomics
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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1
Die These der kurzfristorientierten Aktienbewertung : theoretische und empirische Analyse
Schäfer, Annette
-
1997
Persistent link: https://www.econbiz.de/10000979746
Saved in:
2
Zeitstetige und -diskrete dynamische Kreditportfoliomodellierung : ein Vergleich verschiedener Modelle
Avak, Britt-Kerstin
-
2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009412405
Saved in:
3
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
4
Stress testing and modelling of rating migration under the Vasicek model framework : empirical approaches and technical implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10011326309
Saved in:
5
Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
Rubtsov, Mark
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013173372
Saved in:
6
Forecast ranked tailored equity portfolios
Buncic, Daniel
;
Stern, Cord
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012263321
Saved in:
7
Asset pricing model uncertainty and portfolio choice
Carrasco, Ignacio
;
Hansen, Erwin
- In:
Finance research letters
45
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014576820
Saved in:
8
Is it alpha or beta? : decomposing hedge fund returns when models are misspecified
Ardia, David
;
Barras, Laurent
;
Gagliardini, Patrick
; …
- In:
Journal of financial economics
154
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015072088
Saved in:
9
Estimating a continuous time portfolio selection model : an application with UK data
Saltoğlu, Burak
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
1
,
pp. 93-109
Persistent link: https://www.econbiz.de/10001452562
Saved in:
10
Life-cycle changes in consumption behavior : age-specific and regional variations
Wakabayashi, Masayo
;
Hewings, Geoffrey
- In:
Journal of regional science
47
(
2007
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10003468995
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