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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Capital income"
~person:"Andersen, Torben"
~person:"He, Yi"
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Capital income
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He, Yi
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
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Working paper / National Bureau of Economic Research, Inc.
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CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International economic review
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Journal of applied econometrics
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Journal of financial economics
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The journal of finance : the journal of the American Finance Association
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Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
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The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
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