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subject:"Agency theory"
subject:"Moral Hazard"
~isPartOf:"Journal of econometrics"
~person:"Rahbek, Anders"
~subject:"Volatility"
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Agency theory
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Rahbek, Anders
Aït-Sahalia, Yacine
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Journal of econometrics
Discussion paper / Tinbergen Institute
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Tinbergen Institute Discussion Paper 2019-083/III
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Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
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2
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
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