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subject:"Estimation"
type_genre:"Graue Literatur"
~isPartOf:"Cambridge working papers in economics"
~subject:"Volatility"
~type_genre:"Case study"
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Estimation
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Pesaran, M. Hashem
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A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013484997
Saved in:
2
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
3
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
4
Exchange rate risk and business cycles
Lloyd, Simon
;
Marin, Emile A.
-
2021
Persistent link: https://www.econbiz.de/10012793070
Saved in:
5
The exchange rate insulation puzzle
Corsetti, Giancarlo
;
Küster, Keith
;
Müller, Gernot J.
; …
-
2021
Persistent link: https://www.econbiz.de/10013254087
Saved in:
6
Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter
-
2021
Persistent link: https://www.econbiz.de/10013254143
Saved in:
7
Sharing asymmetric tail risk smoothing, asset pricing and terms of trade
Corsetti, Giancarlo
;
Lipińska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10013259540
Saved in:
8
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
9
Diffusion limits of real-time GARCH
Ding, Yashuang
-
2020
Persistent link: https://www.econbiz.de/10013206472
Saved in:
10
Weak diffusion limit of real-time GARCH models : the role of current return information
Ding, Yashuang
-
2020
Persistent link: https://www.econbiz.de/10013206474
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