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subject:"Germany"
subject:"Wechselkurs"
~person:"Lucas, André"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Wechselkurs
Stochastic process
Estimation theory
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Lucas, André
Tauchen, George Eugene
9
Todorov, Viktor
8
Lütkepohl, Helmut
7
Tsionas, Efthymios G.
6
Caporale, Guglielmo Maria
5
Lechner, Michael
5
Li, Jia
5
Maheswaran, S.
5
McAleer, Michael
5
Phillips, Peter C. B.
5
Winkelmann, Rainer
5
Wolters, Jürgen
5
Bollerslev, Tim
4
Fu, Michael
4
Hurn, Stan
4
Kim, Donggyu
4
Park, Joon Y.
4
Pittis, Nikitas
4
Wang, Yazhen
4
Zakoïan, Jean-Michel
4
Zhang, Zhimin
4
Allen, David E.
3
Arize, Augustine Chuck
3
Baillie, Richard
3
Cai, Jun
3
Chan, Ngai Hang
3
Cheung, Yin-Wong
3
Cui, Zhenyu
3
Diebold, Francis X.
3
Fičura, Milan
3
Francq, Christian
3
Ghysels, Eric
3
Hadri, Kaddour
3
Harvey, Andrew C.
3
Heidergott, Bernd
3
Horrace, William C.
3
Härdle, Wolfgang
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
International journal of forecasting
1
Journal of financial econometrics
1
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ECONIS (ZBW)
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1
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
2
A stochastic recurrence equations approach for score driven correlation models
Blasques, Francisco
;
Lucas, André
;
Silde, Erkki
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 166-181
Persistent link: https://www.econbiz.de/10012038166
Saved in:
3
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
4
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
5
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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