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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Boswijk, Herman Peter"
~person:"Escanciano, Juan Carlos"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
;
Hualde, Javier
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 453-465
Persistent link: https://www.econbiz.de/10012499091
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2
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
3
Why frequency matters for unit root testing in financial time series
Boswijk, Herman Peter
;
Klaassen, Franc
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 351-357
Persistent link: https://www.econbiz.de/10009657281
Saved in:
4
On the econometrics of the bass diffusion model
Boswijk, Herman Peter
;
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003012845
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