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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Risiko"
~subject:"Zeitreihenanalyse"
~type:"book"
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Ghysels, Eric
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Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
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2018
Persistent link: https://www.econbiz.de/10011947663
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2
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
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2017
Persistent link: https://www.econbiz.de/10011708502
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3
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
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4
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
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2013
Persistent link: https://www.econbiz.de/10010206904
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5
Second order approximation of dynamic models with time-varying risk
Benigno, Gianluca
;
Benigno, Pierpaolo
;
Nisticò, Salvatore
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2011
Persistent link: https://www.econbiz.de/10008859119
Saved in:
6
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
7
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008807851
Saved in:
8
Do local projections solve the bias problem in impulse response inference?
Kilian, Lutz
;
Kim, Yun Jung
-
2009
Persistent link: https://www.econbiz.de/10003835974
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9
Testing a model of the UK by the method of indirect inference
Meenagh, David
;
Minford, Patrick
;
Theodoridis, Konstantinos
-
2008
Persistent link: https://www.econbiz.de/10003728832
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10
On adjusting the HP-Filter for the frequency of observations
Ravn, Morten O.
-
2001
Persistent link: https://www.econbiz.de/10013423461
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