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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"The review of financial studies"
~person:"Figura, Andrew"
~person:"Zhou, Hao"
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Time series analysis
United States
Estimation
13
Schätzung
13
USA
12
Capital income
5
Kapitaleinkommen
5
Risikoprämie
5
Risk premium
5
Börsenkurs
3
Share price
3
Yield curve
3
Zinsstruktur
3
1990-2005
2
Bank regulation
2
Bank risk
2
Bankenaufsicht
2
Bankenregulierung
2
Banking supervision
2
Bankrisiko
2
Correlation
2
Deutschland
2
Employment
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Erwerbstätigkeit
2
Financial sector
2
Finanzsektor
2
Germany
2
Government securities
2
Korrelation
2
Staatspapier
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Stochastic process
2
Stochastischer Prozess
2
Systemic risk
2
Systemrisiko
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
1926-2010
1
1954-1999
1
1964-1995
1
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Non-commercial literature
11
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English
12
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Figura, Andrew
Zhou, Hao
Kim, Don H.
7
D'Amico, Stefania
6
Li, Geng
5
Berger, Allen N.
4
Bollerslev, Tim
4
Falato, Antonio
4
Han, Song
4
Laubach, Thomas
4
Roberts, John M.
4
Shan, Hui
4
Vidangos, Ivan
4
Ang, Andrew
3
Bekaert, Geert
3
Downing, Chris
3
Estevão, Marcelo M.
3
French, Mark W.
3
Kadyrzhanova, Dalida
3
Kelly, Bryan T.
3
Molloy, Raven S.
3
Nalewaik, Jeremy
3
Rudd, Jeremy B.
3
Sack, Brian
3
Smith, Paul A.
3
Stanton, Richard
3
Stulz, René M.
3
Tetlow, Robert
3
Wei, Min
3
Williams, John C.
3
Bakshi, Gurdip S.
2
Bansal, Ravi
2
Bomfim, Antúlio N.
2
Bricker, Jesse
2
Cao, Charles Q.
2
Carlson, Mark
2
Carpenter, Seth B.
2
DeBacker, Jason
2
Demiralp, Selva
2
Durham, J. Benson
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Finance and economics discussion series
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
12
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Systemic risk contributions
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
-
2011
Persistent link: https://www.econbiz.de/10009405766
Saved in:
2
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
3
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406481
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4
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
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5
Why are plant deaths countercyclical : reallocation timing or fragility?
Figura, Andrew
-
2006
Persistent link: https://www.econbiz.de/10003384998
Saved in:
6
Workweek flexibility and hours variation
Figura, Andrew
-
2004
Persistent link: https://www.econbiz.de/10002369566
Saved in:
7
Regime-shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001764084
Saved in:
8
The cyclical behavior of short-term and long-term job flows
Figura, Andrew
-
2002
Persistent link: https://www.econbiz.de/10001648434
Saved in:
9
Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001607156
Saved in:
10
Term structure of interest rates with regime shifts
Bansal, Ravi
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637850
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