”Economic
Risk”.
†Institute for Statistics and Econometrics, School of Business and Economics as well as Center for Applied …
Statistics and Economics (CASE), Humboldt-Universit¨at zu Berlin, Center for Financial Studies (CFS),
Frankfurt, and Quantitative …. J. M. Werker (2004): “Semiparametric Duration Models,” Jour-
nal of Business and Economic Statistics, 22, 40–50.
Dufour …