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The tail behavior due to the presence of the risk premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean models
Dahl, Christian M.; Iglesias, Emma M. - In: Journal of financial econometrics 20 (2022) 1, pp. 139-159
Persistent link: https://www.econbiz.de/10012878189
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Modeling the volatility-return trade-off when volatility may be nonstationary
Dahl, Christian M.; Iglesias, Emma M. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10009623574
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The formation of inflation expectations under changing inflation regimes
Dahl, Christian M. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 4, pp. 183-212
Persistent link: https://www.econbiz.de/10001773140
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Identifying nonlinear components by random fields in the US GNP growth : implications for the shape of the business cycle
Dahl, Christian M.; González-Rivera, Gloria - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 1
Persistent link: https://www.econbiz.de/10002004101
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HANA : a handwritten name database for offline handwritten text recognition
Dahl, Christian M.; Johansen, Torben S. D.; Sørensen, Emil - In: Explorations in economic history : EEH 87 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10013556962
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It is never too LATE : a new look at local average treatment effects with or without defiers
Dahl, Christian M.; Huber, Martin; Mellace, Giovanni - In: The econometrics journal 26 (2023) 3, pp. 378-404
Persistent link: https://www.econbiz.de/10014391694
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What makes an artist? : the evolution and clustering of creative activity in the US since 1850
Borowiecki, Karol Jan; Dahl, Christian M. - In: Regional science & urban economics 86 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10012534040
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Nonparametric wind power forecasting under fixed and random censoring
Dahl, Christian M.; Effraimidis, Georgios; Pedersen, … - In: Energy economics 84 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012182788
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School closures, mortality, and human capital : evidence from the universe of closures during the 1918 pandemic in Sweden
Dahl, Christian M.; Hansen, Casper Worm; Jensen, Peter … - 2023
Persistent link: https://www.econbiz.de/10014334654
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The 1918 epidemic and a V-shaped recession : evidence from historical tax records
Dahl, Christian M.; Hansen, Casper Worm; Jensen, Peter … - In: The Scandinavian journal of economics 124 (2022) 1, pp. 139-163
Persistent link: https://www.econbiz.de/10013166633