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~person:"Caporale, Guglielmo Maria"
~person:"Chiarella, Carl"
~subject:"Estimation"
~subject:"Share price"
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Caporale, Guglielmo Maria
Chiarella, Carl
Gil-Alaña, Luis A.
81
Pesaran, M. Hashem
78
Hautsch, Nikolaus
64
Härdle, Wolfgang
64
Timmermann, Allan
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Pierdzioch, Christian
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Stambaugh, Robert F.
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Blundell, Richard W.
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Bollerslev, Tim
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Herwartz, Helmut
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Engle, Robert F.
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Bekaert, Geert
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Belzil, Christian
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Engel, Charles
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Lo, Andrew W.
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Semmler, Willi
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Acemoglu, Daron
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Gertler, Mark
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Serletis, Apostolos
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Berg, Gerard J. van den
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Jovanovic, Boyan
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Dow, James
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McAleer, Michael
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Bansal, Ravi
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Engsted, Tom
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Kaiser, Ulrich
30
Kilian, Lutz
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Lütkepohl, Helmut
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29
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Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
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ECONIS (ZBW)
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1
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000897287
Saved in:
2
Unit roots and long-run causality : the case of output and financial variables
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1995
Persistent link: https://www.econbiz.de/10000909158
Saved in:
3
The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951350
Saved in:
4
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
Saved in:
5
Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951352
Saved in:
6
Unit roots, exogeneity, and persistence : a critical overview
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1997
Persistent link: https://www.econbiz.de/10000954548
Saved in:
7
Weak exogeneity and measures of persistence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1997
Persistent link: https://www.econbiz.de/10000954549
Saved in:
8
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria
;
Pittis, Nikitas
; …
-
1997
Persistent link: https://www.econbiz.de/10000962390
Saved in:
9
Unit root testing using covariates : some
theory
and evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1997
Persistent link: https://www.econbiz.de/10000964960
Saved in:
10
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978635
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