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Noise Ratio As a Non-Nested Mo...
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Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
2
Regime switching for dynamic correlations
Pelletier, Denis
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 445-473
Persistent link: https://www.econbiz.de/10003298605
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3
Short run inflation expectations : evidence from a monthly survey
Pearce, Douglas Kenneth
-
1985
Persistent link: https://www.econbiz.de/10000700623
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4
An empirical analysis of expected stock price movements
Pearce, Douglas Kenneth
-
1983
Persistent link: https://www.econbiz.de/10000703660
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5
The robustness of calendar anomalies in daily stock returns
Pearce, Douglas Kenneth
- In:
Journal of economics and finance
20
(
1996
)
3
,
pp. 69-80
Persistent link: https://www.econbiz.de/10001231668
Saved in:
6
Discount window borrowing and federal reserve operating regimes
Pearce, Douglas Kenneth
- In:
Economic inquiry : journal of the Western Economic …
31
(
1993
)
4
,
pp. 564-579
Persistent link: https://www.econbiz.de/10001153248
Saved in:
7
Information, expectations, and foreign exchange market efficiency
Pearce, Douglas Kenneth
- In:
International financial markets and agricultural trade …
,
(pp. 114-260)
.
1990
Persistent link: https://www.econbiz.de/10001273973
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8
Comparing survey and rational measures of expected inflation : forecast performance and interest rate effects
Pearce, Douglas K.
- In:
Journal of money, credit and banking : JMCB
11
(
1979
)
4
,
pp. 447-456
Persistent link: https://www.econbiz.de/10002619369
Saved in:
9
The measurement of price expectations
Pearce, Douglas K.
- In:
The journal of socio-economics
4
(
1975
)
1
,
pp. 145-165
Persistent link: https://www.econbiz.de/10002619408
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10
Recent developments in the credit union industry
Pearce, Douglas K.
- In:
Economic review
(
1984
),
pp. 3-19
Persistent link: https://www.econbiz.de/10002619417
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