CREATES Research Papers

The Joint Dynamics of Equity Market Factors

Peter Christoffersen, Hugues Langlois · 2011 · 35 citations

Business, Economics, Finance +17

Bias-corrected estimation in potentially mildly explosive autoregressive models

Hendrik Haufmann, Robinson Kruse · 2013 · 12 citations

Social Sciences, Economics, Finance +17

Estimating Stochastic Volatility Models using Prediction-based Estimating Functions

Anne Floor Brix, Asger Lunde, Aarhus · 2013 · 10 citations

Business, Economics, Finance +17