in Total Papers Citations
price rigidity, price flexibility, Consumer Price Index, Germany
regression models, alpha-stable distributions, infinite variance, coefficient of determination, Fama-MacBeth regression, Monte Carlo simulation, signal-to-noise ratio, density transformation theorem
Factor model, MIDAS, Lasso, Elastic Net, ECM, Nowcasting, Forecasting
Trading behavior, Momentum, Contrarian, Black Monday, Globalization, Uncertainty
financial stress indicator, predictability, financial crisis, real economy
Regression models, alpha-stable distributions, infinite variance, coefficient of determination, Fama-MacBeth regression, Monte Carlo simulation
Asymptotic distribution, rate of convergence, stochastic regressor, stable non-Gaussian, finite or infinite variance, heavy tails
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