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accessRights:"free"
subject:"Schätzung"
~language:"eng"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Schätzung
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Koopman, Siem Jan
96
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62
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58
Pesaran, M. Hashem
54
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53
Gil-Alaña, Luis A.
51
Bollerslev, Tim
47
Diebold, Francis X.
47
Sibbertsen, Philipp
45
Gao, Jiti
43
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42
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37
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33
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32
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32
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31
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30
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30
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30
Kapetanios, George
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Feng, Yuanhua
28
Kunst, Robert M.
28
Marcellino, Massimiliano
28
Swanson, Norman R.
28
Blasques, Francisco
27
Franses, Philip Hans
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Herwartz, Helmut
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Kilian, Lutz
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Grassi, Stefano
26
Linton, Oliver
26
Gertler, Mark
25
Schorfheide, Frank
25
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24
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10
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7
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International Monetary Fund
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Leibniz-Institut für Wirtschaftsforschung Halle
7
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Federal Reserve Bank of San Francisco
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Hamburgisches Welt-Wirtschafts-Archiv
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Rodney L. White Center for Financial Research
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Shakai-Keizai-Kenkyūsho <Osaka>
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Robert Schuman Centre for Advanced Studies
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
3
Umeå Universitet / Institutionen för Nationalekonomi
3
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3
Universität Mannheim
3
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NBER Working Paper
608
Discussion paper series / IZA
294
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257
CESifo working papers
251
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223
Working paper
160
IZA Discussion Paper
158
Discussion paper
121
CREATES research paper
114
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
109
SFB 649 discussion paper
106
IMF working papers
98
CESifo Working Paper Series
91
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90
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89
Journal of risk and financial management : JRFM
80
Working paper / Department of Econometrics and Business Statistics, Monash University
76
CAMA working paper series
75
Discussion papers of interdisciplinary research project 373
70
Working paper series / European Central Bank
69
Cambridge working papers in economics
65
Econometrics : open access journal
64
Risks : open access journal
64
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57
Cowles Foundation discussion paper
55
International journal of economics and financial issues : IJEFI
55
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42
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ECONIS (ZBW)
14,561
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The market cost of business cycle fluctuations
Ghosh, Anisha
;
Julliard, Christian
;
Stutzer, Michael J.
-
2024
Persistent link: https://www.econbiz.de/10014451870
Saved in:
3
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
4
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
5
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
6
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
7
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
8
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
9
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
10
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
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