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isPartOf:"Discussion papers in economics"
type_genre:"Arbeitspapier"
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"OECD countries"
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ARCH-Modell
Capital income
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OECD countries
Estimation
101
Schätzung
101
Theorie
49
Theory
49
Großbritannien
39
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39
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22
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22
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26
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Coakley, Jerry
3
Fuertes, Ana María
3
Smith, Peter N.
3
Wickens, Michael R.
3
Coroneo, Laura
2
Harris, Richard D. F.
2
Iacone, Fabrizio
2
Parker, Jonathan A.
2
Tzavalis, Elias
2
Bulkley, George
1
Charemza, Wojciech
1
Clare, Andrew D.
1
Fountas, Stilianos
1
Julliard, Christian
1
Karanasos, Menelaos
1
Karanassou, Marika
1
Karanikas, Evangelos
1
Kizys, Renatas
1
Kostakis, Alexandros
1
Lombardo, Giovanni
1
Monteiro, Paulo Santos
1
Muscatelli, V. Anton
1
Ono, Sadayuki
1
Orszag, Jonathan Michael
1
Paccagnini, Alessia
1
Pelloni, Gianluigi
1
Pesaran, M. Hashem
1
Polasek, Wolfgang
1
Reiter, Michael
1
Sanchez-Valle, René
1
Seaton, James
1
Shields, Kalvinder K.
1
Sorensen, S.
1
Sorensen, Steffen
1
Spencer, Peter D.
1
Thomas, Stephen
1
Tirelli, Patrizio
1
Trecroci, Carmine
1
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Yamagata, Takashi
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4
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Discussion papers in economics
Working paper / National Bureau of Economic Research, Inc.
186
CESifo working papers
169
Discussion paper / Centre for Economic Policy Research
145
Working paper
118
Discussion paper series / IZA
79
Discussion paper / Tinbergen Institute
69
Finance and economics discussion series
56
Research paper series / Swiss Finance Institute
49
Discussion paper
46
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45
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44
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39
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37
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36
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20
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Temi di discussione / Banca d'Italia
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Working paper / Department of Econometrics and Business Statistics, Monash University
18
Working paper series / Department of Economics, Auburn University
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ECONIS (ZBW)
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1
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
-
2020
Persistent link: https://www.econbiz.de/10012491888
Saved in:
2
Comparing predictive accuracy in small samples
Coroneo, Laura
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011411613
Saved in:
3
When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2014
Persistent link: https://www.econbiz.de/10010376537
Saved in:
4
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
Saved in:
5
The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
Saved in:
6
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
7
Mind coskewness : a performance measure for prudent, long-term investors
Kostakis, Alexandros
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003446959
Saved in:
8
Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003457458
Saved in:
9
Assessing the relation between equity risk premium and macroeconomic volatilities in the UK
Kizys, Renatas
(
contributor
);
Spencer, Peter D.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003481724
Saved in:
10
The asymmetric effect of the business sycle on the relation between stock market returns and their volatility
Smith, Peter N.
(
contributor
);
Sorensen, S.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003265956
Saved in:
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