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isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
subject:"Schätzung"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"NBER working paper series"
~isPartOf:"Working paper"
~person:"Neely, Christopher J."
~source:"econis"
~subject:"Kapitaleinkommen"
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Schätzung
Kapitaleinkommen
Estimation
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Exchange rate
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United States
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Volatilität
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Neely, Christopher J.
Heckman, James J.
29
McAleer, Michael
26
Mumtaz, Haroon
24
Kapetanios, George
21
Rose, Andrew K.
20
Neumark, David
19
Card, David
17
Gruber, Jonathan
16
Campbell, John Y.
15
Chang, Chia-Lin
14
Shapiro, Matthew D.
14
Van Reenen, John
14
Acemoglu, Daron
13
Hamermesh, Daniel S.
13
Hanushek, Eric A.
13
Pesaran, M. Hashem
13
Ruhm, Christopher J.
13
Bloom, Nicholas
12
Chinn, Menzie D.
12
Feenstra, Robert C.
12
Fontagné, Lionel
12
Winkelmann, Rainer
12
Eichenbaum, Martin
11
Engel, Charles
11
Frankel, Jeffrey A.
11
Mignon, Valérie
11
Owyang, Michael T.
11
Aizenman, Joshua
10
Alesina, Alberto
10
Attanasio, Orazio P.
10
Belzil, Christian
10
Diebold, Francis X.
10
Levine, Ross
10
Manera, Matteo
10
Poterba, James M.
10
Bernard, Andrew B.
9
Blonigen, Bruce A.
9
Finkelstein, Amy
9
Hong, Harrison
9
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Jahrbücher für Nationalökonomie und Statistik
Economic modelling
Journal of applied econometrics
NBER working paper series
Working paper
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international money and finance
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FRB St. Louis Working Paper
1
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Federal Reserve Bank of St. Louis Working Paper
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Handbook of research methods and applications in empirical finance
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ECONIS (ZBW)
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1
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
Saved in:
2
Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz
;
Laurent, S´ebastien
;
Neely, …
-
2013
Persistent link: https://www.econbiz.de/10009791133
Saved in:
3
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
4
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
-
2017
-
This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
Saved in:
5
Out-of-sample equity premium prediction : economic fundamentals vs. moving-average rules
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
-
2010
Persistent link: https://www.econbiz.de/10008651185
Saved in:
6
Is inflation an international phenomenon?
Neely, Christopher J.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003741458
Saved in:
7
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740039
Saved in:
8
The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J.
(
contributor
); …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740122
Saved in:
9
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
10
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
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