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isPartOf:"Journal of econometrics"
~accessRights:"restricted"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Nieuwerburgh, Stijn van"
~person:"Rubio-Ramírez, Juan Francisco"
~subject:"USA"
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Nieuwerburgh, Stijn van
Rubio-Ramírez, Juan Francisco
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2014
Persistent link: https://www.econbiz.de/10010360039
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2
Housing, finance and the macroeconomy
Davis, Morris A.
;
Nieuwerburgh, Stijn van
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2014
Persistent link: https://www.econbiz.de/10010391842
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3
Firm volatility in granular networks
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2013
Persistent link: https://www.econbiz.de/10010192396
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4
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009632872
Saved in:
5
Fiscal volatility shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2011
Persistent link: https://www.econbiz.de/10009298496
Saved in:
6
Fortune or virtue : time-variant volatilities versus parameter drifting in U. S. data
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2010
Persistent link: https://www.econbiz.de/10003966448
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