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isPartOf:"Review of international economics"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Econometric reviews"
~isPartOf:"The European journal of finance"
~subject:"Risk premium"
~subject:"Tariff policy"
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Estimation
Risk premium
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Theorie
295
Theory
295
Schätzung
57
Portfolio selection
48
Portfolio-Management
48
Time series analysis
47
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47
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Chan, Joshua
2
Jawadi, Fredj
2
McAleer, Michael
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Ullah, Aman
2
Westerlund, Joakim
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Review of international economics
Econometric reviews
The European journal of finance
Discussion paper / Centre for Economic Policy Research
297
Working paper / National Bureau of Economic Research, Inc.
186
Discussion papers / CEPR
151
Economic modelling
137
Economics letters
115
International review of economics & finance : IREF
101
Applied economics
98
Finance research letters
98
SpringerLink / Bücher
98
Journal of economic dynamics & control
89
Journal of econometrics
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
Applied economics letters
74
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74
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73
Journal of international money and finance
69
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68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
International review of financial analysis
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
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62
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60
The North American journal of economics and finance : a journal of financial economics studies
60
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59
International journal of forecasting
58
Management science : journal of the Institute for Operations Research and the Management Sciences
53
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48
Journal of international economics
43
European economic review : EER
39
Review of economic dynamics
37
Springer eBook Collection / Business and Economics
31
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30
European journal of operational research : EJOR
29
The B.E. journal of macroeconomics
28
International journal of finance & economics : IJFE
27
Journal of applied econometrics
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Journal of international financial markets, institutions & money
26
Review of quantitative finance and accounting
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ECONIS (ZBW)
65
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1
A Hawkes process analysis of high-frequency price endogeneity and market efficiency
Zhuo, Jingbin
;
Chen, Yufan
;
Zhou, Bang
;
Lang, Baiming
; …
- In:
The European journal of finance
30
(
2024
)
9
,
pp. 949-979
Persistent link: https://www.econbiz.de/10014548011
Saved in:
2
Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
Beyhum, Jad
;
Florens, Jean-Pierre
;
Lapenta, Elia
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 540-557
Persistent link: https://www.econbiz.de/10014551832
Saved in:
3
The impact of uncertainty on money demand in the UK, US and Euro area
Bissoondeeal, Rakesh K.
;
Binner, Jane M.
;
Karoglou, Michail
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1866-1884
Persistent link: https://www.econbiz.de/10014388514
Saved in:
4
Euro area monetary asset demand and Divisia aggregates
Fleissig, Adrian R.
;
Jones, Barry E.
;
Darvas, Zsolt M.
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1885-1912
Persistent link: https://www.econbiz.de/10014388520
Saved in:
5
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
6
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
7
Tariffs, R&D, and two merger policies
Arzandeh, Mehdi
;
Gunay, Hikmet
- In:
Review of international economics
31
(
2023
)
1
,
pp. 81-105
Persistent link: https://www.econbiz.de/10014278122
Saved in:
8
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
9
Long term equity risk premiums in the UK and US : a cautionary tale of weak mean reversion
Hodgson, Allan
;
Okunev, John
- In:
The European journal of finance
28
(
2022
)
17
,
pp. 1728-1744
Persistent link: https://www.econbiz.de/10013532260
Saved in:
10
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
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