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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Critical finance review"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Card, David"
~person:"Kelly, Bryan T."
~person:"Koopman, Siem Jan"
~person:"Lechner, Michael"
~person:"McMillan, David G."
~subject:"Arbeitslosigkeit"
~subject:"Bildungsertrag"
~subject:"Factor analysis"
~subject:"Kapitaleinkommen"
~subject:"Konjunktur"
~subject:"Monetary policy"
~subject:"Productivity"
~subject:"Prognoseverfahren"
~subject:"Scientific modelling"
~subject:"Share price"
~subject:"Theory"
~subject:"Unemployment"
~subject:"Wirkungsanalyse"
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EU-Staaten
Volatility
Arbeitslosigkeit
Bildungsertrag
Factor analysis
Kapitaleinkommen
Konjunktur
Monetary policy
Productivity
Prognoseverfahren
Scientific modelling
Share price
Theory
Unemployment
Wirkungsanalyse
Estimation
3
Schätzung
3
Estimation theory
2
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Analysis of variance
1
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1
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Theorie
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Three-pass regression filter
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credit risk
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generalized autoregressive score model
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Card, David
Kelly, Bryan T.
Koopman, Siem Jan
Lechner, Michael
McMillan, David G.
Garcia, René
5
Almeida, Caio
3
Ardison, Kym
3
Olmo, Jose
3
Trojani, Fabio
3
Vicente, Jose
3
Audrino, Francesco
2
Dobrev, Dobrislav
2
Ghysels, Eric
2
Lanne, Markku
2
Lunde, Asger
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Narayan, Paresh Kumar
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Okou, Cédric
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Rodrigues, Paulo M. M.
2
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2
Souza, Thiago de Oliveira
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Voev, Valeri
2
Westerlund, Joakim
2
Abbritti, Mirko
1
Aguilar, Mike
1
Ahlgren, Niklas
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1
Altavilla, Carlo
1
Amisano, Gianni
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1
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Asai, Manabu
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1
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1
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1
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Critical finance review
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
34
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
12
NBER Working Paper
11
NBER working paper series
11
Discussion paper / Centre for Economic Policy Research
10
Discussion paper series / IZA
10
IZA Discussion Paper
6
International journal of forecasting
5
Journal of financial economics
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
4
Applied financial economics
3
International journal of finance & economics : IJFE
3
Labour economics : official journal of the European Association of Labour Economists
3
Oxford bulletin of economics and statistics
3
The Manchester School
3
The journal of asset management
3
Applied economics
2
Chicago Booth Research Paper
2
Discussion paper series / LSE Financial Markets Group
2
ECB Working Paper
2
Econometric reviews
2
Finance research letters
2
International review of applied economics
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Research in international business and finance
2
Studies in economics and finance
2
The European journal of finance
2
The review of financial studies
2
Working paper series / European Central Bank
2
A modern guide to sports economics
1
Applied economics letters
1
Applied financial economics letters
1
CESifo Working Paper Series
1
CESifo working papers
1
CPB discussion paper
1
Cogent economics & finance
1
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ECONIS (ZBW)
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Dissecting market expectations in the cross-section of book-to-market ratios : a comment
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Critical finance review
11
(
2022
)
2
,
pp. 375-381
Persistent link: https://www.econbiz.de/10013457294
Saved in:
2
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
3
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
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