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subject:"Impact assessment"
~isPartOf:"American Economic Review papers and proceedings"
~isPartOf:"CREATES research paper"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of forecasting"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~person:"Clark, Todd E."
~person:"Härdle, Wolfgang"
~person:"Kim, Don H."
~person:"O'Hare, Colin"
~person:"Pierdzioch, Christian"
~person:"Wright, Jonathan H."
~subject:"1990-2005"
~subject:"Aktienindex"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
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Impact assessment
1990-2005
Aktienindex
Estimation theory
Kapitaleinkommen
Schätzung
Estimation
28
USA
17
United States
17
Capital income
13
Forecasting model
12
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7
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28
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Bali, Turan G.
Bollerslev, Tim
Clark, Todd E.
Härdle, Wolfgang
Kim, Don H.
O'Hare, Colin
Pierdzioch, Christian
Wright, Jonathan H.
Zhou, Hao
9
Nielsen, Morten Ørregaard
8
Andreasen, Martin Møller
7
Berger, Allen N.
7
D'Amico, Stefania
7
Ahn, Hie Joo
6
Laubach, Thomas
6
Li, Geng
6
Bricker, Jesse
5
Kiley, Michael T.
5
Luciani, Matteo
5
Nalewaik, Jeremy
5
Shan, Hui
5
Todorov, Viktor
5
Wei, Min
5
Casas, Isabel
4
Downing, Chris
4
Falato, Antonio
4
Han, Song
4
Hillebrand, Eric
4
López-Salido, José David
4
Meldrum, Andrew
4
Molloy, Raven S.
4
Nelson, Edward
4
Orphanides, Athanasios
4
Roberts, John M.
4
Santucci de Magistris, Paolo
4
Teräsvirta, Timo
4
Vidangos, Ivan
4
Williams, John C.
4
Zakrajšek, Egon
4
Anenberg, Elliot
3
Berge, Travis J.
3
Carlini, Federico
3
Carlson, Mark
3
Carpenter, Seth B.
3
Chan, Ngai Hang
3
Christensen, Bent Jesper
3
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American Economic Review papers and proceedings
CREATES research paper
Finance and economics discussion series
Journal of forecasting
SFB 649 discussion paper
43
Kiel working paper
19
Kieler Arbeitspapiere
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Journal of econometrics
9
Journal of financial economics
8
NBER Working Paper
8
NBER working paper series
8
Journal of applied econometrics
7
Department of Economics working paper series
6
Discussion papers of interdisciplinary research project 373
6
Journal of financial and quantitative analysis : JFQA
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
FEDS Working Paper
5
Federal Reserve Bank of Cleveland working paper series
5
Finance research letters
5
Georgetown McDonough School of Business Research Paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Discussion paper / Centre for Economic Policy Research
4
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4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Research working papers / Federal Reserve Bank of Kansas City
4
The European journal of finance
4
Applied quantitative finance
3
CFS working paper series
3
Discussion paper / Deutsche Bundesbank
3
ERID working paper
3
Journal of economic dynamics & control
3
Journal of international money and finance
3
The journal of finance : the journal of the American Finance Association
3
BIS Working Paper
2
BIS working papers
2
Bundesbank Series 1 Discussion Paper
2
CESifo working papers
2
CREATES Research Paper
2
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ECONIS (ZBW)
28
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Are shadow rate models of the Treasury yield curve structurally stable?
Kim, Don H.
;
Priebsch, Marcel A.
-
2020
Persistent link: https://www.econbiz.de/10012389081
Saved in:
3
International yield spillovers
Kim, Don H.
;
Ochoa, Marcelo
-
2020
Persistent link: https://www.econbiz.de/10012437922
Saved in:
4
Jumps in bond yields at known times
Kim, Don H.
;
Wright, Jonathan H.
-
2014
Persistent link: https://www.econbiz.de/10011286165
Saved in:
5
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
6
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
7
Tips from tips : the informational content of treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
-
2014
Persistent link: https://www.econbiz.de/10010433466
Saved in:
8
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
9
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
10
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406481
Saved in:
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