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subject:"United States"
subject:"Volatility"
~isPartOf:"Journal of forecasting"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Experiment"
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Search: subject_exact:"Estimation theory"
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United States
Volatility
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Estimation theory
346
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77
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Bekaert, Geert
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Journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
The review of economics and statistics
44
Economics letters
42
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35
Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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American journal of agricultural economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Journal of macroeconomics
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The North American journal of economics and finance : a journal of financial economics studies
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1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan
;
Cuba-Borda, Pablo
;
Higa-Flores, Kenji
-
2020
Persistent link: https://www.econbiz.de/10012391705
Saved in:
4
Estimating dynamic games of oligopolistic competition : an experimental investigation
Salz, Tobias
;
Vespa, Emanuel
-
2020
Persistent link: https://www.econbiz.de/10012195089
Saved in:
5
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
6
Benchmarking global optimizers
Arnoud, Antoine
;
Guvenen, Fatih
;
Kleineberg, Tatjana
-
2019
Persistent link: https://www.econbiz.de/10012128867
Saved in:
7
Structural behavioral economics
Della Vigna, Stefano
-
2018
Persistent link: https://www.econbiz.de/10011893840
Saved in:
8
A unified approach to estimating demand and welfare
Redding, Stephen
;
Weinstein, David E.
-
2016
Persistent link: https://www.econbiz.de/10011528557
Saved in:
9
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
10
Rethinking performance evaluation
Harvey, Campbell R.
;
Liu, Yan
-
2016
Persistent link: https://www.econbiz.de/10011460434
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