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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~subject:"Germany"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Book review"
~type_genre:"Conference proceedings"
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United States
Germany
Prognoseverfahren
Volatility
Volatilität
Estimation
942
Schätzung
937
Theorie
238
Theory
238
Estimation theory
234
Schätztheorie
234
Oil price
195
Ölpreis
195
Time series analysis
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Article in journal
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English
406
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Todorov, Viktor
14
Bollerslev, Tim
8
Ma, Feng
7
Tauchen, George Eugene
7
Wang, Yudong
7
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Bouri, Elie
5
Kim, Donggyu
5
Li, Jia
5
Koop, Gary
4
Park, Joon Y.
4
Tiwari, Aviral Kumar
4
Wang, Shouyang
4
Yoon, Seong-min
4
Balcilar, Mehmet
3
Chevallier, Julien
3
Fan, Jianqing
3
Francq, Christian
3
Hong, Yongmiao
3
Liu, Li
3
McAleer, Michael
3
Nonejad, Nima
3
Pan, Zhiyuan
3
Patton, Andrew J.
3
Salisu, Afees A.
3
Sun, Yuying
3
Taylor, Robert
3
Wang, Yazhen
3
Wei, Yu
3
Xiao, Jihong
3
Xiu, Dacheng
3
Xu, Yahua
3
Zakoïan, Jean-Michel
3
Zhang, Yue-jun
3
Aloui, Chaker
2
Andreou, Elena
2
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Aruoba, S. Borağan
2
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Energy economics
Journal of econometrics
Applied economics
516
Applied economics letters
297
Economic modelling
230
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
230
Finance research letters
194
Journal of banking & finance
193
Applied financial economics
185
Economics letters
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
185
The review of economics and statistics
182
International review of economics & finance : IREF
181
Journal of international money and finance
171
International journal of forecasting
161
The American economic review
158
International review of financial analysis
157
Journal of applied econometrics
154
The journal of finance : the journal of the American Finance Association
154
The North American journal of economics and finance : a journal of financial economics studies
151
Jahrbücher für Nationalökonomie und Statistik
147
Journal of empirical finance
146
The journal of futures markets
132
Journal of financial economics
123
Journal of forecasting
119
Journal of international financial markets, institutions & money
108
Journal of money, credit and banking : JMCB
102
The review of financial studies
96
Journal of monetary economics
93
Journal of financial and quantitative analysis : JFQA
92
Research in international business and finance
92
Journal of macroeconomics
91
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
88
Journal of economic dynamics & control
86
The European journal of finance
86
International journal of finance & economics : IJFE
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
Labour economics : official journal of the European Association of Labour Economists
80
American economic journal : a journal of the American Economic Association
79
Journal of political economy
77
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ECONIS (ZBW)
406
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406
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1
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
7
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
8
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
9
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
10
Price connectedness in U.S. ethanol terminal markets
Gerveni, Maria
;
Serra, Teresa
;
Irwin, Scott H.
;
Hubbs, Todd
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480052
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