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subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of applied econometrics"
~subject:"Stock market"
~subject:"Theory"
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Volatilität
Stock market
Theory
Estimation
95
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95
Theorie
27
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22
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22
Monte Carlo simulation
17
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Marcellino, Massimiliano
4
Carriero, Andrea
2
Clark, Todd E.
2
Lucas, André
2
Abo-Zaid, Salem
1
Acerenza, Santiago
1
Ahn, Hie Joo
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An, Zidong
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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
Ertur, Kamil C.
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Europäische Hochschulschriften / 5
Journal of applied econometrics
Discussion paper / Centre for Economic Policy Research
309
Finance research letters
219
Economic modelling
215
International review of economics & finance : IREF
189
Applied economics
186
Working paper / National Bureau of Economic Research, Inc.
184
Energy economics
178
International review of financial analysis
149
Discussion papers / CEPR
146
The North American journal of economics and finance : a journal of financial economics studies
140
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134
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125
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117
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105
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98
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92
Journal of international money and finance
91
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86
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80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
International journal of forecasting
71
Journal of financial economics
66
Macroeconomic dynamics
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
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62
Pacific-Basin finance journal
61
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57
The European journal of finance
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
49
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48
International journal of economics and finance
44
Review of quantitative finance and accounting
42
Empirical economics : a quarterly journal of the Institute for Advanced Studies
41
European economic review : EER
41
Journal of monetary economics
41
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ECONIS (ZBW)
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1
Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties
Jin, Fei
;
Lee, Lung-fei
;
Yang, Kai
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 640-658
Persistent link: https://www.econbiz.de/10014562842
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2
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
3
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
4
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
5
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
6
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
7
The demand for money at the zero interest rate bound
Watanabe, Tsutomu
;
Tomoyoshi, Yabu
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 968-976
Persistent link: https://www.econbiz.de/10014432204
Saved in:
8
The role of observed and unobserved heterogeneity in the duration of unemployment
Ahn, Hie Joo
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014287915
Saved in:
9
Structural VAR and financial networks : a minimum distance approach to spatial modeling
Scidá, Daniela
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10014287920
Saved in:
10
Testing random assignment to peer groups
Jochmans, Koen
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 321-333
Persistent link: https://www.econbiz.de/10014287989
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