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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of applied econometrics"
~subject:"Schätztheorie"
~subject:"United States"
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Volatilität
Schätztheorie
United States
Estimation
3,529
Schätzung
3,529
Theorie
816
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816
USA
738
Welt
408
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408
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266
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266
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Marcellino, Massimiliano
16
Massa, Massimo
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Forni, Mario
8
Gambetti, Luca
7
Kilian, Lutz
7
Ghysels, Eric
6
Lettau, Martin
6
Pesaran, M. Hashem
6
Adrian, Tobias
5
Eickmeier, Sandra
5
Favero, Carlo A.
5
Ludvigson, Sydney C.
5
Minford, Patrick
5
Rodríguez-Pose, Andrés
5
Sala, Luca
5
Timmermann, Allan
5
Acharya, Viral V.
4
Artis, Michael J.
4
Bianchi, Francesco
4
Cassou, Steven Peter
4
Giannetti, Mariassunta
4
Inoue, Atsushi
4
Ma, Feng
4
Portier, Franck
4
Reichlin, Lucrezia
4
Rose, Andrew
4
Rossi, Barbara
4
Rubio-Ramírez, Juan Francisco
4
Sarno, Lucio
4
Thornton, James
4
Uhlig, Harald
4
Violante, Giovanni L.
4
Wickens, Michael R.
4
Wieland, Volker
4
Wohar, Mark E.
4
Zhang, Hong
4
Zhu, Huiming
4
Adam, Klaus
3
Aghion, Philippe
3
Alesina, Alberto
3
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Applied economics
Discussion paper / Centre for Economic Policy Research
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1,539
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484
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304
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262
Applied economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
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183
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Finance research letters
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
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International journal of forecasting
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ECONIS (ZBW)
985
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1
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
2
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
3
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy
- In:
Applied economics
55
(
2023
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Saved in:
4
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
5
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
6
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
7
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
8
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
9
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
10
The efficacy of ability proxies for estimating the returns to schooling : a factor model-based evaluation
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Nguyen, Linh
;
Totty, Evan
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10014474429
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