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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"Macroeconomic dynamics"
~subject:"Theory"
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Volatility
Yield curve
Theory
Estimation
367
Schätzung
367
Theorie
178
Forecasting model
170
Prognoseverfahren
170
Time series analysis
103
Zeitreihenanalyse
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69
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Serletis, Apostolos
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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Discussion paper
International journal of forecasting
Macroeconomic dynamics
Applied economics
438
Economic modelling
294
Economics letters
261
Applied economics letters
246
Journal of econometrics
237
International review of economics & finance : IREF
232
Journal of international money and finance
221
Energy economics
204
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Finance research letters
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Journal of banking & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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131
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117
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Journal of international financial markets, institutions & money
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
106
Journal of monetary economics
105
The European journal of finance
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The journal of finance : the journal of the American Finance Association
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Journal of international economics
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European economic review : EER
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The journal of futures markets
93
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Research in international business and finance
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Econometric reviews
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Journal of risk and financial management : JRFM
84
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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201
Testing the permanent-income/life-cycle hypothesis with aggregate data
Seater, John J.
- In:
Macroeconomic dynamics
2
(
1998
)
3
,
pp. 401-425
Persistent link: https://www.econbiz.de/10001617663
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202
Behavior of interest rates in a general equilibrium multisector model with irreversible investment
Coleman, Wilbur John
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 206-227
Persistent link: https://www.econbiz.de/10001337434
Saved in:
203
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
204
Maximizing predictability in the stock and bond markets
Lo, Andrew W.
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 102-134
Persistent link: https://www.econbiz.de/10001337437
Saved in:
205
An estimation model for replicating the rankings of the world competitiveness report
Oral, Muhittin
- In:
International journal of forecasting
13
(
1997
)
4
,
pp. 527-537
Persistent link: https://www.econbiz.de/10001240446
Saved in:
206
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R.
- In:
International journal of forecasting
13
(
1997
)
4
,
pp. 439-461
Persistent link: https://www.econbiz.de/10001240454
Saved in:
207
Growth-optimal portfolio restrictions on asset pricing models
Bansal, Ravi
;
Lehmann, Bruce Neal
- In:
Macroeconomic dynamics
1
(
1997
)
2
,
pp. 333-354
Persistent link: https://www.econbiz.de/10001630058
Saved in:
208
Modelling optimal strategies for the allocation of wealth in multicurrency investments
Christou, Costas
- In:
International journal of forecasting
12
(
1996
)
4
,
pp. 483-493
Persistent link: https://www.econbiz.de/10001214770
Saved in:
209
Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A.
- In:
International journal of forecasting
12
(
1996
)
4
,
pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
Saved in:
210
Forecasting tourism demand : a review of empirical research
Witt, Stephen F.
- In:
International journal of forecasting
11
(
1995
)
3
,
pp. 447-475
Persistent link: https://www.econbiz.de/10001203012
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