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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Business cycle"
~subject:"United Kingdom"
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Search: subject_exact:"Estimation"
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Volatility
Business cycle
United Kingdom
Estimation
657
Schätzung
652
Estimation theory
222
Schätztheorie
222
Theorie
209
Theory
209
Volatilität
141
Time series analysis
127
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Gupta, Rangan
4
Bohl, Martin T.
3
Bouri, Elie
3
Francq, Christian
3
Ghysels, Eric
3
McAleer, Michael
3
Patton, Andrew J.
3
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3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Aruoba, S. Borağan
2
Asai, Manabu
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
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2
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2
Creal, Drew
2
Demirer, Rıza
2
Diebold, Francis X.
2
Ergemen, Yunus Emre
2
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2
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2
Paolella, Marc S.
2
Park, Joon Y.
2
Pesaran, M. Hashem
2
Polak, Pawel
2
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Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Discussion paper series / IZA
324
Applied economics
297
Working paper / National Bureau of Economic Research, Inc.
256
NBER working paper series
246
NBER Working Paper
229
Discussion paper / Centre for Economic Policy Research
226
Economic modelling
200
CESifo working papers
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Energy economics
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Applied economics letters
159
International review of economics & finance : IREF
135
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IZA Discussion Paper
121
International review of financial analysis
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Journal of international money and finance
114
The North American journal of economics and finance : a journal of financial economics studies
111
Journal of banking & finance
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Discussion paper
102
Journal of empirical finance
91
Discussion paper / Tinbergen Institute
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Journal of economic dynamics & control
78
Journal of international financial markets, institutions & money
78
Research in international business and finance
77
The journal of futures markets
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Discussion papers / CEPR
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International journal of finance & economics : IJFE
69
The European journal of finance
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
CESifo Working Paper Series
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
175
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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
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:
5
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:
6
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:
7
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:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu
;
Zhu, Chunhui
;
Shang, Yuhuang
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
Saved in:
10
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
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