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~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Medeiros, Marcelo C."
~subject:"Analysis of variance"
~subject:"Finanzmarkt"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
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Analysis of variance
Finanzmarkt
Measurement
Messung
Prognoseverfahren
Statistical distribution
Theory
Volatility
25
Volatilität
25
Theorie
15
Capital income
8
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8
Forecasting model
7
Stochastic process
7
Stochastischer Prozess
7
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6
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6
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6
VAR-Modell
6
Estimation
5
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5
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4
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4
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3
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3
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3
stochastic volatility
3
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19
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Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Medeiros, Marcelo C.
Clark, Todd E.
10
Diebold, Francis X.
10
Aizenman, Joshua
9
Bollerslev, Tim
7
Bekaert, Geert
6
Marcellino, Massimiliano
6
Aït-Sahalia, Yacine
5
Caballero, Ricardo J.
5
Engel, Charles
5
Rose, Andrew
5
Campbell, John Y.
4
Giglio, Stefano
4
Hall, Robert Ernest
4
Kehoe, Patrick J.
4
Aghion, Philippe
3
Ang, Andrew
3
Bacchetta, Philippe
3
Bansal, Ravi
3
Bates, David S.
3
Calvet, Laurent E.
3
Chaudhuri, Shubham
3
Christiano, Lawrence J.
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Engle, Robert F.
3
Farmer, Roger E. A.
3
Gertler, Mark
3
Lazear, Edward P.
3
McLaren, John D.
3
Mertens, Elmar
3
Rancière, Romain
3
Wei, Shang-jin
3
Acemoglu, Daron
2
Altonji, Joseph G.
2
Anderson, Torben G.
2
Barro, Robert J.
2
Bertola, Giuseppe
2
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Federal Reserve Bank of Cleveland working paper series
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
12
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
Discussion paper series
4
FRB of Cleveland Working Paper
4
Working paper
4
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4
CFS working paper series
3
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3
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3
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3
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3
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3
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2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
IMF working papers
2
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2
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2
Journal of financial economics
2
NBER working paper series
2
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2
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2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Deutsche Bundesbank Discussion Paper
1
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1
Discussion papers / Institute of Economics, University of Copenhagen
1
Econometric theory
1
Economics discussion papers
1
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1
Global COE Hi-Stat discussion paper series
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of financial time series
1
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ECONIS (ZBW)
19
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1
Addressing COVID-19 Outliers in BVARs with stochastic
volatility
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2021
Persistent link: https://www.econbiz.de/10012489794
Saved in:
2
No-arbitrage priors, drifting volatilities, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388385
Saved in:
3
Endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2018
Persistent link: https://www.econbiz.de/10011878268
Saved in:
4
Measuring uncertainty and its impact on the economy
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011549654
Saved in:
5
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2014
Persistent link: https://www.econbiz.de/10010403081
Saved in:
6
Large vector autoregressions with stochastic
volatility
and flexible priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011549652
Saved in:
7
No-arbitrage semi-martingale restrictions for continuous-time
volatility
models subject to leverage effects, jumps and i.i.d. noise : theory and testable distributional implication...
Andersen, Torben
;
Bollerslev, Tim
;
Dobrev, Dobrislav
-
2007
intraday data and nonparametric
volatility
measures, along with a new jump detection technique and appropriate conditional … alleviate microstructure frictions for realized
volatility
estimation. Size and power of the procedure are explored through …
Persistent link: https://www.econbiz.de/10003442519
Saved in:
8
Aid
volatility
and poverty traps
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
2007
Persistent link: https://www.econbiz.de/10003547904
Saved in:
9
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
10
Roughing it up : including jump components in the measurement, modeling and forecasting of return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
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