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~isPartOf:"Journal of applied econometrics"
~language:"eng"
~language:"nor"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Schätzung
Volatility
Theorie
562
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562
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362
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287
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220
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220
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Marcellino, Massimiliano
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Journal of applied econometrics
Applied economics
2,001
Applied economics letters
1,355
Economic modelling
1,056
Energy economics
949
Economics letters
867
Finance research letters
848
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
International review of economics & finance : IREF
748
Journal of banking & finance
726
Journal of econometrics
677
International review of financial analysis
651
Applied financial economics
632
Journal of international money and finance
619
The North American journal of economics and finance : a journal of financial economics studies
535
The journal of futures markets
489
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
Journal of empirical finance
438
Journal of international financial markets, institutions & money
421
Research in international business and finance
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Journal of financial economics
395
Journal of economic dynamics & control
353
The empirical economics letters : a monthly international journal of economics
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International journal of finance & economics : IJFE
348
The American economic review
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The review of economics and statistics
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Journal of risk and financial management : JRFM
328
International journal of economics and financial issues : IJEFI
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International Journal of Energy Economics and Policy : IJEEP
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Journal of macroeconomics
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The European journal of finance
304
The journal of finance : the journal of the American Finance Association
299
International journal of forecasting
284
Pacific-Basin finance journal
282
International journal of theoretical and applied finance
279
Cogent economics & finance
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ECONIS (ZBW)
415
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1
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415
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1
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
Saved in:
2
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
Saved in:
3
Did marginal propensities to consume change with the housing boom and bust?
Cho, Yunho
;
Morley, James C.
;
Singh, Aarti
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 174-199
Persistent link: https://www.econbiz.de/10014474450
Saved in:
4
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
Saved in:
5
Empirical evidence on the Euler equation for investment in the US
Ascari, Guido
;
Haque, Qazi
;
Magnusson, Leandro M.
; …
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 543-563
Persistent link: https://www.econbiz.de/10014562832
Saved in:
6
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
Bates, Michael
;
Kim, Seolah
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 679-696
Persistent link: https://www.econbiz.de/10014562849
Saved in:
7
A flexible stochastic production frontier model with panel data
Wang, Taining
;
Yao, Feng
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 564-588
Persistent link: https://www.econbiz.de/10014562834
Saved in:
8
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:
9
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:
10
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
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