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~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~subject:"Autokorrelation"
~subject:"Inflation"
~subject:"United States"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Autokorrelation
Inflation
United States
Volatilität
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110
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87
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87
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77
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Andersen, Torben
Franses, Philip Hans
Gupta, Rangan
290
Cebula, Richard J.
178
Bahmani-Oskooee, Mohsen
169
Gil-Alaña, Luis A.
127
Wohar, Mark E.
124
Bouri, Elie
106
Neumark, David
106
Tiwari, Aviral Kumar
100
Viscusi, W. Kip
100
Uri, Noel Dean
97
Hammoudeh, Shawkat
93
Ma, Feng
93
Poterba, James M.
93
Caporale, Guglielmo Maria
91
Apergēs, Nikolaos
90
McAleer, Michael
90
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90
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87
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82
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82
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80
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78
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77
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73
Burkhauser, Richard V.
73
Heckman, James J.
72
Cutler, David M.
70
Mixon, Franklin G.
70
Pierdzioch, Christian
70
Card, David E.
69
Feldstein, Martin S.
69
Jorgenson, Dale Weldeau
69
McMillan, David G.
68
Mishra, Ashok K.
68
Sirmans, Clemon F.
68
Slemrod, Joel
68
Goodwin, Barry K.
67
Audretsch, David B.
66
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65
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64
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Journal of econometrics
13
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6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
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6
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ECONIS (ZBW)
88
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88
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1
Forecasting annual inflation using weekly money supply
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of quantitative economics
22
(
2024
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10014518674
Saved in:
2
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
3
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:
4
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:
5
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
6
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
7
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
8
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
9
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012802134
Saved in:
10
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
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