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Volatility and Welfare in a Cr...
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1,645
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Phillips, Peter C. B.
38
Bollerslev, Tim
22
Todorov, Viktor
19
Aït-Sahalia, Yacine
18
Ghysels, Eric
18
Gouriéroux, Christian
18
Linton, Oliver
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Yu, Jun
18
McAleer, Michael
17
Koop, Gary
16
Lee, Lung-fei
16
Pesaran, M. Hashem
14
Andersen, Torben
13
Corradi, Valentina
13
Patton, Andrew J.
13
Chib, Siddhartha
12
Diebold, Francis X.
12
Granger, C. W. J.
12
Mykland, Per A.
12
Schmidt, Peter
12
Taylor, Robert
12
Dufour, Jean-Marie
11
Park, Joon Y.
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Gallant, A. Ronald
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Hong, Yongmiao
9
Kohn, Robert
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Xiu, Dacheng
9
Baltagi, Badi H.
8
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(EC)2 Conference <1, 1990; 2, 1991>
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Conference on Realized Volatility <2006, Montréal>
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National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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ECONIS (ZBW)
1,854
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1
Evaluating consumers' choices of Medicare Part D plans : a study in behavioral welfare economics
Keane, Michael
;
Ketcham, Jonathan
;
Kuminoff, Nicolai
; …
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 107-140
Persistent link: https://www.econbiz.de/10012619391
Saved in:
2
The measurement and analysis of welfare
Maasoumi, Esfandiar
(
contributor
)
- In:
Journal of econometrics
50
(
1991
)
1
Persistent link: https://www.econbiz.de/10001111183
Saved in:
3
Inferring welfare maximizing treatment assignment under budget constraints
Bhattacharya, Debopam
;
Dupas, Pascaline
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 168-196
Persistent link: https://www.econbiz.de/10009551426
Saved in:
4
An evaluation of financial institutions : impact on consumption and investment using panel data and the
theory
of risk-bearing
Alem, Mauro
;
Townsend, Robert M.
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 91-103
Persistent link: https://www.econbiz.de/10010506082
Saved in:
5
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
6
Econometric estimation in long-range dependent
volatility
models :
theory
and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
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7
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
8
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
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9
The common and specific components of dynamic
volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
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10
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and
volatility
forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
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