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31
Measurement errors and monetary policy : then and now
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011817602
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32
Measuring high-frequency income risk from low-frequency data
Klein, Paul
;
Telyukova, Irina A.
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 535-542
Persistent link: https://www.econbiz.de/10009710498
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33
Sources of the great moderation : a time-series analysis of GDP subsectors
Enders, Walter
;
Ma, Jun
- In:
Journal of economic dynamics & control
35
(
2011
)
1
,
pp. 67-79
Persistent link: https://www.econbiz.de/10009127687
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34
Forecasting
volatility
and volume in the Tokyo stock market : long memory, fractality and regime switching
Lux, Thomas
;
Kaizoji, Taisei
- In:
Journal of economic dynamics & control
31
(
2007
)
6
,
pp. 1808-1843
Persistent link: https://www.econbiz.de/10003487855
Saved in:
35
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
36
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
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37
Foreign exchange trading models and market behavior
Gençay, Ramazan
;
Dacorogna, Michel
;
Olsen, Richard
; …
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 909-935
Persistent link: https://www.econbiz.de/10001734446
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38
Gram-Charlier densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
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39
American option pricing under GARCH by a Markov chain approximation
Duan, Jin-Chuan
;
Simonato, Jean-Guy
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1689-1718
Persistent link: https://www.econbiz.de/10001599252
Saved in:
40
Option valuation with co.integrated asset prices
Duan, Jin-Chuan
;
Pliska, Stanley R.
- In:
Journal of economic dynamics & control
28
(
2004
)
4
,
pp. 727-754
Persistent link: https://www.econbiz.de/10001854468
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