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1
Roughing it up : including jump components in the measurement, modeling, and forecasting of return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
2
Trade exposure, export intensity, and wage
volatility
:
theory
and evidence
Traca, Daniel A.
- In:
The review of economics and statistics
87
(
2005
)
2
,
pp. 336-347
Persistent link: https://www.econbiz.de/10002937306
Saved in:
3
Using daily range data to calibrate
volatility
diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
4
What is fractional integration?
Parke, William R.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 632-638
Persistent link: https://www.econbiz.de/10001437380
Saved in:
5
Inflation and the distribution of price changes
Bryan, Michael F.
;
Cecchetti, Stephen G.
- In:
The review of economics and statistics
81
(
1999
)
2
,
pp. 188-196
Persistent link: https://www.econbiz.de/10001379736
Saved in:
6
A unifying approach to the empirical
evaluation
of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
- In:
The review of economics and statistics
97
(
2015
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011333153
Saved in:
7
Money, prices, interest rates and the business cycle
King, Robert G.
- In:
The review of economics and statistics
78
(
1996
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10001334372
Saved in:
8
Surprising comparative properties of monetary models : results from a new model database
Taylor, John B.
;
Wieland, Volker
- In:
The review of economics and statistics
94
(
2012
)
3
,
pp. 800-816
Persistent link: https://www.econbiz.de/10009660583
Saved in:
9
What are cities worth? : land rents, local productivity, and the total value of amenities
Albouy, David
- In:
The review of economics and statistics
98
(
2016
)
3
,
pp. 477-487
Persistent link: https://www.econbiz.de/10011555686
Saved in:
10
Citation frequency and the value of patented inventions
Harhoff, Dietmar
(
contributor
)
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 511-515
Persistent link: https://www.econbiz.de/10001406192
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