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Schätzung
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Caporale, Guglielmo Maria
141
Gupta, Rangan
107
Gil-Alaña, Luis A.
99
Pesaran, M. Hashem
97
McAleer, Michael
91
Hautsch, Nikolaus
90
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84
Belke, Ansgar
64
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61
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57
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55
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55
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54
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52
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51
Heckman, James J.
51
Marcellino, Massimiliano
51
Bahmani-Oskooee, Mohsen
48
Buch, Claudia M.
46
Timmermann, Allan
46
Todorov, Viktor
43
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43
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41
Belzil, Christian
40
Blundell, Richard W.
40
Acemoglu, Daron
37
Cheung, Yin-Wong
36
Kaiser, Ulrich
36
Kapetanios, George
35
Reitz, Stefan
35
Berg, Gerard J. van den
34
Ghysels, Eric
34
Kilian, Lutz
34
MacDonald, Ronald
34
Serletis, Apostolos
34
Aghion, Philippe
33
Egger, Peter
33
Engel, Charles
33
Bali, Turan G.
32
Caporin, Massimiliano
32
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
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Internationaler Währungsfonds / Research Department
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5
Chambre de commerce et d'industrie de Paris
5
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5
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CESifo working papers
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Economics letters
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258
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Finance research letters
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Journal of international money and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Energy economics
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Journal of banking & finance
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International review of financial analysis
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
184
Journal of empirical finance
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Applied financial economics
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Discussion paper
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Journal of applied econometrics
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IZA Discussion Paper
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Journal of financial economics
153
The North American journal of economics and finance : a journal of financial economics studies
153
Journal of economic dynamics & control
149
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133
IZA Discussion Papers
132
Journal of macroeconomics
130
Journal of international financial markets, institutions & money
121
International journal of finance & economics : IJFE
118
The review of economics and statistics
117
The European journal of finance
114
International journal of forecasting
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Journal of monetary economics
110
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ECONIS (ZBW)
36,864
EconStor
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RePEc
5
OLC EcoSci
4
USB Cologne (EcoSocSci)
4
Showing
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1
Comovement, liquidity and asymmetries
Xiong, James X.
- In:
Journal of investment management : JOIM
19
(
2021
)
1
,
pp. 90-108
Persistent link: https://www.econbiz.de/10012814373
Saved in:
2
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
3
Volume and the nonlinear dynamics of stock returns
Hsu, Chiente
-
1998
Persistent link: https://www.econbiz.de/10013278146
Saved in:
4
Bayesian analysis of dynamic bivariate mixture models : can they explain the behavior of returns and trading volume?
Watanabe, Toshiaki
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10001469682
Saved in:
5
Institutional investment, equity volume and
volatility
spillover : causalities and asymmetries
Chakraborty, Sandip
;
Kakani, Ram Kumar
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011690360
Saved in:
6
Housing price-volume correlations and boom-bust cycles
Lee, Chien-chiang
;
Wang, Chin-yu
;
Zeng, Jhih-hong
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1423-1450
Persistent link: https://www.econbiz.de/10011944985
Saved in:
7
Tail relation between return and volume in the US stock market : an analysis based on extreme value
theory
Longin, François M.
;
Pagliardi, Giovanni
- In:
Economics letters
145
(
2016
),
pp. 252-254
Persistent link: https://www.econbiz.de/10011618837
Saved in:
8
Bayesian nonparametric covariance estimation with noisy and nonsynchronous asset prices
Liu, Jia
- In:
Journal of risk
24
(
2021
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012816791
Saved in:
9
Investigating the drivers of international comovement in real financial asset returns
McKinnon, Kate
-
2019
Persistent link: https://www.econbiz.de/10012224630
Saved in:
10
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
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