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isPartOf:"Discussion papers in economics"
type_genre:"Arbeitspapier"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~subject:"ARCH model"
~subject:"United States"
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ARCH model
United States
Estimation
168
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39
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Craig, Ben R.
4
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1
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1
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1
The impact of the age distribution on unemployment : evidence from US states
Fallick, Bruce
;
Foote, Christopher L.
-
2022
Persistent link: https://www.econbiz.de/10013466971
Saved in:
2
Accounting for wealth concentration in the United States
Kaymak, Barış
;
Leung, David
;
Poschke, Markus
-
2022
Persistent link: https://www.econbiz.de/10013466979
Saved in:
3
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
Saved in:
4
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009628606
Saved in:
5
A microeconometric investigation into bank interest rate rigidity
Craig, Ben R.
;
Dinger, Valeriya
-
2010
Persistent link: https://www.econbiz.de/10008729131
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6
Estimating real and nominal term structures using treasury yields, inflation, inflation forecasts, and inflation swap rates /by Joseph Haubrich, George Pennacchi, and Peter Ritchke...
Haubrich, Joseph Gerard
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003778338
Saved in:
7
Positive and normative effects of a minimum wage
Rocheteau, Guillaume
(
contributor
);
Tasci, Murat
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003727505
Saved in:
8
The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
Saved in:
9
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
10
Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003457458
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