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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Applied financial economics"
~subject:"Japan"
~type:"article"
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Volatility
Japan
Estimation
799
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799
Theorie
237
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237
USA
194
United States
194
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99
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McMillan, David G.
3
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Dijk, Dick van
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Journal of applied econometrics
Applied financial economics
Applied economics
164
Energy economics
144
Economic modelling
128
International review of economics & finance : IREF
120
Finance research letters
119
Applied economics letters
108
International review of financial analysis
107
Journal of international money and finance
105
Journal of econometrics
104
The North American journal of economics and finance : a journal of financial economics studies
102
Journal of banking & finance
89
Journal of empirical finance
83
Journal of international financial markets, institutions & money
76
Research in international business and finance
70
Economics letters
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
The journal of futures markets
61
Journal of risk and financial management : JRFM
56
International journal of finance & economics : IJFE
53
Journal of the Japanese and international economies : an international journal ; JJIE
53
The Japanese economic review : the journal of the Japanese Economic Association
50
International journal of forecasting
49
The European journal of finance
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
International Journal of Energy Economics and Policy : IJEEP
39
Journal of financial economics
39
Pacific-Basin finance journal
36
International journal of economics and finance
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Quantitative finance
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Japan and the world economy : international journal of theory and policy
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Econometric reviews
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Journal of financial econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and financial issues : IJEFI
30
Cogent economics & finance
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ECONIS (ZBW)
124
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Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
2
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
3
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
4
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
5
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
6
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
7
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
8
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
9
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 805-820
Persistent link: https://www.econbiz.de/10011645234
Saved in:
10
On the importance of sectoral and regional shocks for price-setting
Beck, Günter W.
;
Hubrich, Kirstin
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1234-1253
Persistent link: https://www.econbiz.de/10011687460
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