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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Business cycle"
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Volatility
Business cycle
Estimation
1,283
Schätzung
1,283
Theorie
362
Theory
362
USA
232
United States
232
Time series analysis
173
Zeitreihenanalyse
173
Cointegration
130
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130
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124
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124
Estimation theory
119
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166
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Liesenfeld, Roman
3
Murasawa, Yasutomo
3
Strachan, Rodney W.
3
Belaire-Franch, Jorge
2
Bäurle, Gregor
2
Chevallier, Julien
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2
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Gefang, Deborah
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Gribisch, Bastian
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2
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2
Kim, Jaeho
2
Klaassen, Franc
2
Ma, Feng
2
Račev, Svetlozar T.
2
Abo-Zaid, Salem
1
Abubaker, Riyad
1
Adeniyi, Oluwatosin A.
1
Afonso, António
1
Ajide, Kazeem Bello
1
Alvarez González, Francisco
1
An, Zidong
1
Andersen, Torben
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1
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Journal of applied econometrics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper / National Bureau of Economic Research, Inc.
186
Applied economics
185
NBER working paper series
181
Economic modelling
176
NBER Working Paper
170
Energy economics
154
Applied economics letters
129
Discussion paper / Centre for Economic Policy Research
128
Finance research letters
123
International review of economics & finance : IREF
123
CESifo working papers
121
International review of financial analysis
108
Journal of econometrics
108
Discussion paper series / IZA
107
The North American journal of economics and finance : a journal of financial economics studies
106
Economics letters
102
Working paper
98
Journal of banking & finance
96
Journal of empirical finance
85
Discussion paper / Tinbergen Institute
81
Journal of international money and finance
80
Applied financial economics
78
Journal of international financial markets, institutions & money
73
Research in international business and finance
73
Journal of economic dynamics & control
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Discussion papers / CEPR
60
The journal of futures markets
60
International journal of forecasting
56
Journal of risk and financial management : JRFM
56
Journal of macroeconomics
54
CAMA working paper series
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Journal of monetary economics
49
Kiel working paper
49
International journal of finance & economics : IJFE
48
The European journal of finance
48
Discussion paper
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ECONIS (ZBW)
166
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1
Did marginal propensities to consume change with the housing boom and bust?
Cho, Yunho
;
Morley, James C.
;
Singh, Aarti
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 174-199
Persistent link: https://www.econbiz.de/10014474450
Saved in:
2
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:
3
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
4
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:
5
Inattention and the impact of monetary policy
An, Zidong
;
Abo-Zaid, Salem
;
Sheng, Xuguang
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 623-643
Persistent link: https://www.econbiz.de/10014288031
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6
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
7
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:
8
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:
9
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:
10
Openness-inflation Nexus in alternative monetary regimes
Lin, Pei-chien
;
Huang, Ho-chuan
;
Liu, Xiaojian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10013334615
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