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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Cointegration"
~subject:"Estimation theory"
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Volatility
Cointegration
Estimation theory
Estimation
833
Schätzung
832
Theorie
260
Theory
260
USA
138
United States
138
Volatilität
134
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126
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Pesaran, M. Hashem
4
Xuan Vinh Vo
4
Arize, Augustine Chuck
3
Brooks, Robert
3
Chen, Shyh-Wei
3
Doppelhofer, Gernot
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Malindretos, John
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Xie, Zixiong
3
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3
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2
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2
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2
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2
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2
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2
Do, Hung Xuan
2
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2
Feng, Jiabao
2
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2
Han, Liyan
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Huang, Alex
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Huang, Dengshi
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Kang, Sang Hoon
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2
Martin, Gael M.
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2
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2
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Journal of applied econometrics
International review of economics & finance : IREF
Applied economics
283
Journal of econometrics
278
Economic modelling
251
Applied economics letters
217
Energy economics
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Economics letters
179
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
164
CESifo working papers
141
Finance research letters
141
The North American journal of economics and finance : a journal of financial economics studies
130
NBER working paper series
122
Working paper
121
NBER Working Paper
120
Journal of banking & finance
118
International journal of economics and financial issues : IJEFI
116
International review of financial analysis
115
International Journal of Energy Economics and Policy : IJEEP
114
Working paper / National Bureau of Economic Research, Inc.
113
Journal of empirical finance
104
The empirical economics letters : a monthly international journal of economics
102
Applied financial economics
101
Research in international business and finance
99
International journal of economics and finance
97
Journal of international money and finance
97
Discussion paper / Tinbergen Institute
89
Discussion paper series / IZA
89
Journal of international financial markets, institutions & money
89
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
Econometric reviews
84
Journal of risk and financial management : JRFM
80
Cogent economics & finance
74
Discussion paper / Centre for Economic Policy Research
73
International journal of finance & economics : IJFE
70
The journal of futures markets
69
International journal of forecasting
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Discussion paper
61
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ECONIS (ZBW)
231
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
5
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
6
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
7
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
8
The efficacy of ability proxies for estimating the returns to schooling : a factor model-based evaluation
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Nguyen, Linh
;
Totty, Evan
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10014474429
Saved in:
9
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
10
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
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