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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Schätztheorie"
~subject:"Wirkungsanalyse"
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Volatility
Schätztheorie
Wirkungsanalyse
Estimation
603
Schätzung
603
Theorie
180
Theory
180
USA
119
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119
Volatilität
92
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Narayan, Paresh Kumar
4
Pesaran, M. Hashem
4
Doppelhofer, Gernot
3
Strachan, Rodney W.
3
Weeks, Melvyn
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Bley, Jorg
2
Blundell, Richard W.
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Journal of applied econometrics
Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
398
Discussion paper series / IZA
362
NBER working paper series
362
NBER Working Paper
337
Journal of econometrics
279
Discussion paper / Centre for Economic Policy Research
253
Applied economics
219
Economic modelling
191
CESifo working papers
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Economics letters
185
Energy economics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Applied economics letters
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IZA Discussion Paper
154
Finance research letters
146
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142
International review of economics & finance : IREF
131
Journal of banking & finance
118
The North American journal of economics and finance : a journal of financial economics studies
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
International review of financial analysis
110
Discussion paper
107
Journal of empirical finance
97
Journal of international money and finance
97
Discussion paper / Tinbergen Institute
91
Applied financial economics
87
Research in international business and finance
79
Econometric reviews
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
Journal of risk and financial management : JRFM
72
ZEW discussion papers
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Discussion papers / CEPR
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International journal of forecasting
66
The journal of futures markets
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CESifo Working Paper Series
56
International journal of finance & economics : IJFE
56
The European journal of finance
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ECONIS (ZBW)
152
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1
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:
2
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
3
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:
4
The impact of product and labour market reform on growth : evidence for OECD countries based on local projections
Haan, Jakob de
;
Wiese, Rasmus
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 746-770
Persistent link: https://www.econbiz.de/10013332684
Saved in:
5
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
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6
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:
7
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
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8
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
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9
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:
10
Regression discontinuity design with multivalued treatments
Caetano, Carolina
;
Caetano, Gregorio
;
Escanciano, Juan …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 840-856
Persistent link: https://www.econbiz.de/10014432196
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