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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Quantitative finance"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Schätzung"
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Volatility
Schätzung
Estimation
729
Theorie
217
Theory
217
USA
121
United States
121
Cointegration
94
Kointegration
94
Panel
93
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93
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78
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Chang, Tsangyao
11
Pesaran, M. Hashem
8
Marcellino, Massimiliano
7
Koop, Gary
5
Mitra, Rajarshi
5
Sornette, Didier
5
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4
Kilian, Lutz
4
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4
Wu, Po-chin
4
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3
Baltagi, Badi H.
3
Doppelhofer, Gernot
3
Egger, Peter
3
Hossain, Md. Sharif
3
Impawe, Augustin
3
Jones, Andrew M.
3
Lillo, Fabrizio
3
Lou, Tienwei
3
Pendakur, Krishna
3
Sola, Martin
3
Strachan, Rodney W.
3
Tobias, Justin L.
3
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3
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3
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3
Wehrli, Alexander
3
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3
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2
Aparna, A.
2
Baloch, Amdadullah
2
Banerjee, Anindya
2
Beenstock, Michael
2
Belzil, Christian
2
Bhandari, Avishek
2
Bianchi, Marco
2
Biswas, Anindya Kumar
2
Blundell, Richard W.
2
Bormetti, Giacomo
2
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Journal of applied econometrics
Quantitative finance
The empirical economics letters : a monthly international journal of economics
Discussion paper series / IZA
2,983
Working paper / National Bureau of Economic Research, Inc.
2,572
NBER working paper series
2,291
NBER Working Paper
2,131
Applied economics
1,747
Discussion paper / Centre for Economic Policy Research
1,417
CESifo working papers
1,387
IZA Discussion Paper
1,274
Applied economics letters
1,155
Working paper
853
Economic modelling
818
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746
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
729
Economics letters
691
ZEW discussion papers
566
Energy economics
480
International review of economics & finance : IREF
475
Journal of econometrics
460
CESifo Working Paper Series
454
Journal of international money and finance
450
Applied financial economics
444
Journal of banking & finance
434
Discussion paper / Tinbergen Institute
425
Discussion papers / Deutsches Institut für Wirtschaftsforschung
425
Discussion papers / CEPR
414
Finance research letters
388
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
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International review of financial analysis
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Kiel working paper
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The North American journal of economics and finance : a journal of financial economics studies
307
Labour economics : official journal of the European Association of Labour Economists
306
The American economic review
300
The review of economics and statistics
290
Finance and economics discussion series
289
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
286
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
286
IMF working papers
282
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ECONIS (ZBW)
729
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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
Approximating grouped fixed effects estimation via fuzzy clustering regression
Lewis, Daniel J.
;
Melcangi, Davide
;
Pilossoph, Laura
; …
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1077-1084
Persistent link: https://www.econbiz.de/10014474404
Saved in:
3
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
Saved in:
4
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
5
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:
6
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
7
Leveraged funds : robust replication and performance evaluation
Guasoni, Paolo
;
Mayerhofer, Eberhard
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1155-1176
Persistent link: https://www.econbiz.de/10014321669
Saved in:
8
Workplace heterogeneity and wage inequality in Denmark
Morin, Annaïg
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 123-133
Persistent link: https://www.econbiz.de/10014287943
Saved in:
9
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:
10
Inflation expectations and nonlinearities in the Phillips curve
Doser, Alexander
;
Nunes, Ricardo
;
Rao, Nikhil
; …
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10014288011
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