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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Research in international business and finance"
~subject:"Estimation theory"
~subject:"Wirkungsanalyse"
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Volatility
Estimation theory
Wirkungsanalyse
Estimation
583
Schätzung
583
Theorie
162
Theory
162
USA
107
United States
107
Volatilität
92
Welt
83
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83
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77
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77
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76
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Gupta, Rangan
4
Pesaran, M. Hashem
4
Aboura, Sofiane
3
Caporale, Guglielmo Maria
3
Chevallier, Julien
3
Doppelhofer, Gernot
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Strachan, Rodney W.
3
Weeks, Melvyn
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1
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Journal of applied econometrics
Research in international business and finance
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
188
Economics letters
185
Energy economics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Applied economics letters
166
IZA Discussion Paper
154
Finance research letters
146
Working paper
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
Journal of international financial markets, institutions & money
77
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
72
Discussion papers / CEPR
69
International journal of forecasting
66
The journal of futures markets
63
CESifo Working Paper Series
56
International journal of finance & economics : IJFE
56
The European journal of finance
54
CEMMAP working papers / Centre for Microdata Methods and Practice
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ECONIS (ZBW)
154
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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
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
6
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
7
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
8
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:
9
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:
10
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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