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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~person:"Baum, Christopher F."
~person:"Giannone, Domenico"
~person:"Maheu, John M."
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Volatility
Estimation
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Baum, Christopher F.
Giannone, Domenico
Maheu, John M.
Andersen, Torben
1
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1
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1
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Journal of applied econometrics
Boston College working papers in economics
4
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1
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Energy economics
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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
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2
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
3
Nonlinear effects of exchange rate volatility on the volume of bilateral exports
Baum, Christopher F.
;
Caglayan, Mustafa
;
Ozkan, Neslihan
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001924617
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