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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~source:"econis"
~subject:"Bildungsertrag"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Bildungsertrag
Estimation
357
Schätzung
357
Theorie
142
Theory
142
USA
95
United States
95
Welt
39
World
39
Estimation theory
38
Schätztheorie
38
Time series analysis
35
Zeitreihenanalyse
35
Forecasting model
30
Prognoseverfahren
30
Panel
27
Panel study
27
Volatilität
24
Bayes-Statistik
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Nichtparametrisches Verfahren
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Cointegration
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Kointegration
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17
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17
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Aufsatz in Zeitschrift
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38
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Tobias, Justin L.
2
Andersen, Torben
1
Augurzky, Boris
1
Baum, Christopher F.
1
Beck, Günter W.
1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
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1
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Delle Chiaie, Simona
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Dijk, Dick van
1
Eisenstat, Eric
1
Ferrara, Laurent
1
Fong, Wai-mun
1
Forbes, Catherine Scipione
1
Fornari, Fabio
1
Frederiksen, Per
1
Garratt, Anthony
1
Giannone, Domenico
1
Hafner, Christian M.
1
Hansen, Peter Reinhard
1
Hospido, Laura
1
Huang, Zhuo
1
Hubrich, Kirstin
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1
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1
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1
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Journal of applied econometrics
Applied economics
159
Energy economics
142
Economic modelling
122
Finance research letters
119
International review of economics & finance : IREF
111
Journal of econometrics
111
Applied economics letters
102
International review of financial analysis
102
Economics of education review
101
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
84
Journal of empirical finance
80
Applied financial economics
75
Economics letters
74
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
The journal of futures markets
60
Journal of risk and financial management : JRFM
55
International journal of forecasting
46
The European journal of finance
46
International journal of finance & economics : IJFE
44
Labour economics : official journal of the European Association of Labour Economists
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Education economics
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
International journal of economics and financial issues : IJEFI
33
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
Journal of economic dynamics & control
30
Cogent economics & finance
29
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
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ECONIS (ZBW)
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1
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:
2
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:
3
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
4
Are there no wage returns to compulsory schooling in Germany? : a reassessment
Cygan-Rehm, Kamila
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 218-223
Persistent link: https://www.econbiz.de/10013165222
Saved in:
5
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
6
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
7
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
Saved in:
8
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
9
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
10
Maintaining (locus of) control? : data combination for the identification and inference of factor structure models
Piatek, Rémi
;
Pinger, Pia
- In:
Journal of applied econometrics
31
(
2016
)
4
,
pp. 734-755
Persistent link: https://www.econbiz.de/10011645215
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