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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~subject:"Monte-Carlo-Simulation"
~subject:"Regression analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
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Estimation
357
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Doppelhofer, Gernot
3
Weeks, Melvyn
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Lee, Lung-fei
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Journal of applied econometrics
Journal of econometrics
181
Applied economics
180
Economic modelling
163
Energy economics
159
Finance research letters
132
International review of economics & finance : IREF
127
Applied economics letters
121
International review of financial analysis
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
The North American journal of economics and finance : a journal of financial economics studies
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Economics letters
93
Journal of banking & finance
90
Journal of empirical finance
90
Journal of international financial markets, institutions & money
77
Research in international business and finance
77
Applied financial economics
76
Journal of international money and finance
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International journal of forecasting
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The journal of futures markets
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International journal of finance & economics : IJFE
49
The European journal of finance
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Econometric reviews
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
International Journal of Energy Economics and Policy : IJEEP
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Journal of forecasting
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International journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The empirical economics letters : a monthly international journal of economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Cogent economics & finance
36
Pacific-Basin finance journal
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Quantitative finance
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International journal of economics and financial issues : IJEFI
35
Journal of economic dynamics & control
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Journal of financial econometrics
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ECONIS (ZBW)
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1
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:
2
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:
3
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
4
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:
5
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
6
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:
7
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
Saved in:
8
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:
9
The employment effects of the minimum wage : a selection ratio approach to measuring treatment effects
Slichter, David
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 334-357
Persistent link: https://www.econbiz.de/10014287990
Saved in:
10
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
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