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person:"Malley, James R."
subject:"USA"
~person:"Attanasio, Orazio P."
~person:"Bollerslev, Tim"
~type_genre:"Aufsatz in Zeitschrift"
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Malley, James R.
Attanasio, Orazio P.
Bollerslev, Tim
Gupta, Rangan
52
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
30
Caporale, Guglielmo Maria
25
Wohar, Mark E.
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11
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11
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10
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Bali, Turan G.
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Basu, Susanto
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Belke, Ansgar
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Cheung, Yin-Wong
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Salisu, Afees A.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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2
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ECONIS (ZBW)
26
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1
Consumption inequality over the last half century : some evidence using the new PSID consumption measure
Attanasio, Orazio P.
;
Pistaferri, Luigi
- In:
The American economic review
104
(
2014
)
5
,
pp. 122-126
Persistent link: https://www.econbiz.de/10010390414
Saved in:
2
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
4
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
5
Real earnings and business cycles : new evidence
Hart, Robert A.
;
Malley, James R.
;
Woitek, Ulrich
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10003868505
Saved in:
6
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
7
A sectoral analysis of price-setting behavior in U.S. manufacturing industries
Leith, Campbell B.
;
Malley, James R.
- In:
The review of economics and statistics
89
(
2007
)
2
,
pp. 335-342
Persistent link: https://www.econbiz.de/10003463110
Saved in:
8
Electoral uncertainty, fiscal policy and macroeconomic fluctuations
Malley, James R.
;
Philippopulos, Apostolēs
;
Woitek, Ulrich
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 1051-1080
Persistent link: https://www.econbiz.de/10003421668
Saved in:
9
Further evidence from aggregate data on the life-cycle-permanent-income model
Malley, James R.
;
Molana, Hassan
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
4
,
pp. 1025-1041
Persistent link: https://www.econbiz.de/10003388151
Saved in:
10
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
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