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subject:"Bildungsertrag"
subject:"Lohnstruktur"
~isPartOf:"Economic modelling"
~subject:"ARCH model"
~subject:"Estimation theory"
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Bildungsertrag
Lohnstruktur
ARCH model
Estimation theory
Estimation
819
Schätzung
818
Theorie
191
Theory
191
Volatility
116
Volatilität
116
Welt
114
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114
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112
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100
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VAR-Modell
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63
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120
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Castagnetti, Carolina
2
Huang, Zhuo
2
Kumar, Dilip
2
Truchis, Gilles de
2
Wang, Tianyi
2
Abbasspour, Madjid
1
Abdallah, Oussama
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1
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1
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1
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1
Cai, Xiao Jing
1
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1
Castillo B., Paul
1
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Economic modelling
Discussion paper series / IZA
730
Journal of econometrics
248
IZA Discussion Paper
236
NBER working paper series
176
Applied economics
174
NBER Working Paper
173
Working paper / National Bureau of Economic Research, Inc.
169
Economics letters
155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Applied economics letters
126
CESifo working papers
120
Labour economics : official journal of the European Association of Labour Economists
108
Economics of education review
106
Working paper
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Discussion paper
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Discussion paper / Centre for Economic Policy Research
99
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Discussion paper / Tinbergen Institute
91
Energy economics
84
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
77
Finance research letters
68
Discussion papers / CEPR
66
ZEW discussion papers
65
Journal of applied econometrics
64
Econometric reviews
63
GLO discussion paper
63
Journal of empirical finance
62
CEMMAP working papers / Centre for Microdata Methods and Practice
59
International review of economics & finance : IREF
58
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
The North American journal of economics and finance : a journal of financial economics studies
51
International review of financial analysis
50
Journal of banking & finance
48
Journal of risk and financial management : JRFM
47
Quantitative economics : QE ; journal of the Econometric Society
47
Discussion papers / Deutsches Institut für Wirtschaftsforschung
45
International journal of manpower
43
Working paper / Department of Econometrics and Business Statistics, Monash University
42
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ECONIS (ZBW)
120
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
4
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
5
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
6
Understanding the public-private sector wage gap in Germany : new evidence from a fixed effects quantile approach
Bonaccolto-Töpfer, Marina
;
Castagnetti, Carolina
; …
- In:
Economic modelling
116
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014512606
Saved in:
7
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
8
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
9
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
10
Evidence on time-varying inflation synchronization
Szafranek, Karol
- In:
Economic modelling
94
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012694692
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