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subject:"Estimation"
type_genre:"Graue Literatur"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Estimation
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Theory
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12,777
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Gil-Alaña, Luis A.
78
Caporale, Guglielmo Maria
73
Härdle, Wolfgang
62
Koopman, Siem Jan
58
Bollerslev, Tim
55
Pesaran, M. Hashem
51
McAleer, Michael
50
Marcellino, Massimiliano
49
Diebold, Francis X.
46
Gupta, Rangan
44
Hautsch, Nikolaus
44
Herwartz, Helmut
40
Andersen, Torben
38
Lucas, André
38
Lux, Thomas
38
Berg, Gerard J. van den
33
Pierdzioch, Christian
33
Rubio-Ramírez, Juan Francisco
32
Timmermann, Allan
32
Kilian, Lutz
31
Serletis, Apostolos
31
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30
Ghysels, Eric
30
Linton, Oliver
30
Lütkepohl, Helmut
30
Kumbhakar, Subal
29
Bekaert, Geert
28
Engel, Charles
28
Engle, Robert F.
28
Heckman, James J.
28
Clark, Todd E.
26
Mittnik, Stefan
26
Mumtaz, Haroon
26
Belzil, Christian
25
Caporin, Massimiliano
25
Chan, Joshua
25
Chiarella, Carl
25
Fernández-Villaverde, Jesús
25
Jenkins, Stephen
24
Nielsen, Morten Ørregaard
24
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Ekonomiska forskningsinstitutet <Stockholm>
42
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36
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32
Birkbeck College / Department of Economics
20
Internationaler Währungsfonds / Research Department
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Centre for Analytical Finance <Århus>
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Institut für Weltwirtschaft
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European University Institute / Department of Economics
9
Institut für Höhere Studien
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National Bureau of Economic Research
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Centre for Economic Performance
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Rodney L. White Center for Financial Research
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Umeå universitet
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Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel
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Friedrich-Schiller-Universität Jena
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The Wharton Financial Institutions Center
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Trinity College Dublin / Department of Economics
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University of Oxford / Institute of Economics and Statistics
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Universität Mannheim
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Center for Economic Research <Tilburg>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Goethe-Universität Frankfurt am Main
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Leibniz-Institut für Wirtschaftsforschung Halle
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University of Reading / Department of Economics
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Australian National University / Faculty of Economics and Commerce
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Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
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Federal Reserve Bank of San Francisco
5
Svenska Handelshögskolan <Helsinki>
5
University of Dundee / Department of Economic Studies
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
Federal Reserve System / Board of Governors
4
Hamburgisches Welt-Wirtschafts-Archiv
4
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Working paper / National Bureau of Economic Research, Inc.
589
Discussion paper / Centre for Economic Policy Research
383
Applied economics
353
Discussion paper series / IZA
278
Economics letters
275
Journal of econometrics
255
CESifo working papers
245
Economic modelling
239
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
204
Journal of banking & finance
197
Applied economics letters
195
Working paper
193
Journal of international money and finance
191
Journal of economic dynamics & control
176
Discussion paper / Tinbergen Institute
173
Journal of applied econometrics
165
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
Journal of empirical finance
150
International review of economics & finance : IREF
149
Journal of financial economics
143
International journal of forecasting
132
Journal of macroeconomics
132
Discussion paper
129
Journal of monetary economics
128
Finance research letters
122
Discussion papers / CEPR
116
Journal of forecasting
116
Macroeconomic dynamics
116
The journal of finance : the journal of the American Finance Association
114
The review of economics and statistics
114
Energy economics
112
Applied financial economics
109
The European journal of finance
108
European economic review : EER
107
Econometric reviews
105
International review of financial analysis
104
Journal of international economics
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
The American economic review
95
The review of financial studies
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ECONIS (ZBW)
24,390
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The market cost of business cycle fluctuations
Ghosh, Anisha
;
Julliard, Christian
;
Stutzer, Michael J.
-
2024
Persistent link: https://www.econbiz.de/10014451870
Saved in:
3
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
4
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
5
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
6
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
7
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
8
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
9
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
Saved in:
10
A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie
;
Crook, Jonathan N.
;
Calabrese, Raffaella
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940
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