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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Arteche, Josu"
~person:"Caldeira, João F."
~subject:"Prognoseverfahren"
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Schock
Volatilität
Prognoseverfahren
Estimation
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Schätzung
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1940-2001
1
Bond risk premia
1
Brasilien
1
Brazil
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Capital income
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Erwartungsbildung
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Excess return predictability
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Expectation formation
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Expectation hypothesis
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Factor models
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Forecasting model
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Inflation rate
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Inflationsrate
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Kapitaleinkommen
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Out-of-sample forecasts
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Risk premium
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Arteche, Josu
Caldeira, João F.
Edwards, Jeffrey A.
2
Herwartz, Helmut
2
Kanas, Angelos
2
Klaassen, Franc
2
Liesenfeld, Roman
2
Naser, Hanan
2
Poon, Aubrey
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Abubaker, Riyad
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Adeniyi, Oluwatosin A.
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Afonso, António
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Ajide, Kazeem Bello
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Alaali, Fatema
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Cai, Zongwu
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Chavas, Jean-Paul
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Chiarini, Bruno
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Chin, Wen Cheong
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Ciarreta, Aitor
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Clements, Adam
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Computational economics
1
International review of economics & finance : IREF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
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Investigating the expectation hypothesis and the risk premium dynamics : new evidence for Brazil
Caldeira, João F.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 395-412
Persistent link: https://www.econbiz.de/10012253226
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Standard and seasonal long memory in volatility : an application to Spanish inflation
Arteche, Josu
- In:
Empirical economics : a journal of the Institute for …
42
(
2012
)
3
,
pp. 693-712
Persistent link: https://www.econbiz.de/10009547170
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