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subject:"USA"
subject:"Volatilität"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
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Search: subject_exact:"Estimation theory"
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USA
Volatilität
Estimation theory
70
Schätztheorie
70
Theorie
30
Theory
30
Estimation
19
Schätzung
19
United States
11
Time series analysis
7
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Financial economics
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Kapitalmarkttheorie
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Deutschland
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Germany
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Großbritannien
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Impact assessment
3
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Ghysels, Eric
2
Marcellino, Massimiliano
2
Adrian, Tobias
1
Bams, Dennis
1
Barnichon, Régis
1
Beyer, Robert
1
Brownlees, Christian
1
Cavicchioli, Maddalena
1
Crump, Richard K.
1
Darvas, Zsolt M.
1
Fernández-Villaverde, Jesús
1
Forni, Mario
1
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1
Gürkaynak, Refet S.
1
Jordà, Òscar
1
Knüppel, Malte
1
Kısacıkoğlu, Burçin
1
Lippi, Marco
1
Manresa, Elena
1
Mönch, Emanuel
1
Peñaranda, Francisco
1
Redding, Stephen
1
Rubio-Ramírez, Juan Francisco
1
Schotman, Peter C.
1
Sentana, Enrique
1
Weinstein, David E.
1
Wieland, Volker
1
Wright, Jonathan H.
1
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Discussion paper / Centre for Economic Policy Research
Journal of econometrics
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
The review of economics and statistics
44
Economics letters
42
Working paper / National Bureau of Economic Research, Inc.
39
Discussion paper / Tinbergen Institute
31
Econometric reviews
28
Journal of applied econometrics
26
CREATES research paper
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
International journal of forecasting
24
Journal of empirical finance
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
American journal of agricultural economics
20
Econometric theory
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Applied economics
18
Economic modelling
18
Journal of banking & finance
18
The journal of futures markets
18
Journal of forecasting
17
Journal of financial and quantitative analysis : JFQA
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
16
Quantitative finance
15
The econometrics journal
15
The review of financial studies
15
Finance research letters
14
International journal of theoretical and applied finance
14
Journal of financial econometrics
13
Technical working paper / National Bureau of Economic Research
13
Discussion paper series / IZA
12
Journal of macroeconomics
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
The North American journal of economics and finance : a journal of financial economics studies
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of money, credit and banking : JMCB
10
Journal of risk and financial management : JRFM
10
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ECONIS (ZBW)
13
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1
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
2
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
3
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
-
2017
Persistent link: https://www.econbiz.de/10011654990
Saved in:
4
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
5
A unified approach to estimating demand and welfare
Redding, Stephen
;
Weinstein, David E.
-
2016
Persistent link: https://www.econbiz.de/10011524468
Saved in:
6
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
7
Regression based estimation of dynamic asset pricing models
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
-
2015
Persistent link: https://www.econbiz.de/10010509481
Saved in:
8
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
9
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10010206904
Saved in:
10
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
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