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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
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Volatilität
Zeitreihenanalyse
Estimation
1,417
Schätzung
1,417
USA
392
United States
391
Theorie
357
Theory
357
Welt
203
World
203
Impact assessment
187
Wirkungsanalyse
187
Großbritannien
105
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105
Deutschland
103
Germany
101
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89
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88
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62
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1
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English
65
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Lettau, Martin
4
Bianchi, Francesco
3
Ghysels, Eric
3
Ludvigson, Sydney C.
3
Marcellino, Massimiliano
3
Artis, Michael J.
2
Bayoumi, Tamim A.
2
Besley, Timothy
2
Eichengreen, Barry
2
Forni, Mario
2
Gerlach, Stefan
2
Jong, Frank de
2
Mueller, Hannes
2
Méjean, Isabelle
2
Restoy, Fernando
2
Rodríguez, Rosa
2
Timmermann, Allan
2
Urga, Giovanni
2
Zhang, Wenda
2
Adrian, Tobias
1
Aghion, Philippe
1
Albuquerque, Rui
1
Andreou, Elena
1
Antoch, Jaromir
1
Assenmacher-Wesche, Katrin
1
Bacchetta, Philippe
1
Bachmann, Ruediger
1
Ball, Ryan
1
Baumeister, Christiane
1
Beetsma, Roel
1
Belke, Ansgar
1
Born, Benjamin
1
Campbell, John Y.
1
Campos, Nauro
1
Carriero, Andrea
1
Cavallo, Eduardo A.
1
Cecchetti, Stephen G.
1
Chacko, George
1
Clark, Todd E.
1
Colacito, Riccardo
1
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Discussion paper / Centre for Economic Policy Research
Applied economics
208
Economic modelling
191
Energy economics
173
Journal of econometrics
165
Applied economics letters
144
International review of economics & finance : IREF
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Finance research letters
129
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
CESifo working papers
113
Working paper
113
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
98
Journal of banking & finance
97
Journal of empirical finance
95
Applied financial economics
94
Discussion paper / Tinbergen Institute
94
Working paper / National Bureau of Economic Research, Inc.
90
Journal of international money and finance
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
86
NBER Working Paper
85
Research in international business and finance
80
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
The journal of futures markets
65
International journal of finance & economics : IJFE
60
Econometric reviews
56
Journal of applied econometrics
56
The European journal of finance
50
Journal of economic dynamics & control
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International Journal of Energy Economics and Policy : IJEEP
47
Macroeconomic dynamics
46
International journal of economics and finance
45
International journal of economics and financial issues : IJEFI
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1
Volatility risk pass-through
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
-
2018
Persistent link: https://www.econbiz.de/10012060363
Saved in:
2
What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan
;
Petersen, Annelie
;
Vette, Nander de
-
2018
Persistent link: https://www.econbiz.de/10012109721
Saved in:
3
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
4
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
5
Firm volatility in granual networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2017
Persistent link: https://www.econbiz.de/10011739882
Saved in:
6
Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco
;
Ilut, Cosmin
;
Schneider, Martin
-
2017
Persistent link: https://www.econbiz.de/10011670028
Saved in:
7
Pulling up the tarnished anchor : the end of silver as a global unit of account
Fernholz, Ricardo T.
;
Mitchener, Kris
;
Weidenmier, Marc D.
-
2017
Persistent link: https://www.econbiz.de/10011670034
Saved in:
8
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan
;
Ghysels, Eric
-
2017
Persistent link: https://www.econbiz.de/10011715555
Saved in:
9
Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromir
;
Hanousek, Jan
;
Horváth, Lajos
; …
-
2017
Persistent link: https://www.econbiz.de/10011653095
Saved in:
10
Bid-to-cover and yield changes around public debt auctions in the euro area
Beetsma, Roel
;
Giuliodori, Massimo
;
Hanson, Jesper
; …
-
2017
Persistent link: https://www.econbiz.de/10011654994
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