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subject:"Volatilität"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of applied econometrics"
~subject:"Schätztheorie"
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Volatilität
Schätztheorie
Estimation
1,774
Schätzung
1,774
Theorie
499
Theory
499
USA
487
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486
Welt
242
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242
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204
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204
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126
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126
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124
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122
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Marcellino, Massimiliano
5
Lettau, Martin
4
Bianchi, Francesco
3
Doppelhofer, Gernot
3
Ludvigson, Sydney C.
3
Pesaran, M. Hashem
3
Strachan, Rodney W.
3
Weeks, Melvyn
3
Adrian, Tobias
2
Artis, Michael J.
2
Bayoumi, Tamim A.
2
Besley, Timothy
2
Blundell, Richard W.
2
Clark, Todd E.
2
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2
Eichengreen, Barry
2
Escanciano, Juan Carlos
2
Forni, Mario
2
Ghysels, Eric
2
Guérin, Pierre
2
Kapetanios, George
2
Koop, Gary
2
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2
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2
Méjean, Isabelle
2
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2
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2
Restoy, Fernando
2
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2
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2
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2
Sentana, Enrique
2
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2
Zhang, Wenda
2
Aghion, Philippe
1
Akay, Alpaslan
1
Andersen, Torben
1
Andreou, Elena
1
Bacchetta, Philippe
1
Bachmann, Ruediger
1
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Discussion paper / Centre for Economic Policy Research
Journal of applied econometrics
Journal of econometrics
272
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Applied economics
166
Energy economics
159
Economic modelling
158
Economics letters
158
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129
Finance research letters
128
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International review of economics & finance : IREF
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112
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95
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91
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81
Journal of international money and finance
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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The European journal of finance
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International journal of finance & economics : IJFE
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Quantitative economics : QE ; journal of the Econometric Society
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International journal of economics and financial issues : IJEFI
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Journal of financial economics
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ECONIS (ZBW)
129
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1
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
2
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
3
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
4
The efficacy of ability proxies for estimating the returns to schooling : a factor model-based evaluation
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Nguyen, Linh
;
Totty, Evan
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10014474429
Saved in:
5
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
6
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
7
Regression discontinuity design with multivalued treatments
Caetano, Carolina
;
Caetano, Gregorio
;
Escanciano, Juan …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 840-856
Persistent link: https://www.econbiz.de/10014432196
Saved in:
8
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
9
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
10
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
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