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subject:"Volatility"
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Volatility
Estimation
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Beck, Günter W.
1
Delle Chiaie, Simona
1
Dijk, Dick van
1
Eisenstat, Eric
1
Ferrara, Laurent
1
Forbes, Catherine Scipione
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Garratt, Anthony
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Giannone, Domenico
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Hubrich, Kirstin
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Ma, Jun
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Spencer, Peter D.
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Strachan, Rodney W.
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Todorov, Viktor
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Wel, Michel van der
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Journal of applied econometrics
Energy economics
124
Finance research letters
113
International review of economics & finance : IREF
87
Applied economics
81
The North American journal of economics and finance : a journal of financial economics studies
81
Economic modelling
79
International review of financial analysis
75
Journal of econometrics
71
Research in international business and finance
57
Journal of banking & finance
48
Journal of international financial markets, institutions & money
47
Journal of empirical finance
45
Economics letters
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Applied economics letters
39
Discussion paper / Centre for Economic Policy Research
39
Journal of international money and finance
37
International journal of forecasting
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Working paper / National Bureau of Economic Research, Inc.
33
International journal of finance & economics : IJFE
28
Pacific-Basin finance journal
28
Quantitative finance
28
Journal of financial econometrics
25
The European journal of finance
25
Emerging markets, finance and trade : EMFT
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Journal of financial economics
23
Journal of economic dynamics & control
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Journal of financial markets
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Discussion papers / CEPR
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global finance journal
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Econometric reviews
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International journal of emerging markets
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Macroeconomic dynamics
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Review of quantitative finance and accounting
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International journal of economics and finance
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1
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:
2
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:
3
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:
4
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
Saved in:
5
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
6
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
7
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
8
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 805-820
Persistent link: https://www.econbiz.de/10011645234
Saved in:
9
On the importance of sectoral and regional shocks for price-setting
Beck, Günter W.
;
Hubrich, Kirstin
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1234-1253
Persistent link: https://www.econbiz.de/10011687460
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