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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics letters"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of macroeconomics"
~subject:"Volatilität"
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Time series analysis
United States
Volatilität
Estimation
1,718
Schätzung
1,718
USA
355
Theorie
354
Theory
354
Welt
156
World
156
Börsenkurs
138
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137
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Kapitaleinkommen
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112
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111
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88
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85
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Gil-Alaña, Luis A.
10
Zhou, Hao
8
Kim, Don H.
7
Caporale, Guglielmo Maria
6
D'Amico, Stefania
6
Gupta, Rangan
6
Li, Geng
5
Wohar, Mark E.
5
Bahmani-Oskooee, Mohsen
4
Berger, Allen N.
4
Chang, Tsangyao
4
Falato, Antonio
4
Han, Song
4
Laubach, Thomas
4
Nalewaik, Jeremy
4
Roberts, John M.
4
Shan, Hui
4
Tiwari, Aviral Kumar
4
Vidangos, Ivan
4
Bollerslev, Tim
3
Downing, Chris
3
Estevão, Marcelo M.
3
Figura, Andrew
3
French, Mark W.
3
Goel, Rajeev K.
3
Huang, Ho-chuan
3
Kadyrzhanova, Dalida
3
Molloy, Raven S.
3
Orphanides, Athanasios
3
Rudd, Jeremy B.
3
Sack, Brian
3
Smith, Paul A.
3
Tetlow, Robert
3
Wei, Min
3
Whelan, Karl
3
Williams, John C.
3
Woo, Kai-yin
3
Apergēs, Nikolaos
2
Bansal, Ravi
2
Berge, Travis J.
2
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Federal Reserve System / Division of Research and Statistics
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Applied economics letters
Finance and economics discussion series
Journal of macroeconomics
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1,525
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447
Applied economics
441
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426
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253
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238
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228
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204
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201
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
197
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194
Economics letters
179
The review of economics and statistics
175
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170
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169
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168
The American economic review
153
The journal of finance : the journal of the American Finance Association
152
Finance research letters
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Journal of international money and finance
146
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141
Journal of applied econometrics
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ECONIS (ZBW)
533
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533
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1
Inflation and real activity over the business cycle
Bianchi, Francesco
;
Nicolò, Giovanni
;
Song, Dongho
-
2023
Persistent link: https://www.econbiz.de/10014384491
Saved in:
2
The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
Saved in:
3
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
4
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
5
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
6
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
7
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
8
The factor structure of disagreement
Herbst, Edward P.
;
Winkler, Fabian
-
2021
Persistent link: https://www.econbiz.de/10012609412
Saved in:
9
Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
Saved in:
10
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
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