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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"USA"
~subject:"Volatility"
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
19
Econometric reviews
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Are millennials really so selfish? : preliminary evidence from the philanthropy panel study
Koczanski, Peter
;
Rosen, Harvey S.
-
2019
Persistent link: https://www.econbiz.de/10012027263
Saved in:
2
Employment discrimination against indigenous peoples in the United States : evidence from a field experiment
Button, Patrick
;
Walker, Brigham
-
2019
Persistent link: https://www.econbiz.de/10012029639
Saved in:
3
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Saved in:
4
A latent dynamic factor approach to forecasting multivariate stock market volatility
Gribisch, Bastian
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
Saved in:
5
Distilling the macroeconomic news flow
Beber, Alessandro
;
Brandt, Michael W.
;
Luisi, Maurizio
-
2013
Persistent link: https://www.econbiz.de/10010221873
Saved in:
6
Fractional integration and structural breaks in US macro dynamics
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
1
,
pp. 427-446
Persistent link: https://www.econbiz.de/10009582057
Saved in:
7
A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
2
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
Saved in:
8
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
9
Examining world-wide purchasing power parity
Jacobson, Tor
;
Nessén, Marianne
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
3
,
pp. 463-476
Persistent link: https://www.econbiz.de/10002222048
Saved in:
10
The pre-program earnings dip and the determinants of participation in a social program : implications for simple program evaluation strategies
Heckman, James J.
;
Smith, Jeffrey A.
-
1999
Persistent link: https://www.econbiz.de/10001372476
Saved in:
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