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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of macroeconomics"
~language:"eng"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Schätzung
Volatility
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3,478
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866
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863
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578
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578
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512
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420
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Berger, Tino
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3
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Journal of economic dynamics & control
Journal of macroeconomics
Applied economics
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Applied economics letters
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1,040
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934
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867
Finance research letters
783
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
782
Journal of banking & finance
726
International review of economics & finance : IREF
703
Journal of econometrics
677
Applied financial economics
632
International review of financial analysis
619
Journal of international money and finance
602
The North American journal of economics and finance : a journal of financial economics studies
535
The journal of futures markets
472
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
Journal of empirical finance
432
Journal of international financial markets, institutions & money
413
Research in international business and finance
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Journal of applied econometrics
409
Journal of financial economics
395
The empirical economics letters : a monthly international journal of economics
353
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336
Journal of risk and financial management : JRFM
328
The review of economics and statistics
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325
International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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Labour economics : official journal of the European Association of Labour Economists
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International Journal of Energy Economics and Policy : IJEEP
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European economic review : EER
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The journal of finance : the journal of the American Finance Association
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International journal of theoretical and applied finance
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International journal of forecasting
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ECONIS (ZBW)
665
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1
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
2
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
3
Estimation of DSGE models with the effective lower bound
Böhl, Gregor
;
Strobel, Felix
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532192
Saved in:
4
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
5
The productivity puzzle and the decline of unions
Mitra, Aruni
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532410
Saved in:
6
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
7
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
8
Asset purchases, limited asset markets participation and inequality
Tsiaras, Stylianos
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014480322
Saved in:
9
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
10
Beyond distance : the spatial relationships of European regional economic growth
Piribauer, Philipp
;
Glocker, Christian
;
Krisztin, Tamás
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014479690
Saved in:
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