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~isPartOf:"International review of financial analysis"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
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Gil-Alaña, Luis A.
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Economics letters
International review of financial analysis
Working paper / National Bureau of Economic Research, Inc.
229
The journal of futures markets
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
Discussion paper / Centre for Economic Policy Research
96
The review of financial studies
95
The journal of finance : the journal of the American Finance Association
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Applied economics
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65
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60
Energy economics
54
Journal of money, credit and banking : JMCB
53
Journal of applied econometrics
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
International journal of forecasting
49
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49
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The North American journal of economics and finance : a journal of financial economics studies
48
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Finance and economics discussion series
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43
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42
Discussion paper / Tinbergen Institute
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CESifo working papers
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Applied economics letters
37
Journal of monetary economics
36
Journal of international money and finance
35
International review of economics & finance : IREF
34
Finance research letters
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The American economic review
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NBER working paper series
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ECONIS (ZBW)
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1
A simple nonlinear filter for economic time series analysis
Wen, Yi
;
Zeng, Bing
- In:
Economics letters
64
(
1999
)
2
,
pp. 151-160
Persistent link: https://www.econbiz.de/10001399218
Saved in:
2
Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut
- In:
Economics letters
40
(
1992
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
Saved in:
3
Shock persistence and the measurement of prewar output series
Jäger, Albert
- In:
Economics letters
34
(
1990
)
4
,
pp. 333-337
Persistent link: https://www.econbiz.de/10001096917
Saved in:
4
How big is the random walks in macroeconomic time series : variance ratio tests
Malliaris, Anastasios G.
- In:
Economics letters
34
(
1990
)
2
,
pp. 113-116
Persistent link: https://www.econbiz.de/10001096996
Saved in:
5
Is there a unit root in US real GNP? : A re-assessment
Mocan, Naci
- In:
Economics letters
45
(
1994
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10001162397
Saved in:
6
Fractional integration analysis of long-run behavior for US macroeconomic time series
Crato, Nuno
- In:
Economics letters
45
(
1994
)
3
,
pp. 287-291
Persistent link: https://www.econbiz.de/10001165789
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7
Testing for measurement errors in expectations from survey data : an instrumental variables approach
Rich, Robert W.
- In:
Economics letters
43
(
1993
)
1
,
pp. 5-10
Persistent link: https://www.econbiz.de/10001151882
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8
Estimating daily seasonals in financial time series : the use of high-pass spectral filters
Copeland, Laurence S.
- In:
Economics letters
43
(
1993
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10001151890
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9
Measuring persistence in the presence of trend breaks : the case of US GNP
Pischke, Jörn-Steffen
- In:
Economics letters
36
(
1991
)
4
,
pp. 379-384
Persistent link: https://www.econbiz.de/10001109073
Saved in:
10
High and variable inflation : further evidence on the Friedman hypothesis
Caporale, Tony
- In:
Economics letters
54
(
1997
)
1
,
pp. 65-68
Persistent link: https://www.econbiz.de/10001222334
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