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Journal of applied econometrics
CREATES research paper
23
Working Paper
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Discussion paper / University of British Columbia, Department of Economics
22
CREATES Research Papers
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Journal of econometrics
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Working Paper / Federal Reserve Bank of Atlanta
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Working papers / Federal Reserve Bank of Atlanta
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Working Papers / Brown University, Department of Economics
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Journal of Econometrics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Economics letters
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FRB of Philadelphia Working Paper
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Journal of Applied Econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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DIIS Working Paper
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Econometric modelling of durations between economic events
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Economics Papers / Economics Group, Nuffield College, University of Oxford
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Realized beta GARCH : a multivariate GARCH model with realized measures of volatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 774-799
Persistent link: https://www.econbiz.de/10010414850
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2
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 873-889
Persistent link: https://www.econbiz.de/10003243445
Saved in:
3
Realized GARCH: a joint model for returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-906
Persistent link: https://www.econbiz.de/10010219741
Saved in:
4
A forecast comparison of volatility models: does anything beat a GARCH(1,1)?
Hansen, Peter R.
;
Lunde, Asger
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 873-890
Persistent link: https://www.econbiz.de/10006956920
Saved in:
5
Long-run monetary neutrality and long-horizon regressions
Coe, Patrick J.
;
Nason, James Michael
- In:
Journal of applied econometrics
19
(
2004
)
3
,
pp. 355-373
Persistent link: https://www.econbiz.de/10002102164
Saved in:
6
Identifying the new Keynesian Phillips curve
Nason, James Michael
;
Smith, Gregor W.
- In:
Journal of applied econometrics
23
(
2008
)
5
,
pp. 525-551
Persistent link: https://www.econbiz.de/10003760412
Saved in:
7
Realized GARCH: a joint model for returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-907
Persistent link: https://www.econbiz.de/10010022052
Saved in:
8
Identifying the new Keynesian Phillips curve
Nason, James M.
;
Smith, Gregor W.
- In:
Journal of applied econometrics
23
(
2008
)
5
,
pp. 525-552
Persistent link: https://www.econbiz.de/10008092825
Saved in:
9
Long-run monetary neutrality and long-horizon regressions
Coe, Patrick J.
;
Nason, James M.
- In:
Journal of applied econometrics
19
(
2004
)
3
,
pp. 355-374
Persistent link: https://www.econbiz.de/10006963581
Saved in:
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