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~isPartOf:"Journal of applied econometrics"
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Koop, Gary
9
Pesaran, M. Hashem
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Galvão, Ana Beatriz C.
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Marcellino, Massimiliano
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Osborn, Denise R.
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Sola, Martin
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Strachan, Rodney W.
4
Teräsvirta, Timo
4
Weeks, Melvyn
4
Bauwens, Luc
3
Dijk, Dick van
3
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2
Baillie, Richard
2
Basistha, Arabinda
2
Becker, Ralf
2
Berge, Travis J.
2
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2
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Journal of applied econometrics
Journal of econometrics
2,509
Economics letters
1,718
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1,564
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1,455
Working paper / National Bureau of Economic Research, Inc.
1,261
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1,087
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1,049
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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IMF Working Papers
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International journal of theoretical and applied finance
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
485
The journal of futures markets
484
The North American journal of economics and finance : a journal of financial economics studies
471
CEMMAP working papers / Centre for Microdata Methods and Practice
444
Computational economics
443
Journal of empirical finance
425
Applied financial economics
421
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
420
Journal of the American Statistical Association : JASA
412
Discussion paper
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ECONIS (ZBW)
451
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1
An empirical application of stochastic
volatility
models
Mahieu, Ronald J.
- In:
Journal of applied econometrics
13
(
1998
)
4
,
pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
Saved in:
2
Structural breaks and GARCH models of exchange rate
volatility
: re-examination and extension
Hasanov, Akram Shavkatovich
;
Brooks, Robert
;
Abrorov, …
- In:
Journal of applied econometrics
39
(
2024
)
7
,
pp. 1403-1407
Persistent link: https://www.econbiz.de/10015156866
Saved in:
3
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
4
Macroeconomic forecasting performance under alternative specifications of time-varying
volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
5
The global component of inflation
volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
6
Feasible cross-validatory model selection for general stationary processes
Racine, Jeffrey
- In:
Journal of applied econometrics
12
(
1997
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001218279
Saved in:
7
Robust inference under time-varying
volatility
: a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
8
The time-varying behaviour of real interest rates : a re-evaluation of the recent evidence
Bekdache, Basma
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 171-190
Persistent link: https://www.econbiz.de/10001387396
Saved in:
9
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Saved in:
10
Testing against smooth stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 415-429
Persistent link: https://www.econbiz.de/10001592354
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