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Journal of Business & Economic Statistics Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:bes:jnlbes:v:13:y:1995:i:3:p:253-63 Comparing Predictive Accuracy. (1995). (2) RePEc:bes:jnlbes:v:10:y:1992:i:3:p:251-70 Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. (1992). (3) RePEc:bes:jnlbes:v:20:y:2002:i:4:p:518-29 A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. (2002). (4) RePEc:bes:jnlbes:v:20:y:2002:i:2:p:147-62 Macroeconomic Forecasting Using Diffusion Indexes. (2002). (5) RePEc:bes:jnlbes:v:2:y:1984:i:4:p:367-74 Production Frontiers and Panel Data. (1984). (6) RePEc:bes:jnlbes:v:12:y:1994:i:4:p:371-89 Bayesian Analysis of Stochastic Volatility Models. (1994). (7) RePEc:bes:jnlbes:v:7:y:1989:i:2:p:147-59 Tests for Unit Roots: A Monte Carlo Investigation. (1989). (8) RePEc:bes:jnlbes:v:8:y:1990:i:2:p:153-62 Testing for a Unit Root in a Time Series with a Changing Mean. (1990). (9) RePEc:bes:jnlbes:v:10:y:1992:i:3:p:301-20 Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. (1992). (10) RePEc:bes:jnlbes:v:3:y:1985:i:4:p:370-79 Estimation and Inference in Two-Step Econometric Models. (1985). (11) RePEc:bes:jnlbes:v:11:y:1993:i:4:p:369-80 Testing for Common Features. (1993). (12) RePEc:bes:jnlbes:v:14:y:1996:i:1:p:11-30 Evidence on Structural Instability in Macroeconomic Time Series Relations. (1996). (13) RePEc:bes:jnlbes:v:11:y:1993:i:4:p:393-95 Testing for Common Features: Reply. (1993). (14) RePEc:bes:jnlbes:v:15:y:1997:i:3:p:345-53 When Do Long-Run Identifying Restrictions Give Reliable Results? (1997). (15) RePEc:bes:jnlbes:v:12:y:1994:i:3:p:361-68 Estimating Potential Output as a Latent Variable. (1994). (16) RePEc:bes:jnlbes:v:10:y:1992:i:3:p:271-87 Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence. (1992). (17) RePEc:bes:jnlbes:v:8:y:1990:i:2:p:225-34 Persistence in Variance, Structural Change, and the GARCH Model. (1990). (18) RePEc:bes:jnlbes:v:8:y:1990:i:3:p:265-79 Permanent Income, Current Income, and Consumption. (1990). (19) RePEc:bes:jnlbes:v:7:y:1989:i:3:p:297-305 The Message in Daily Exchange Rates: A Conditional-Variance Tale. (1989). (20) RePEc:bes:jnlbes:v:20:y:2002:i:3:p:339-50 Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models. (2002). (21) RePEc:bes:jnlbes:v:20:y:2002:i:2:p:163-82 Regime Switches in Interest Rates. (2002). (22) RePEc:bes:jnlbes:v:16:y:1998:i:2:p:254-59 Tests for Forecast Encompassing. (1998). (23) RePEc:bes:jnlbes:v:13:y:1995:i:2:p:151-61 Natural and Quasi-experiments in Economics. (1995). (24) RePEc:bes:jnlbes:v:14:y:1996:i:3:p:262-80 Finite-Sample Properties of Some Alternative GMM Estimators. (1996). (25) RePEc:bes:jnlbes:v:24:y:2006:p:127-161 Realized Variance and Market Microstructure Noise (2006). (26) RePEc:bes:jnlbes:v:3:y:1985:i:1:p:14-22 Business Location Decisions in the United States: Estimates of the Effects of Unionization, Taxes, and Other Characteristics of States. (1985). (27) RePEc:bes:jnlbes:v:17:y:1999:i:1:p:74-90 Earnings and Employment Effects of Continuous Off-the-Job Training in East Germany after Unification. (1999). (28) RePEc:bes:jnlbes:v:3:y:1985:i:3:p:216-27 Trends and Cycles in Macroeconomic Time Series. (1985). (29) RePEc:bes:jnlbes:v:12:y:1994:i:4:p:461-70 Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection. (1994). (30) RePEc:bes:jnlbes:v:17:y:1999:i:1:p:22-35 Humps and Bumps in Lifetime Consumption. (1999). (31) RePEc:bes:jnlbes:v:10:y:1992:i:3:p:237-50 Searching for a Break in GNP. (1992). (32) RePEc:bes:jnlbes:v:17:y:1999:i:1:p:36-49 Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data. (1999). (33) RePEc:bes:jnlbes:v:9:y:1991:i:3:p:279-86 A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms. (1991). (34) RePEc:bes:jnlbes:v:13:y:1995:i:1:p:27-35 Estimation of Common Long-Memory Components in Cointegrated Systems. (1995). (35) RePEc:bes:jnlbes:v:5:y:1987:i:4:p:437-42 Vector Autoregressions and Reality. (1987). (36) RePEc:bes:jnlbes:v:20:y:2002:i:1:p:45-59 Tests for Parameter Instability in Regressions with I(1) Processes. (2002). (37) RePEc:bes:jnlbes:v:13:y:1995:i:4:p:409-17 Sustainability of the Deficit Process with Structural Shifts. (1995). (38) RePEc:bes:jnlbes:v:11:y:1993:i:1:p:103-12 A Fractional Cointegration Analysis of Purchasing Power Parity. (1993). (39) RePEc:bes:jnlbes:v:8:y:1990:i:3:p:365-71 Demand Systems Estimation with Microdata: A Censored Regression Approach. (1990). (40) RePEc:bes:jnlbes:v:3:y:1985:i:3:p:254-83 Estimating Gross Labor-Force Flows. (1985). (41) RePEc:bes:jnlbes:v:15:y:1997:i:3:p:300-309 Reconciling the Old and New Census Bureau Education Questions: Recommendations for Researchers. (1997). (42) RePEc:bes:jnlbes:v:19:y:2001:i:2:p:166-76 Cointegration and Threshold Adjustment. (2001). (43) RePEc:bes:jnlbes:v:10:y:1992:i:4:p:561-65 A Simple Nonparametric Test of Predictive Performance. (1992). (44) RePEc:bes:jnlbes:v:14:y:1996:i:3:p:353-66 Small-Sample Bias in GMM Estimation of Covariance Structures. (1996). (45) RePEc:bes:jnlbes:v:16:y:1998:i:4:p:388-99 Asymptotic Inference on Cointegrating Rank in Partial Systems. (1998). (46) RePEc:bes:jnlbes:v:8:y:1990:i:1:p:1-17 Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods. (1990). (47) RePEc:bes:jnlbes:v:23:y:2005:p:365-380 A Test for Superior Predictive Ability (2005). (48) RePEc:bes:jnlbes:v:16:y:1998:i:3:p:304-11 Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates. (1998). (49) RePEc:bes:jnlbes:v:9:y:1991:i:4:p:345-59 Semiparametric ARCH Models. (1991). (50) RePEc:bes:jnlbes:v:12:y:1994:i:3:p:269-77 Inventories and the Three Phases of the Business Cycle. (1994). Recent citations received in: | 2009 | 2008 | 2007 | 2006 Recent citations received in: 2009 (1) RePEc:bca:bocawp:09-21 Structural Inflation Models with Real Wage Rigidities: The Case of Canada (2009). Working Papers (2) RePEc:bfr:banfra:259 Forecasting Euro-area recessions using time-varying binary response models for financial. (2009). Working papers (3) RePEc:ces:ceswps:_2890 Optimal Use of Labor Market Policies: The Role of Job Search Assistance (2009). CESifo Working Paper Series (4) RePEc:cir:cirwor:2009s-23 A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data (2009). CIRANO Working Papers (5) RePEc:cpr:ceprdp:7197 Pooling versus model selection for nowcasting with many predictors: An application to German GDP (2009). CEPR Discussion Papers (6) RePEc:cpr:ceprdp:7234 Back to square one: identification issues in DSGE models (2009). CEPR Discussion Papers (7) RePEc:cpr:ceprdp:7238 Do German Welfare-to-Work Programmes Reduce Welfare and Increase Work? (2009). CEPR Discussion Papers (8) RePEc:eui:euiwps:eco2009/13 Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP (2009). (9) RePEc:fip:fedfwp:2009-23 Heeding Daedalus: Optimal inflation and the zero lower bound (2009). Working Paper Series (10) RePEc:ifs:cemmap:09/09 Inference on counterfactual distributions (2009). CeMMAP working papers (11) RePEc:ifs:cemmap:19/09 Intersection Bounds: estimation and inference (2009). CeMMAP working papers (12) RePEc:iza:izadps:dp4090 Do German Welfare-to-Work Programmes Reduce Welfare and Increase Work? (2009). IZA Discussion Papers (13) RePEc:iza:izadps:dp4203 Estimating the Veteran Effect with Endogenous Schooling When Instruments Are Potentially Weak (2009). IZA Discussion Papers (14) RePEc:kap:enreec:v:42:y:2009:i:3:p:319-343 The Effect of Consumers Real-World Choice Sets on Inferences from Stated Preference Surveys (2009). Environmental & Resource Economics (15) RePEc:nbr:nberwo:15539 Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program (2009). NBER Working Papers (16) RePEc:not:notgts:09/01 Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] (2009). Discussion Papers (17) RePEc:nzb:nzbdps:2009/15 Measuring output gap uncertainty (2009). Reserve Bank of New Zealand Discussion Paper Series (18) RePEc:smu:ecowpa:0906 On the Robustness of the Trade-Inducing Effects of Trade Agreements and Currency Unions (2009). Departmental Working Papers (19) RePEc:soz:wpaper:0918 Partial Identification of Discrete Counterfactual Distributions with Sequential Update of Information (2009). Working Papers (20) RePEc:usg:dp2009:2009-03 Do German Welfare-to-Work Programmes Reduce Welfare and Increase Work? (2009). University of St. Gallen Department of Economics working paper series 2009 (21) RePEc:usg:dp2009:2009-07 Treatment evaluation in the presence of sample selection (2009). University of St. Gallen Department of Economics working paper series 2009 (22) RePEc:zbw:bubdp1:7572 Pooling versus model selection for nowcasting with many predictors: an application to German GDP (2009). Discussion Paper Series 1: Economic Studies (23) RePEc:zbw:bubdp1:7579 Factor forecasting using international targeted predictors: the case of German GDP (2009). Discussion Paper Series 1: Economic Studies Recent citations received in: 2008 (1) RePEc:aah:create:2008-20 Headlights on tobacco road to low birthweight outcomes - Evidence from a battery of quantile regression estimators and a heterogeneous panelCreation-Date: 20080508 (2008). CREATES Research Papers (2) RePEc:btx:wpaper:0817 Transfer-pricing and Measured Productivity of Multinational Firms (2008). Working Papers (3) RePEc:cam:camdae:0805 Modeling the Phillips curve with unobserved components (2008). Cambridge Working Papers in Economics (4) RePEc:ces:ceswps:_2508 Work Incentives? Ex Post Effects of Unemployment Insurance Sanctions - Evidence from West Germany (2008). CESifo Working Paper Series (5) RePEc:cla:levarc:122247000000002028 Learning in the Credit Card Market (2008). Levine's Working Paper Archive (6) RePEc:cpr:ceprdp:6708 Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP (2008). CEPR Discussion Papers (7) RePEc:dgr:uvatin:20080069 The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model (2008). Tinbergen Institute Discussion Papers (8) RePEc:ecb:ecbwps:20080925 Flow on conjunctural information and forecast of euro area economic activity (2008). Working Paper Series (9) RePEc:fgv:epgewp:689 Turismo sustentável e alivio a pobreza: avaliação de impacto (2008). Economics Working Papers (Ensaios Economicos da EPGE) (10) RePEc:fip:fedker:y:2008:i:qiv:p:5-33:n:v.93no.4 Detecting recessions in the Great Moderation: a real-time analysis (2008). Economic Review (11) RePEc:ifs:cemmap:15/08 Sharp identification regions in games (2008). CeMMAP working papers (12) RePEc:igi:igierp:333 Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 (2008). Working Papers (13) RePEc:jss:jstsof:27:i05 Nonparametric Econometrics: The np Package (2008). Journal of Statistical Software (14) RePEc:kap:mktlet:v:19:y:2008:i:3:p:431-448 Competition between auctions (2008). Marketing Letters (15) RePEc:nbr:nberwo:14365 The Impact of Piped Water Provision on Infant Mortality in Brazil: A Quantile Panel Data Approach (2008). NBER Working Papers (16) RePEc:ner:leuven:urn:hdl:123456789/211063 Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete environmental variables. (2008). Open Access publications from Katholieke Universiteit Leuven (17) RePEc:onb:oenbwp:144 Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data. (2008). Working Papers (18) RePEc:pit:wpaper:367 Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes (2008). Working Papers (19) RePEc:pra:mprapa:15987 Comment: The Identification Power of Equilibrium in Simple Games (2008). MPRA Paper (20) RePEc:pra:mprapa:6854 Structural Time Series Models for Business Cycle Analysis (2008). MPRA Paper (21) RePEc:rim:rimwps:21-08 The marginal likelihood of Structural Time Series Models, with application to the euroareaa nd US NAIRU (2008). Working Paper Series (22) RePEc:spr:weltar:v:144:y:2008:i:4:p:596-635 Understanding Cross-Country Differences in Exporter Premia: Comparable Evidence for 14 Countries (2008). Review of World Economics (Weltwirtschaftliches Archiv) (23) RePEc:ssa:lemwps:2008/22 Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach (2008). LEM Papers Series (24) RePEc:tkk:dpaper:dp31 Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics (2008). Discussion Papers Recent citations received in: 2007 (1) RePEc:aah:create:2007-14 A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures (2007). CREATES Research Papers (2) RePEc:acb:camaaa:2007-18 CONSTRUCTING HISTORICAL EURO AREA DATA (2007). CAMA Working Papers (3) RePEc:bde:wpaper:0715 Back to square one: identification issues in DSGE models (2007). Banco de España Working Papers (4) RePEc:bde:wpaper:0729 What do micro price data tell us on the validity of the New Keynesian Phillips Curve? (2007). Banco de España Working Papers (5) RePEc:cpr:ceprdp:6119 Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) (2007). CEPR Discussion Papers (6) RePEc:cpr:ceprdp:6158 Economic Forecasting (2007). CEPR Discussion Papers (7) RePEc:cpr:ceprdp:6239 Understanding Index Option Returns (2007). CEPR Discussion Papers (8) RePEc:cwl:cwldpp:1570 Evaluating Inflation Targeting Using a Macroeconometric Model (2007). Cowles Foundation Discussion Papers (9) RePEc:cwl:cwldpp:1577 A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best? (2007). Cowles Foundation Discussion Papers (10) RePEc:fip:fedgfe:2007-60 Gauging the uncertainty of the economic outlook from historical forecasting errors (2007). Finance and Economics Discussion Series (11) RePEc:hhs:bofrdp:2007_014 Estimating a small DSGE model under rational and measured expectations: some comparisons (2007). Research Discussion Papers (12) RePEc:icr:wpicer:8-2007 On the macroeconomic causes of exchange rates volatility (2007). ICER Working Papers (13) RePEc:igi:igierp:324 On the Statistical Identification of DSGE Models (2007). Working Papers (14) RePEc:igi:igierp:329 The Econometrics of Monetary Policy: an Overview (2007). Working Papers (15) RePEc:kap:jrefec:v:35:y:2007:i:3:p:315-331 Monetary Shocks and REIT Returns (2007). The Journal of Real Estate Finance and Economics (16) RePEc:kie:kieliw:1330 What Do Micro Price Data Tell Us on the Validity of the New Keynesian Phillips Curve? (2007). Kiel Working Papers (17) RePEc:mod:recent:008 Opening the Black Box: Structural Factor Models with Large Cross-Sections (2007). Center for Economic Research (RECent) (18) RePEc:nbr:nberwo:13043 Technology and the Demand for Skill:An Analysis of Within and Between Firm Differences (2007). NBER Working Papers (19) RePEc:nbr:nberwo:13099 Monetary Policy Analysis with Potentially Misspecified Models (2007). NBER Working Papers (20) RePEc:nbr:nberwo:13112 Daily Changes in Fed Funds Futures Prices (2007). NBER Working Papers (21) RePEc:nbr:nberwo:13569 Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts (2007). NBER Working Papers (22) RePEc:not:notgts:07/02 Testing for co-integration in vector autoregressions with non-stationary volatility (2007). Discussion Papers (23) RePEc:nzb:nzbdps:2007/13 An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys (2007). Reserve Bank of New Zealand Discussion Paper Series (24) RePEc:pad:wpaper:0055 Bowling Alone, Drinking Together (2007). Marco Fanno Working Papers (25) RePEc:qed:wpaper:1127 Bootstrap Hypothesis Testing (2007). Working Papers (26) RePEc:ssa:lemwps:2007/19 A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models (2007). LEM Papers Series (27) RePEc:swe:wpaper:2007-33 Comparing House Prices Across Regions and Time: An Hedonic Approach (2007). Discussion Papers (28) RePEc:ucn:wpaper:200722 Federal Reserve Information during the Great Moderation (2007). Working Papers Recent citations received in: 2006 (1) RePEc:bar:bedcje:2006159 New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks (2006). Working Papers in Economics (2) RePEc:bbk:bbkefp:0617 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (2006). Birkbeck Working Papers in Economics and Finance (3) RePEc:cbi:wpaper:4/rt/06 Consumption and Expected Asset Returns Without Assumptions About Unobservables (2006). Research Technical Papers (4) RePEc:cep:stiecm:/2006/509 Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError (2006). STICERD - Econometrics Paper Series (5) RePEc:cfr:cefirw:w0070 Trade intensity in the Russian stock market:dynamics, distribution and determinants (2006). Working Papers (6) RePEc:cfr:cefirw:w0092 Dynamic modeling under linear-exponential loss (2006). Working Papers (7) RePEc:cor:louvco:2006080 Modelling financial high frequency data using point processes (2006). CORE Discussion Papers (8) RePEc:cor:louvco:2006110 Does the open limit order book matter in explaining long run volatility ? (2006). CORE Discussion Papers (9) RePEc:cri:cespri:wp183 Are U.S. White-Collar Really at Risk of Service Offshoring? (2006). KITeS Working Papers (10) RePEc:cte:wsrepe:ws062509 VOLATILITY FORECASTS: A CONTINUOUS TIME MODEL VERSUS DISCRETE TIME MODELS1 (2006). Statistics and Econometrics Working Papers (11) RePEc:ctl:louvec:2006039 Modelling Financial High Frequency Data Using Point Processes (2006). Discussion Papers (ECON - Département des Sciences Economiques) (12) RePEc:dgr:uvatin:20050089 Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use? (2006). Tinbergen Institute Discussion Papers (13) RePEc:dgr:uvatin:20060089 The Entrepreneurs Mode of Entry: Business Takeover or New Venture Start? (2006). Tinbergen Institute Discussion Papers (14) RePEc:eab:microe:22058 Multivariate Stochastic Volatility (2006). Microeconomics Working Papers (15) RePEc:ecl:ohidic:2006-8 Investor Overreaction, Cross-Sectional Dispersion of Firm Valuations, and Expected Stock Returns (2006). Working Paper Series (16) RePEc:esi:egpdis:2006-26 The entrepreneurs mode of entry: Business takeover or new venture start? (2006). Papers on Entrepreneurship, Growth and Public Policy (17) RePEc:fip:fedlwp:2005-026 Is value premium a proxy for time-varying investment opportunities: some time series evidence (2006). Working Papers (18) RePEc:fip:fedlwp:2006-047 Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market (2006). Working Papers (19) RePEc:hep:macppr:200606 The Store-of-Value-Function of Money as a Component of Household Risk Management (2006). Macroeconomics and Finance Series (20) RePEc:iza:izadps:dp2382 The Entrepreneurâs Mode of Entry: Business Takeover or New Venture Start (2006). IZA Discussion Papers (21) RePEc:kap:sbusec:v:27:y:2006:i:1:p:41-58 Entrepreneurship in the Region: Breeding Ground for Nascent Entrepreneurs? (2006). Small Business Economics (22) RePEc:knz:cofedp:0606 A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics (2006). CoFE Discussion Paper (23) RePEc:mrr:papers:wp145 How the Distribution of After-Tax Income Changed Over the 1990s Business Cycle: A Comparison of the United States, Great Britain, Germany and Japan (2006). Working Papers (24) RePEc:msh:ebswps:2006-10 Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility (2006). Monash Econometrics and Business Statistics Working Papers (25) RePEc:ner:ucddub:urn:hdl:10197/219 Consumption and expected asset returns without assumptions about unobservables. (2006). Open Access publications from University College Dublin (26) RePEc:nuf:econwp:0506 Limit theorems for bipower variation in financial econometrics (2006). Economics Papers (27) RePEc:nuf:econwp:0603 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise (2006). Economics Papers (28) RePEc:nuf:econwp:0610 Subsampling realised kernels (2006). Economics Papers (29) RePEc:nwu:cmsems:1422 Private Information in Sequential Common-Value Auctions (2006). Discussion Papers (30) RePEc:nzb:nzbdps:2006/02 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (2006). Reserve Bank of New Zealand Discussion Paper Series (31) RePEc:oxf:wpaper:264 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise (2006). Economics Series Working Papers (32) RePEc:oxf:wpaper:278 Subsampling realised kernels (2006). Economics Series Working Papers (33) RePEc:pra:mprapa:1413 A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects (2006). MPRA Paper (34) RePEc:qed:wpaper:1188 The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps (2006). Working Papers (35) RePEc:rio:texdis:531 Realized volatility: a review (2006). Textos para discussão (36) RePEc:rio:texdis:532 Asymmetric effects and long memory in the volatility of Dow Jones stocks (2006). Textos para discussão (37) RePEc:rut:rutres:200616 Predictive Inference for Integrated Volatility (2006). Departmental Working Papers (38) RePEc:rut:rutres:200620 Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures (2006). Departmental Working Papers (39) RePEc:taf:apeclt:v:13:y:2006:i:13:p:873-876 A note on uncertainty and investment across the spectrum of irreversibility (2006). Applied Economics Letters (40) RePEc:vie:viennp:0606 Non-Market Household Time and the cost of Children (2006). Vienna Economics Papers (41) RePEc:zbw:fubsbe:20065 Family-type subsistence incomes (2006). Discussion Papers Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
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