Central Bank Research Hub - JEL classification C80: Data Collection and Data Estimation Methodology; Computer Programs: General

	Title	Author(s)
Abstract Full text	The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2010-45, 08.09.2010) JEL: C11, C13, C14, C15, C22, C53, C80, G17	Pawel J. Szerszen Dobrislav Dobrev
Abstract Full text	Jump-Robust Volatility Estimation using Nearest Neighbor Truncation New York Fed Staff reports [View] (Paper: 465, 05.08.2010) JEL: C14, C15, C22, C80, G10	Torben G. Andersen Ernst Schaumburg Dobrislav Dobrev
Full text	An Unbiased Estimator of the Variance of Simple Random Sampling Using Mixed Random-Systematic Sampling Bank of Mexico Working Papers [View] (Paper: 2009-13, 12.04.2010) JEL: C80, C83	Alberto Padilla
Abstract Full text	Monthly Estimates of U.S. Cross-Border Securities Positions Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0910, 06.12.2007) JEL: C80, F30	Carol C. Bertaut Ralph W. Tryon
Full text	Seasonal adjustment and the detection of business cycle phases European Central Bank Working papers [View] (Paper: 0357, 17.05.2004) JEL: C22, C80, E32	Denise R Osborn Antonio Matas Mir
Abstract Full text	Combining filter design with model based filtering (with an application to business cycle estimation) Bank of Spain Working Papers [View] (Paper: 0417, 01.01.2004) JEL: C22, C80, E32, E37	Regina Kaiser Agustín Maravall