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isPartOf:"Applied financial economics"
subject:"Theorie"
~isPartOf:"Journal of econometrics"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
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Theorie
CAPM
Kapitaleinkommen
Estimation
909
Schätzung
904
Theory
261
Estimation theory
226
Schätztheorie
226
Volatility
177
Volatilität
177
USA
153
United States
153
Time series analysis
141
Zeitreihenanalyse
141
Capital income
140
Börsenkurs
138
Share price
138
Nichtparametrisches Verfahren
108
Nonparametric statistics
108
Panel
101
Panel study
101
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86
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86
Regression analysis
82
Regressionsanalyse
82
Aktienmarkt
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40
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383
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English
384
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Todorov, Viktor
10
Bollerslev, Tim
5
Koop, Gary
5
Tauchen, George Eugene
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Faff, Robert W.
3
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Li, Jia
3
McAleer, Michael
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Steel, Mark F. J.
3
Xiu, Dacheng
3
Alles, Lakshman
2
Andreou, Elena
2
Asai, Manabu
2
Bandi, Federico M.
2
Barkoulas, John T.
2
Becchetti, Leonardo
2
Berger, Dave
2
Brooks, Robert
2
Clare, Andrew D.
2
Craigwell, Roland C.
2
Elfakhani, Said
2
Ergemen, Yunus Emre
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
Hallin, Marc
2
Han, Xu
2
Harvey, Andrew C.
2
Heckman, James J.
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Kutlu, Levent
2
Lee, Kiseok
2
Li, Yingying
2
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Applied financial economics
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
640
NBER working paper series
539
NBER Working Paper
488
Applied economics
406
Discussion paper / Centre for Economic Policy Research
385
Discussion paper series / IZA
289
CESifo working papers
259
Economic modelling
259
Economics letters
247
Applied economics letters
241
Journal of banking & finance
224
International review of economics & finance : IREF
214
Working paper
213
Journal of international money and finance
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Finance research letters
191
Journal of empirical finance
184
International review of financial analysis
182
Journal of financial economics
173
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
164
IZA Discussion Paper
153
Discussion paper
148
Journal of applied econometrics
144
Discussion papers / CEPR
143
Discussion paper / Tinbergen Institute
138
The North American journal of economics and finance : a journal of financial economics studies
137
Journal of economic dynamics & control
136
Europäische Hochschulschriften / 5
133
Journal of macroeconomics
124
The European journal of finance
113
Energy economics
112
The review of economics and statistics
112
Journal of international financial markets, institutions & money
111
The journal of finance : the journal of the American Finance Association
107
SpringerLink / Bücher
102
International journal of forecasting
101
Journal of monetary economics
101
International journal of finance & economics : IJFE
100
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ECONIS (ZBW)
384
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384
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
4
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
7
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
8
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
9
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
10
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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