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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"International journal of forecasting"
~isPartOf:"The European journal of finance"
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Capital income
Estimation
588
Schätzung
585
Theorie
178
Theory
178
Forecasting model
146
Prognoseverfahren
146
Volatility
106
Volatilität
105
Time series analysis
93
Zeitreihenanalyse
93
Estimation theory
90
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90
Kapitaleinkommen
85
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67
Panel study
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85
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Gupta, Rangan
5
Copeland, Laurence S.
2
Lin, Qi
2
Lin, Xi
2
McMillan, David G.
2
Olmo, Jose
2
Pierdzioch, Christian
2
Potì, Valerio
2
Xu, Yongdeng
2
Adigun, Rasheed
1
Ahmed, Sheraz
1
Algaba, Andres
1
Alireza Zarei
1
Alonso-Conde, Ana Belén
1
Anatolyev, Stanislav
1
Asai, Manabu
1
Audrino, Francesco
1
Balcilar, Mehmet
1
Ballinari, Daniele
1
Bauwens, Luc
1
Bekiros, Stelios
1
Bell, Adrian R.
1
Bertelsen, Kristoffer Pons
1
Bhatti, Muhammad Ishaq
1
Blomkvist, Magnus
1
Borup, Daniel
1
Boudt, Kris
1
Brooks, Chris
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Caferra, Rocco
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Cao, Jia
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Catania, Leopoldo
1
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1
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1
Clements, Adam
1
Conlon, Thomas
1
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1
Croux, Christophe
1
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Economics letters
International journal of forecasting
The European journal of finance
Finance research letters
142
International review of economics & finance : IREF
93
International review of financial analysis
93
Journal of banking & finance
84
Journal of financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
78
Journal of empirical finance
74
Applied economics
67
Economic modelling
62
Pacific-Basin finance journal
61
Research in international business and finance
54
Journal of international financial markets, institutions & money
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Journal of econometrics
42
Applied economics letters
41
Management science : journal of the Institute for Operations Research and the Management Sciences
40
Review of quantitative finance and accounting
37
Energy economics
34
Journal of international money and finance
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of financial markets
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Discussion papers / CEPR
25
International journal of finance & economics : IJFE
25
International journal of economics and finance
24
Journal of financial econometrics
22
Quantitative finance
22
Working paper / National Bureau of Economic Research, Inc.
21
Discussion paper / Centre for Economic Policy Research
20
Emerging markets, finance and trade : EMFT
19
Journal of economic dynamics & control
17
Review of finance : journal of the European Finance Association
17
Theoretical economics letters
17
Journal of forecasting
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
Global finance journal
15
Financial markets and portfolio management
14
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ECONIS (ZBW)
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1
Natural disasters, investor sentiments and stock market reactions : evidence from Turkey-Syria earthquakes
Sakariyahu, Rilwan
;
Lawal, Rodiat
;
Oyekola, Olayinka
; …
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451170
Saved in:
2
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
3
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
4
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
5
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
6
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
7
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
8
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
9
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
10
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
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