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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Theorie"
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Capital income
Theorie
Estimation
657
Schätzung
652
Estimation theory
225
Schätztheorie
225
Theory
213
Volatility
128
Volatilität
128
Börsenkurs
119
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119
Time series analysis
119
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119
Kapitaleinkommen
118
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107
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Bohl, Martin T.
10
Todorov, Viktor
9
Bollerslev, Tim
5
Koop, Gary
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Henke, Harald
4
Tauchen, George Eugene
4
Zhou, Guofu
4
Frühwirth-Schnatter, Sylvia
3
Gallant, A. Ronald
3
Ge̜bka, Bartosz
3
Ghysels, Eric
3
Hasler, Michael
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Steel, Mark F. J.
3
Timmermann, Allan
3
Xiu, Dacheng
3
Yang, Liyan
3
Asai, Manabu
2
Bali, Turan G.
2
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2
Cen, Ling
2
Da, Zhi
2
Ergemen, Yunus Emre
2
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2
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2
Galvão Júnior, Antônio Fialho
2
Hallin, Marc
2
Han, Xu
2
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2
Heckman, James J.
2
Hollstein, Fabian
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Joslin, Scott
2
Khwaja, Ahmed
2
Kutlu, Levent
2
Li, Jia
2
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Working paper / National Bureau of Economic Research, Inc.
622
NBER working paper series
523
NBER Working Paper
478
Applied economics
399
Discussion paper / Centre for Economic Policy Research
377
Discussion paper series / IZA
289
CESifo working papers
257
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253
Economics letters
245
Applied economics letters
239
Journal of banking & finance
218
Working paper
211
International review of economics & finance : IREF
207
Journal of international money and finance
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
188
Finance research letters
186
Journal of empirical finance
179
Applied financial economics
171
International review of financial analysis
170
Journal of financial economics
169
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
IZA Discussion Paper
153
Discussion paper
145
Journal of applied econometrics
144
Discussion papers / CEPR
139
Discussion paper / Tinbergen Institute
135
Journal of economic dynamics & control
134
The North American journal of economics and finance : a journal of financial economics studies
134
Europäische Hochschulschriften / 5
133
Journal of macroeconomics
124
The European journal of finance
112
The review of economics and statistics
112
Energy economics
109
Journal of international financial markets, institutions & money
106
The journal of finance : the journal of the American Finance Association
103
International journal of forecasting
101
SpringerLink / Bücher
100
Journal of monetary economics
99
International journal of finance & economics : IJFE
97
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ECONIS (ZBW)
292
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1
Labor unemployment risk and CEO incentive compensation
Ellul, Andrew
;
Wang, Cong
;
Zhang, Kuo
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 885-906
Persistent link: https://www.econbiz.de/10014513772
Saved in:
2
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
3
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
Saved in:
4
A one-factor model of corporate bond premia
Elkamhi, Redouane
;
Jo, Chanik
;
Nozawa, Yoshio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1875-1900
Persistent link: https://www.econbiz.de/10014515157
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5
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
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6
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
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7
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Kalogeropoulos, Konstantinos
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
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8
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
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9
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:
10
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
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