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isPartOf:"Discussion paper series"
subject:"Capital income"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Portfolio-Management"
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Capital income
Portfolio-Management
Estimation
772
Schätzung
772
Theorie
241
Theory
241
Estimation theory
139
Schätztheorie
139
Volatility
137
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Narayan, Paresh Kumar
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Discussion paper series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international financial markets, institutions & money
Journal of banking & finance
175
Finance research letters
161
International review of financial analysis
146
International review of economics & finance : IREF
138
Journal of empirical finance
134
Journal of financial economics
134
Applied economics
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NBER working paper series
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110
The North American journal of economics and finance : a journal of financial economics studies
101
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The European journal of finance
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
65
Journal of international money and finance
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Journal of econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
55
Research paper series / Swiss Finance Institute
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
The journal of finance : the journal of the American Finance Association
49
Economics letters
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Working paper
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Journal of risk and financial management : JRFM
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Energy economics
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International journal of economics and finance
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International journal of finance & economics : IJFE
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Journal of financial and quantitative analysis : JFQA
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Finance and economics discussion series
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CESifo working papers
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Journal of financial markets
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Discussion papers / CEPR
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
135
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1
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
2
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
3
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
4
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
5
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
6
Hedging effectiveness of cryptocurrencies in the European stock market
Gambarelli, Luca
;
Marchi, Gianluca
;
Muzzioli, Silvia
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014333731
Saved in:
7
The long-run risk premium in the intertemporal CAPM : international evidence
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490038
Saved in:
8
Blockchain characteristics and cryptocurrency returns
Bhambhwani, Siddharth M.
;
Delikouras, Stefanos
; …
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014433335
Saved in:
9
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
10
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
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