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isPartOf:"Econometric reviews"
subject:"Volatilität"
~subject:"Kapitaleinkommen"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Kapitaleinkommen
USA
Estimation
141
Schätzung
141
Theorie
72
Theory
72
Estimation theory
54
Schätztheorie
54
Time series analysis
41
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41
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Aufsatz in Zeitschrift
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McAleer, Michael
4
Asai, Manabu
3
Maasoumi, Esfandiar
3
Chan, Joshua
2
Jawadi, Fredj
2
Meyer, Renate
2
Teräsvirta, Timo
2
Abaye, A.
1
Adolfson, Malin
1
Ahn, Seung Chan
1
Alghalith, Moawia
1
Amado, Cristina
1
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1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Armah, Nii Ayi
1
Audrino, Francesco
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Blundell, Richard W.
1
Bond, Stephen
1
Brown, Jennifer A.
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Yuzhi
1
Caporale, Guglielmo Maria
1
Caporin, Massimiliano
1
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1
Corsi, Fulvio
1
Dagum, Camilo
1
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1
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1
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1
Filipova, Kameliya
1
Ftiti, Zied
1
Glickman, Mark E.
1
Good, David H.
1
Harvey, David I.
1
Jiang, Chuanliang
1
Jin, Shusong
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Econometric reviews
Applied economics
426
Applied economics letters
258
Journal of banking & finance
221
Finance research letters
220
International review of economics & finance : IREF
209
Economic modelling
208
Applied financial economics
205
International review of financial analysis
195
Energy economics
183
The review of economics and statistics
173
The North American journal of economics and finance : a journal of financial economics studies
172
Journal of empirical finance
167
Journal of financial economics
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Journal of international money and finance
164
Journal of econometrics
163
The journal of finance : the journal of the American Finance Association
158
Economics letters
155
The American economic review
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
149
Journal of international financial markets, institutions & money
127
The journal of futures markets
124
Journal of applied econometrics
117
Research in international business and finance
113
Review of quantitative finance and accounting
105
The European journal of finance
99
Journal of financial and quantitative analysis : JFQA
98
Journal of money, credit and banking : JMCB
98
The review of financial studies
94
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
91
International journal of finance & economics : IJFE
89
Pacific-Basin finance journal
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
84
Journal of monetary economics
83
Journal of economic dynamics & control
82
Journal of risk and financial management : JRFM
79
Journal of political economy
77
American economic journal : a journal of the American Economic Association
76
Management science : journal of the Institute for Operations Research and the Management Sciences
74
International journal of forecasting
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ECONIS (ZBW)
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
4
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
5
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
6
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
7
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
8
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
9
Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang
;
Maasoumi, Esfandiar
;
Xiao, Zhijie
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 715-743
Persistent link: https://www.econbiz.de/10012262517
Saved in:
10
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
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