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source:"econis"
subject:"Estimation"
~isPartOf:"Applied financial economics"
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
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Estimation
Capital income
Theorie
330
Theory
330
Schätzung
95
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44
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44
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43
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43
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39
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Aufsatz in Zeitschrift
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Alles, Lakshman
2
Craigwell, Roland C.
2
Faff, Robert W.
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Gupta, Rangan
2
Hamori, Shigeyuki
2
Lee, Kiseok
2
Mills, Terence C.
2
Niizeki, Mikiyo Kii
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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Applied financial economics
Applied economics
353
Economics letters
251
Economic modelling
211
Journal of banking & finance
211
Journal of econometrics
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Applied economics letters
188
Journal of empirical finance
171
Journal of economic dynamics & control
167
Journal of financial economics
165
Journal of international money and finance
165
Journal of applied econometrics
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
The journal of finance : the journal of the American Finance Association
152
International review of economics & finance : IREF
150
Finance research letters
138
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122
Journal of monetary economics
120
International journal of forecasting
118
The review of economics and statistics
114
International review of financial analysis
112
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109
The European journal of finance
107
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106
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European economic review : EER
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
The North American journal of economics and finance : a journal of financial economics studies
88
Journal of urban economics
85
Econometric reviews
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Journal of money, credit and banking : JMCB
81
The economic journal : the journal of the Royal Economic Society
80
Energy economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of finance & economics : IJFE
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The Canadian journal of economics
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American journal of agricultural economics
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ECONIS (ZBW)
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123
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1
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
Saved in:
2
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Simo-Kengne, Beatrice D.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1147-1157
Persistent link: https://www.econbiz.de/10010418941
Saved in:
3
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
4
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
5
Momentum strategy and credit risk
Lu, Su-lien
;
Lee, Kuo-jung
;
Yu, Chia-chang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 753-762
Persistent link: https://www.econbiz.de/10010402585
Saved in:
6
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
7
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
8
Consumption, change in expectations and equity returns
Quijano, Margot
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1839-1851
Persistent link: https://www.econbiz.de/10010337259
Saved in:
9
Evidence for state and time nonseparable preferences : the case of Finland
Virk, Nader Shahzad
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1821-1838
Persistent link: https://www.econbiz.de/10010337260
Saved in:
10
Idiosyncratic risk and expected returns : a panel data model with random effects
Wang, Mu-Shun
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 869-880
Persistent link: https://www.econbiz.de/10009771164
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