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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"CREATES research paper"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Kapitaleinkommen
Estimation
79
Schätzung
79
Theorie
32
Theory
32
Time series analysis
25
Zeitreihenanalyse
25
Capital income
23
Estimation theory
18
Schätztheorie
18
Volatility
18
Volatilität
18
Börsenkurs
15
Forecasting model
15
Prognoseverfahren
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Share price
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Risikoprämie
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Risk premium
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United States
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Cointegration
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Kointegration
11
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8
ARCH-Modell
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Factor analysis
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Faktorenanalyse
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Stochastic process
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Stochastischer Prozess
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6
VAR model
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VAR-Modell
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Anleihe
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Bond
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Working Paper
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Non-commercial literature
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English
23
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Bollerslev, Tim
4
Todorov, Viktor
4
Andreasen, Martin Møller
3
Christensen, Bent Jesper
2
Engsted, Tom
2
Violante, Francesco
2
Amaya, Diego
1
Andersen, Torben
1
Christoffersen, Peter F.
1
Ergemen, Yunus Emre
1
Eriksen, Jonas Nygaard
1
Fusari, Nicola
1
Grassi, Stefano
1
Jacobs, Kris
1
Jørgensen, Kasper
1
Kjær, Mads Markvart
1
Lanne, Markku
1
Li, Sophia Zhengzi
1
Meldrum, Andrew
1
Nielsen, Ole Linnemann
1
Ntantamis, Christos
1
Nyberg, Henri
1
Osterrieder, Daniela
1
Pedersen, Thomas Q.
1
Pesersen, Thomas Q.
1
Posedel Šimović, Petra
1
Posselt, Anders Merrild
1
Rombouts, Jeroen V. K.
1
Schotman, Peter C.
1
Silvennoinen, Annastiina
1
Stentoft, Lars
1
Teräsvirta, Timo
1
Tevdovski, Dragan
1
Vasquez, Aurelio
1
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1
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
88
Research paper series / Swiss Finance Institute
39
Working paper
37
CESifo working papers
35
Finance and economics discussion series
32
Discussion paper / Centre for Economic Policy Research
25
Discussion papers / CEPR
25
Working paper / Centre for Financial Research
22
Swiss Finance Institute Research Paper
21
Discussion paper
17
Discussion paper / Tinbergen Institute
17
CFS working paper series
16
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
14
Department of Economics working paper series
14
Discussion papers in economics
14
IES working paper
13
Fisher College of Business working paper series
10
SFB 649 discussion paper
10
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ZEW discussion papers
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Kiel working paper
9
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9
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8
International finance discussion papers
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SNB working papers
8
Staff reports / Federal Reserve Bank of New York
7
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7
Working papers / Rodney L. White Center for Financial Research
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion paper series / LSE Financial Markets Group
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Econometric Institute research papers
6
IMF working papers
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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SAFE working paper
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Temi di discussione / Banca d'Italia
6
WWZ working paper
6
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6
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ECONIS (ZBW)
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1
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
6
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
7
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
8
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
Saved in:
9
Dynamics of variance risk premia, investors' sentiment and return predictability
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2017
Persistent link: https://www.econbiz.de/10011624137
Saved in:
10
The predictive power of dividend yields for future infl‡ation : money illusion or rational causes?
Engsted, Tom
;
Pedersen, Thomas Q.
-
2016
Persistent link: https://www.econbiz.de/10011474702
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