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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Kapitaleinkommen
Estimation
1,252
Schätzung
1,247
Volatility
340
Volatilität
340
Theorie
301
Theory
301
Estimation theory
246
Schätztheorie
246
Oil price
210
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210
Time series analysis
203
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Todorov, Viktor
8
Gupta, Rangan
6
Bollerslev, Tim
5
Zhu, Huiming
5
Bouri, Elie
4
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
3
Nonejad, Nima
3
Paolella, Marc S.
3
Tauchen, George Eugene
3
Tiwari, Aviral Kumar
3
Xiu, Dacheng
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zaremba, Adam
3
Zhou, Liyun
3
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Cho, Hoon
2
Ferrer, Román
2
Guo, Yawei
2
Jung, Hojin
2
Karathanasopoulos, Andreas
2
Kim, Dong H.
2
Kim, Jong-Min
2
Li, Jia
2
Li, Yingying
2
Liu, Li
2
Ma, Feng
2
McAleer, Michael
2
Meddahi, Nour
2
Mikutowski, Mateusz
2
Mo, Guoli
2
Park, Sung Y.
2
Patton, Andrew J.
2
Pelger, Markus
2
Pierdzioch, Christian
2
Polak, Pawel
2
Rahman, Md Lutfur
2
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Energy economics
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
148
Journal of banking & finance
139
International review of financial analysis
130
Journal of financial economics
127
Journal of empirical finance
120
International review of economics & finance : IREF
119
Applied economics
100
NBER working paper series
95
Working paper / National Bureau of Economic Research, Inc.
88
Applied financial economics
87
Applied economics letters
84
Economic modelling
81
Journal of international financial markets, institutions & money
78
NBER Working Paper
71
Research in international business and finance
67
The European journal of finance
67
Pacific-Basin finance journal
66
Review of quantitative finance and accounting
59
Journal of international money and finance
52
Management science : journal of the Institute for Operations Research and the Management Sciences
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Economics letters
42
International journal of finance & economics : IJFE
41
International journal of economics and finance
40
Journal of risk and financial management : JRFM
40
Working paper
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Research paper series / Swiss Finance Institute
39
Journal of financial markets
38
Cogent economics & finance
37
CESifo working papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
Finance and economics discussion series
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International journal of forecasting
32
Investment management and financial innovations
31
Journal of financial and quantitative analysis : JFQA
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Journal of forecasting
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ECONIS (ZBW)
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1
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
Saved in:
2
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:
3
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
7
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
8
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
9
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
10
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
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