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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"United States"
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Kapitaleinkommen
United States
Estimation
711
Schätzung
706
Estimation theory
222
Schätztheorie
222
Theorie
204
Theory
204
Volatility
170
Volatilität
170
Time series analysis
132
Zeitreihenanalyse
132
Capital income
131
Börsenkurs
126
Share price
126
Nichtparametrisches Verfahren
110
Nonparametric statistics
110
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105
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93
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Todorov, Viktor
8
Bollerslev, Tim
6
Andersen, Torben
4
Narayan, Paresh Kumar
4
Zaremba, Adam
4
Aït-Sahalia, Yacine
3
Cakici, Nusret
3
Koop, Gary
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Bekaert, Geert
2
Bley, Jorg
2
Brooks, Robert
2
Chiah, Mardy
2
Devpura, Neluka
2
Filis, George
2
Fulop, Andras
2
Harvey, Andrew C.
2
Kanas, Angelos
2
Li, Jia
2
Li, Yingying
2
Long, Huaigang
2
McAleer, Michael
2
Meddahi, Nour
2
Mroz, Thomas A.
2
Nguyen, Duc Khuong
2
Paolella, Marc S.
2
Park, Joon Y.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Ryu, Hang-keun
2
Saad, Mohsen M.
2
Sakemoto, Ryuta
2
Sharma, Susan Sunila
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Zhou, Hao
2
Akhtaruzzaman, Md.
1
Al-Khazali, Osamah
1
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Journal of econometrics
Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
1,518
Discussion paper series / IZA
423
Discussion paper / Centre for Economic Policy Research
400
Applied economics
341
NBER working paper series
235
Applied economics letters
212
CESifo working papers
189
Journal of banking & finance
184
Finance and economics discussion series
180
The review of economics and statistics
172
Applied financial economics
166
Finance research letters
161
Journal of financial economics
158
The journal of finance : the journal of the American Finance Association
157
NBER Working Paper
154
The American economic review
152
International review of economics & finance : IREF
151
Working paper
151
International review of financial analysis
149
Economic modelling
138
Journal of empirical finance
135
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
123
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of international money and finance
120
Economics letters
116
Journal of applied econometrics
102
Journal of financial and quantitative analysis : JFQA
96
The journal of futures markets
96
The review of financial studies
94
Review of quantitative finance and accounting
92
Journal of money, credit and banking : JMCB
89
Discussion paper
86
The European journal of finance
78
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
78
Journal of political economy
77
Research in international business and finance
76
American economic journal : a journal of the American Economic Association
75
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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