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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Volatility"
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Kapitaleinkommen
Volatility
Estimation
772
Schätzung
767
Estimation theory
228
Schätztheorie
228
Theorie
226
Theory
226
Volatilität
198
Time series analysis
149
Zeitreihenanalyse
149
Capital income
142
Börsenkurs
140
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140
Nichtparametrisches Verfahren
113
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Regressionsanalyse
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269
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Todorov, Viktor
14
Gupta, Rangan
9
Bollerslev, Tim
8
Tauchen, George Eugene
7
Zhu, Huiming
7
Hau, Liya
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
McAleer, Michael
5
Pierdzioch, Christian
5
Aït-Sahalia, Yacine
4
Dai, Zhifeng
4
Francq, Christian
4
Kang, Sang Hoon
4
Mensi, Walid
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Asai, Manabu
3
Fan, Jianqing
3
Paolella, Marc S.
3
Patton, Andrew J.
3
Taylor, Robert
3
Wang, Yazhen
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Zhou, Liyun
3
Al-Yahyaee, Khamis Hamed
2
Andreou, Elena
2
Balcilar, Mehmet
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Qitong
2
Cho, Hoon
2
Christensen, Kim
2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
210
Applied economics
192
International review of financial analysis
182
Journal of banking & finance
181
International review of economics & finance : IREF
180
Working paper / National Bureau of Economic Research, Inc.
161
Economic modelling
160
Journal of empirical finance
158
NBER working paper series
156
Energy economics
152
Applied financial economics
140
Journal of financial economics
140
Applied economics letters
137
NBER Working Paper
131
Journal of international financial markets, institutions & money
115
Research in international business and finance
108
Journal of international money and finance
105
Working paper
99
The European journal of finance
92
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Pacific-Basin finance journal
83
CESifo working papers
81
Journal of risk and financial management : JRFM
74
Review of quantitative finance and accounting
73
Discussion paper / Centre for Economic Policy Research
72
International journal of finance & economics : IJFE
70
The journal of futures markets
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of economics and finance
63
Management science : journal of the Institute for Operations Research and the Management Sciences
62
Discussion paper / Tinbergen Institute
59
International journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Cogent economics & finance
56
Research paper series / Swiss Finance Institute
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
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ECONIS (ZBW)
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1
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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