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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~person:"Duong, Diep"
~person:"Paolella, Marc S."
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Kapitaleinkommen
ARCH model
3
ARCH-Modell
3
Capital income
3
Estimation
3
Schätzung
3
Volatility
3
Volatilität
3
Forecasting model
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Market microstructure
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Duong, Diep
Paolella, Marc S.
Todorov, Viktor
8
Bollerslev, Tim
5
Andersen, Torben
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Li, Jia
2
Li, Yingying
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Meddahi, Nour
2
Patton, Andrew J.
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Pelger, Markus
2
Polak, Pawel
2
Andreou, Elena
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Asai, Manabu
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Bakalli, Gaetan
1
Bandi, Federico M.
1
Bekaert, Geert
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Bibinger, Markus
1
Bonomo, Marco Antonio
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Cederburg, Scott
1
Chan, Thomas W. C.
1
Chen, Rui
1
Choi, Yongok
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Chu, Amanda M. Y.
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Crato, Nuno
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DeLima, Pedro J. F.
1
DeSantis, Mark
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Demetrescu, Matei
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Dhaene, Geert
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El Ghouch, Anouar
1
Ergemen, Yunus Emre
1
Fan, Jianqing
1
Francq, Christian
1
Fulop, Andras
1
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Journal of econometrics
CFS working paper series
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
Asia-Pacific financial markets
1
Econometrics : open access journal
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
2
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
3
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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