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subject:"Capital income"
subject:"Kapitaleinkommen"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Kapitaleinkommen
Estimation
314
Schätzung
314
Forecasting model
167
Prognoseverfahren
167
Theorie
117
Theory
117
USA
90
United States
90
Time series analysis
74
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74
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59
Volatilität
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Börsenkurs
40
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40
Welt
29
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29
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28
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27
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27
Estimation theory
26
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24
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23
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22
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21
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20
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Article
63
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Aufsatz in Zeitschrift
Article in journal
63
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English
63
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Bali, Turan G.
2
Ang, Andrew
1
Arroyo, Javier
1
Asai, Manabu
1
Asimakopoulos, Panagiotis
1
Asimakopoulos, Stylianos
1
Audrino, Francesco
1
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1
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1
Bauwens, Luc
1
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1
Bhattacharya, Utpal
1
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1
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1
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1
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1
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1
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1
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1
Clements, Adam
1
Cooper, Ilan
1
Croux, Christophe
1
De Giorgi, Enrico
1
Dichtl, Hubert
1
Dionne, Georges
1
Doukas, John A.
1
Drobetz, Wolfgang
1
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1
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1
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1
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1
Fu, Xi
1
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1
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1
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1
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1
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International journal of forecasting
Journal of financial and quantitative analysis : JFQA
Finance research letters
148
Journal of banking & finance
139
International review of financial analysis
130
Journal of financial economics
127
International review of economics & finance : IREF
119
Journal of empirical finance
118
Applied economics
100
The North American journal of economics and finance : a journal of financial economics studies
89
Applied financial economics
87
Applied economics letters
84
Economic modelling
81
Journal of international financial markets, institutions & money
78
Research in international business and finance
67
Pacific-Basin finance journal
66
The European journal of finance
66
Review of quantitative finance and accounting
59
Journal of econometrics
53
Journal of international money and finance
52
Management science : journal of the Institute for Operations Research and the Management Sciences
50
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
Journal of financial markets
38
Cogent economics & finance
37
Energy economics
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
Investment management and financial innovations
31
Journal of forecasting
31
International journal of economics and financial issues : IJEFI
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
The journal of finance : the journal of the American Finance Association
29
Quantitative finance
24
Review of finance : journal of the European Finance Association
24
The journal of asset management
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ECONIS (ZBW)
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Is there smart money? : how information in the commodity futures market is priced into the cross section of stock returns with delay
Ho, Steven Wei
;
Lauwers, Alexandre R.
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
8
,
pp. 3201-3230
Persistent link: https://www.econbiz.de/10014465417
Saved in:
3
Business cycles, regime shifts, and return predictability
Wei Yang
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
7
,
pp. 3058-3084
Persistent link: https://www.econbiz.de/10014437961
Saved in:
4
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
5
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
6
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
7
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
8
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
9
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
10
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
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