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subject:"Capital income"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Exchange rate"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Kapitaleinkommen
Exchange rate
Estimation
77
Schätzung
77
Theorie
39
Theory
39
Volatility
34
Volatilität
34
Börsenkurs
28
Share price
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ARCH model
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ARCH-Modell
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Forecasting model
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Prognoseverfahren
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Time series analysis
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Estimation theory
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Schätztheorie
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Risk measure
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Aufsatz in Zeitschrift
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34
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English
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Garcia, René
5
Almeida, Caio
3
Ardison, Kym
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Narayan, Paresh Kumar
2
Olmo, Jose
2
Schaumburg, Ernst
2
Westerlund, Joakim
2
Abbritti, Mirko
1
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1
Ahlgren, Niklas
1
Ahoniemi, Katja
1
Altavilla, Carlo
1
Amisano, Gianni
1
Antell, Jan
1
Bali, Turan G.
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Burnside, Craig
1
Camponovo, Lorenzo
1
Chollete, Lorán
1
Costantini, Riccardo
1
Dijk, Dick van
1
Dufour, Jean-Marie
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Engle, Robert F.
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Fuertes, Ana María
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Galvão Júnior, Antônio Fialho
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Ghysels, Eric
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Giacomini, Raffaella
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Gil-Alaña, Luis A.
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1
Haas, Markus
1
Heinen, Andréas
1
Hounyo, Ulrich
1
Jacobs, Kris
1
Jacquier, Eric
1
Jondeau, Eric
1
Juhl, Ted
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
163
International review of economics & finance : IREF
163
Applied economics
161
Journal of banking & finance
151
International review of financial analysis
148
Journal of international money and finance
141
Journal of financial economics
132
Journal of empirical finance
128
Economic modelling
127
The North American journal of economics and finance : a journal of financial economics studies
122
Applied financial economics
121
Applied economics letters
117
Journal of international financial markets, institutions & money
112
Research in international business and finance
83
International journal of finance & economics : IJFE
82
The European journal of finance
81
International journal of economics and financial issues : IJEFI
71
Pacific-Basin finance journal
70
International journal of economics and finance
64
Review of quantitative finance and accounting
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Energy economics
58
Journal of econometrics
58
Economics letters
57
Journal of risk and financial management : JRFM
57
Cogent economics & finance
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
International journal of forecasting
46
The empirical economics letters : a monthly international journal of economics
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
45
Journal of financial markets
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Journal of forecasting
37
Global finance journal
33
Investment management and financial innovations
33
Open economies review
33
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Galvão Júnior, Antônio Fialho
;
Juhl, Ted
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 211-243
Persistent link: https://www.econbiz.de/10011987759
Saved in:
2
Is imperfection better? : evidence from predicting stock and bond returns
Lučivjanská, Katarína
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10011987766
Saved in:
3
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
4
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
5
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
6
Mutual funds dynamics and economic predictors
Amisano, Gianni
;
Savona, Roberto
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 302-330
Persistent link: https://www.econbiz.de/10011987457
Saved in:
7
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
8
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
9
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
10
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
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