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subject:"Capital income"
subject:"Welt"
~isPartOf:"Financial markets and portfolio management"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
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Capital income
Welt
Estimation theory
1,684
Schätztheorie
1,684
Theorie
392
Theory
392
Nichtparametrisches Verfahren
314
Nonparametric statistics
314
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312
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Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Todorov, Viktor
4
Andersen, Torben
3
Li, Yingying
3
Mykland, Per A.
3
Tauchen, George Eugene
3
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3
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2
Kim, Dukpa
2
Li, Jia
2
Peng, Bin
2
Shephard, Neil G.
2
Xiu, Dacheng
2
Zhang, Lan
2
Zheng, Xinghua
2
Abdymomunov, Azamat
1
Ahsan, Nazmul
1
Archakov, Ilya
1
Bakalli, Gaetan
1
Bollerslev, Tim
1
Bouezmarni, Taoufik
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
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1
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1
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1
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1
Cushman, David O.
1
Dai, Chaoxing
1
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1
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1
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Financial markets and portfolio management
Journal of econometrics
Journal of international money and finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Journal of empirical finance
21
Economics letters
20
Finance research letters
14
Applied economics
11
Journal of applied econometrics
11
Journal of forecasting
10
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10
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7
Cambridge working papers in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
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Discussion paper / Department of Economics, University of California San Diego
5
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International journal of economics and finance
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ECONIS (ZBW)
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1
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:
2
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
3
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:
4
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
5
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:
6
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
7
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
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
Post-processed posteriors for sparse covariances
Lee, Kwangmin
;
Lee, Jaeyong
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014332347
Saved in:
10
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
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