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isPartOf:"Applied financial economics"
subject:"Kapitaleinkommen"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Theorie
Zeitreihenanalyse
Estimation
444
Schätzung
444
USA
99
United States
99
Theory
95
Capital income
87
Börsenkurs
84
Share price
84
Volatility
75
Volatilität
75
Aktienmarkt
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180
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Barkoulas, John T.
3
Alles, Lakshman
2
Baum, Christopher F.
2
Becchetti, Leonardo
2
Clare, Andrew D.
2
Craigwell, Roland C.
2
Elfakhani, Said
2
Faff, Robert W.
2
Lee, Kiseok
2
Lucey, Brian M.
2
Madura, Jeff
2
McMillan, David G.
2
Miffre, Joëlle
2
Mills, Terence C.
2
Niizeki, Mikiyo Kii
2
Sengupta, Jati K.
2
Silvapulle, Paramsothy
2
Travlos, Nickolaos G.
2
Wohar, Mark E.
2
Zheng, Yijuan
2
Adrangi, Bahram
1
Ajmi, Ahdi Noomen
1
Akhigbe, Aigbe O.
1
Allen, David E.
1
Ammann, Manuel
1
Andersson, Magnus
1
Angelidis, Timotheos
1
Antoniou, Antonios
1
Ap Gwilym, Owain
1
Apergēs, Nikolaos
1
Argaç, Reha
1
Ariff, Mohamed
1
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1
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1
Badarudin, Zatul E.
1
Bahmani-Oskooee, Mohsen
1
Bai, Ye
1
Ballestra, Luca Vincenzo
1
Basarrate Urízar, Begoña
1
Beckmann, Joscha
1
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Applied financial economics
Working paper / National Bureau of Economic Research, Inc.
627
NBER working paper series
530
NBER Working Paper
487
Applied economics
455
Discussion paper / Centre for Economic Policy Research
386
Economic modelling
308
Discussion paper series / IZA
303
CESifo working papers
299
Applied economics letters
289
Economics letters
269
Journal of econometrics
247
Working paper
237
Journal of banking & finance
230
International review of economics & finance : IREF
222
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
220
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
216
Journal of international money and finance
207
Finance research letters
196
Journal of empirical finance
188
International review of financial analysis
173
Journal of financial economics
172
Discussion paper / Tinbergen Institute
161
IZA Discussion Paper
158
Discussion paper
153
Journal of applied econometrics
153
Journal of economic dynamics & control
147
The North American journal of economics and finance : a journal of financial economics studies
147
Discussion papers / CEPR
144
Energy economics
141
Journal of macroeconomics
139
Europäische Hochschulschriften / 5
138
International journal of forecasting
123
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
117
International journal of finance & economics : IJFE
114
The European journal of finance
114
Journal of international financial markets, institutions & money
113
The review of economics and statistics
112
Journal of forecasting
106
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
180
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1
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
2
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
3
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
4
High-yield versus investment-grade bonds : less risk and greater returns?
Li, Hsi-cheng
;
McCarthy, Joseph
;
Pantalone, Coleen C.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1303-1312
Persistent link: https://www.econbiz.de/10010460175
Saved in:
5
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
6
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
7
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
8
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
9
Smaller portfolio returns and the risk-return trade-off for the whole market
Dorfman, Jeffrey H.
;
Park, Myung D.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 853-869
Persistent link: https://www.econbiz.de/10010405234
Saved in:
10
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
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