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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Share price"
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Kapitaleinkommen
Share price
Estimation
1,591
Schätzung
1,585
Theorie
417
Theory
417
Volatility
314
Volatilität
314
Estimation theory
281
Schätztheorie
281
Time series analysis
249
Zeitreihenanalyse
249
Börsenkurs
228
Capital income
223
Panel
218
Panel study
218
Forecasting model
174
Prognoseverfahren
174
Welt
164
World
164
Cointegration
163
USA
163
United States
163
Kointegration
162
Aktienmarkt
154
Stock market
154
Regression analysis
143
Regressionsanalyse
143
Nichtparametrisches Verfahren
132
Nonparametric statistics
132
ARCH model
128
ARCH-Modell
128
Geldpolitik
121
Monetary policy
121
VAR model
116
VAR-Modell
116
Economic growth
98
EU countries
97
EU-Staaten
97
Schock
97
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330
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330
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330
Conference paper
1
Konferenzbeitrag
1
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English
330
Author
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Gupta, Rangan
12
Todorov, Viktor
10
Bollerslev, Tim
6
Li, Jia
5
Tauchen, George Eugene
5
Dai, Zhifeng
4
Hau, Liya
4
Kim, Donggyu
4
Lee, Chien-chiang
4
Tiwari, Aviral Kumar
4
Xiu, Dacheng
4
Yang, Chunpeng
4
Zaremba, Adam
4
Zhu, Huiming
4
Andersen, Torben
3
Caporin, Massimiliano
3
Chen, Mei-Ping
3
Jung, Hojin
3
Kang, Sang Hoon
3
Kim, Jong-Min
3
Liu, Li
3
Mensi, Walid
3
Paolella, Marc S.
3
Uddin, Mohammed Gazi Salah
3
Wang, Yazhen
3
Wang, Yudong
3
Xuan Vinh Vo
3
Zhang, Yaojie
3
Zhou, Liyun
3
Al-Shboul, Mohammad
2
Andreou, Elena
2
Anwar, Sajid
2
Apergēs, Nikolaos
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Balcilar, Mehmet
2
Bohl, Martin T.
2
Changqing, Luo
2
Chen, Shyh-Wei
2
Chen, Wen-Yi
2
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Economic modelling
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
196
NBER working paper series
173
Journal of banking & finance
169
Working paper / National Bureau of Economic Research, Inc.
168
International review of financial analysis
162
International review of economics & finance : IREF
161
Applied economics letters
147
Applied financial economics
145
Applied economics
144
Journal of financial economics
143
Journal of empirical finance
142
NBER Working Paper
140
Journal of international financial markets, institutions & money
116
Research in international business and finance
97
Pacific-Basin finance journal
84
The European journal of finance
84
Energy economics
76
Review of quantitative finance and accounting
75
Journal of international money and finance
73
Journal of risk and financial management : JRFM
73
Discussion paper / Centre for Economic Policy Research
72
CESifo working papers
67
International journal of finance & economics : IJFE
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
International journal of economics and finance
60
Working paper
59
Management science : journal of the Institute for Operations Research and the Management Sciences
58
The journal of finance : the journal of the American Finance Association
57
Cogent economics & finance
55
Research paper series / Swiss Finance Institute
55
Economics letters
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
International journal of economics and financial issues : IJEFI
50
Journal of financial markets
50
Journal of financial and quantitative analysis : JFQA
49
The journal of futures markets
48
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ECONIS (ZBW)
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
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:
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
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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
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:
7
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
8
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
9
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
10
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
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