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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Regressionsanalyse"
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Kapitaleinkommen
Regressionsanalyse
Estimation
1,023
Schätzung
1,018
Volatility
266
Volatilität
266
Theorie
264
Theory
264
Estimation theory
235
Schätztheorie
235
Capital income
221
Börsenkurs
212
Share price
212
Time series analysis
166
Zeitreihenanalyse
166
Forecasting model
141
Prognoseverfahren
141
Aktienmarkt
131
Stock market
131
USA
123
United States
123
Panel
122
Panel study
122
Nichtparametrisches Verfahren
117
Nonparametric statistics
117
ARCH model
112
ARCH-Modell
112
Regression analysis
109
Welt
98
World
98
Exchange rate
81
Wechselkurs
81
CAPM
71
Cointegration
71
Kointegration
71
Portfolio selection
68
Portfolio-Management
68
Risikoprämie
65
Risk premium
65
VAR model
59
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Free
1
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Article
309
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309
Aufsatz in Zeitschrift
309
Conference paper
3
Konferenzbeitrag
3
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English
309
Author
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Todorov, Viktor
8
Gupta, Rangan
6
Zaremba, Adam
6
Bollerslev, Tim
5
Narayan, Paresh Kumar
5
Hau, Liya
4
Zhu, Huiming
4
Andersen, Torben
3
Cakici, Nusret
3
Dai, Zhifeng
3
Ghysels, Eric
3
Hoderlein, Stefan
3
Lamarche, Carlos
3
Mensi, Walid
3
Paolella, Marc S.
3
Phillips, Peter C. B.
3
Su, Liangjun
3
Tauchen, George Eugene
3
Wohar, Mark E.
3
Xiu, Dacheng
3
Yang, Chunpeng
3
Zhou, Liyun
3
Ai, Chunrong
2
Al-Yahyaee, Khamis Hamed
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Bekaert, Geert
2
Bertanha, Marinho
2
Bley, Jorg
2
Bohl, Martin T.
2
Chen, Heng
2
Chernozhukov, Victor
2
Chiah, Mardy
2
Chiang, Harold D.
2
Chiang, Thomas C.
2
Cho, Hoon
2
Devpura, Neluka
2
Fan, Yanqin
2
Filis, George
2
Francq, Christian
2
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Journal of econometrics
Journal of international financial markets, institutions & money
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
178
Applied economics
152
Journal of banking & finance
143
International review of financial analysis
142
International review of economics & finance : IREF
136
Journal of financial economics
127
Applied economics letters
126
Journal of empirical finance
126
Economic modelling
125
NBER working paper series
110
Working paper / National Bureau of Economic Research, Inc.
97
Discussion paper series / IZA
94
Applied financial economics
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
NBER Working Paper
84
Research in international business and finance
77
Pacific-Basin finance journal
73
The European journal of finance
72
Economics letters
70
Energy economics
65
Review of quantitative finance and accounting
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
CESifo working papers
57
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Working paper
56
Journal of international money and finance
55
International journal of finance & economics : IJFE
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International journal of economics and finance
48
International journal of forecasting
48
Journal of risk and financial management : JRFM
48
Cogent economics & finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
IZA Discussion Paper
43
Discussion papers / CEPR
40
Research paper series / Swiss Finance Institute
40
Journal of financial markets
39
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ECONIS (ZBW)
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1
Macroeconomic momentum and cross-sectional equity market indices
Zhang, Yu
;
Kappou, Konstantina
;
Urquhart, Andrew
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014535728
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2
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
3
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
4
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
5
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
6
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
7
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
8
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
9
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
10
Hedging effectiveness of cryptocurrencies in the European stock market
Gambarelli, Luca
;
Marchi, Gianluca
;
Muzzioli, Silvia
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014333731
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