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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Regressionsanalyse"
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Kapitaleinkommen
ARCH model
Regressionsanalyse
Estimation
772
Schätzung
767
Estimation theory
228
Schätztheorie
228
Theorie
226
Theory
226
Volatility
198
Volatilität
198
Time series analysis
149
Zeitreihenanalyse
149
Capital income
142
Börsenkurs
140
Share price
140
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
Forecasting model
111
Prognoseverfahren
111
Panel
109
Panel study
109
Regression analysis
99
USA
99
United States
99
ARCH-Modell
76
Aktienmarkt
69
Stock market
69
Cointegration
51
Kointegration
51
Stochastic process
51
Stochastischer Prozess
51
Welt
50
World
50
Bayes-Statistik
48
Bayesian inference
48
VAR model
48
VAR-Modell
48
Portfolio selection
46
Portfolio-Management
46
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Conference paper
3
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3
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English
264
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Todorov, Viktor
8
Gupta, Rangan
7
Bollerslev, Tim
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Ghysels, Eric
4
Hau, Liya
4
Xiu, Dacheng
4
Zhu, Huiming
4
Andersen, Torben
3
Dai, Zhifeng
3
Hoderlein, Stefan
3
Kang, Sang Hoon
3
Kim, Donggyu
3
Lamarche, Carlos
3
McAleer, Michael
3
Mensi, Walid
3
Paolella, Marc S.
3
Phillips, Peter C. B.
3
Rombouts, Jeroen V. K.
3
Su, Liangjun
3
Tauchen, George Eugene
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zhou, Liyun
3
Ai, Chunrong
2
Al-Yahyaee, Khamis Hamed
2
Andreou, Elena
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Bertanha, Marinho
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Heng
2
Chernozhukov, Victor
2
Chiang, Harold D.
2
Cho, Hoon
2
Fan, Jianqing
2
Fan, Yanqin
2
Gao, Jiti
2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
192
Finance research letters
186
International review of financial analysis
159
Economic modelling
158
International review of economics & finance : IREF
155
Journal of banking & finance
155
Journal of empirical finance
147
Applied economics letters
143
Journal of financial economics
128
NBER working paper series
112
Applied financial economics
109
Energy economics
107
Journal of international financial markets, institutions & money
101
Working paper / National Bureau of Economic Research, Inc.
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Research in international business and finance
91
Discussion paper series / IZA
90
NBER Working Paper
86
Economics letters
83
Pacific-Basin finance journal
75
The European journal of finance
75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
Working paper
72
Review of quantitative finance and accounting
70
Journal of risk and financial management : JRFM
66
Journal of international money and finance
65
CESifo working papers
62
International journal of economics and finance
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
International journal of finance & economics : IJFE
57
International journal of forecasting
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Cogent economics & finance
48
Discussion paper / Tinbergen Institute
48
International journal of economics and financial issues : IJEFI
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
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ECONIS (ZBW)
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1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
2
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:
3
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:
4
Wild bootstrap inference for penalized quantile regression for longitudinal data
Lamarche, Carlos
;
Parker, Thomas
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1799-1826
Persistent link: https://www.econbiz.de/10014471428
Saved in:
5
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:
6
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
7
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:
8
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:
9
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
10
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
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