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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:"Cointegration"
~subject:"World"
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Search: subject_exact:"Estimation"
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Kapitaleinkommen
Cointegration
World
Estimation
773
Schätzung
768
Estimation theory
229
Schätztheorie
229
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
110
Panel study
110
Regression analysis
99
Regressionsanalyse
99
USA
99
United States
99
ARCH model
76
ARCH-Modell
76
Aktienmarkt
69
Stock market
69
Kointegration
51
Stochastic process
51
Stochastischer Prozess
51
Welt
50
Bayes-Statistik
48
Bayesian inference
48
VAR model
48
VAR-Modell
48
Portfolio selection
46
Portfolio-Management
46
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Undetermined
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English
221
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Todorov, Viktor
8
Gupta, Rangan
7
Hau, Liya
6
Zhu, Huiming
6
Bollerslev, Tim
5
Phillips, Peter C. B.
4
Andersen, Torben
3
Beckmann, Joscha
3
Dai, Zhifeng
3
Gao, Jiti
3
Kang, Sang Hoon
3
Lee, Chien-chiang
3
Paolella, Marc S.
3
Pierdzioch, Christian
3
Tauchen, George Eugene
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Xiu, Dacheng
3
Yang, Chunpeng
3
Zhou, Liyun
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Belke, Ansgar
2
Chen, Mei-Ping
2
Chen, Qitong
2
Cho, Hoon
2
Dash, Saumya Ranjan
2
Ergemen, Yunus Emre
2
Jiang, Cuixia
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Li, Degui
2
Li, Jia
2
Li, Kunpeng
2
Li, Yingying
2
Maitra, Debasish
2
McAleer, Michael
2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
367
Working paper / National Bureau of Economic Research, Inc.
366
NBER working paper series
348
CESifo working papers
342
NBER Working Paper
307
Applied economics letters
286
Economic modelling
284
Discussion paper / Centre for Economic Policy Research
230
International review of economics & finance : IREF
225
Finance research letters
223
Energy economics
210
Journal of banking & finance
185
Journal of international money and finance
177
International review of financial analysis
171
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
164
Working paper
153
Journal of empirical finance
142
Economics letters
140
Discussion paper series / IZA
134
Journal of financial economics
134
International Journal of Energy Economics and Policy : IJEEP
130
Journal of international financial markets, institutions & money
129
International journal of economics and financial issues : IJEFI
128
Research in international business and finance
127
Applied financial economics
124
CESifo Working Paper Series
115
International journal of economics and finance
114
The empirical economics letters : a monthly international journal of economics
113
Cogent economics & finance
105
International journal of finance & economics : IJFE
104
Discussion paper
79
The European journal of finance
78
Discussion papers / CEPR
77
Journal of risk and financial management : JRFM
77
Pacific-Basin finance journal
77
IMF working papers
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
72
Review of quantitative finance and accounting
69
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ECONIS (ZBW)
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1
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:
2
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
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3
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:
4
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:
5
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
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6
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
7
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
8
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
9
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
Saved in:
10
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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