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subject:"Capital income"
subject:"Estimation"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Article in journal"
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Capital income
Estimation
Estimation theory
26
Schätztheorie
26
Schätzung
12
Volatility
11
Volatilität
11
ARCH model
9
ARCH-Modell
9
Time series analysis
9
Zeitreihenanalyse
9
Börsenkurs
6
Share price
6
Forecasting model
5
Prognoseverfahren
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Risikomaß
5
Risk measure
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Kapitaleinkommen
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Regression analysis
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Regressionsanalyse
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GARCH
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Portfolio selection
3
Portfolio-Management
3
Statistical distribution
3
Statistische Verteilung
3
Yield curve
3
Zinsstruktur
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Aktienindex
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Correlation
2
Inflation
2
Korrelation
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Market microstructure
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Marktmikrostruktur
2
Method of moments
2
Momentenmethode
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Regime-switching estimation
2
Risikomanagement
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Risk management
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Article in journal
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English
14
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Alañón Pardo, Ángel
1
Allen, David E.
1
Auer, Benjamin R.
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Franke, Reiner
1
Guillén, Montserrat
1
Haensly, Paul J.
1
Horváth, Roman
1
Iitsuka, Yoshitaka
1
Jang, Tae-Seok
1
Kok Haur Ng
1
Lange, Ronald H.
1
Lange, Ronald Henry
1
Li, Leon
1
Li, Mingge
1
Liu, Qiang
1
Liu, Yiqi
1
Liu, Zhi
1
Moneva, J. M.
1
Motegi, Kaiji
1
Ortas, E.
1
Peiris, Shelton
1
Sacht, Stephen
1
Salvador, Manuel
1
Vidal-Llana, Xenxo
1
Wang, Li
1
Wu, Yuehua
1
Ye, Wuyi
1
Šopov, Boril
1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
142
Economics letters
116
Applied economics letters
57
Econometric reviews
56
Economic modelling
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Applied economics
44
Journal of applied econometrics
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Journal of empirical finance
33
Journal of banking & finance
31
The econometrics journal
31
Quantitative economics : QE ; journal of the Econometric Society
29
Econometric theory
28
Econometrics : open access journal
27
Finance research letters
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
International journal of forecasting
25
Journal of forecasting
24
Journal of the American Statistical Association : JASA
24
The review of economics and statistics
23
Computational economics
22
Journal of financial econometrics
21
Insurance / Mathematics & economics
20
International journal of economics and financial issues : IJEFI
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Energy economics
19
European journal of operational research : EJOR
19
Journal of economic dynamics & control
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Journal of risk and financial management : JRFM
16
Journal of risk
15
The empirical economics letters : a monthly international journal of economics
14
The journal of real estate finance and economics
14
Journal of financial economics
13
Journal of international money and finance
13
Journal of financial and quantitative analysis : JFQA
12
Quantitative finance
12
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ECONIS (ZBW)
14
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1
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
Saved in:
2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
4
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
5
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Saved in:
6
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
7
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
8
The predictive content of the term premium for GDP growth in Canada : evidence from linear, Markov-switching and probit estimations
Lange, Ronald Henry
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 80-91
Persistent link: https://www.econbiz.de/10012036297
Saved in:
9
The expected real yield and inflation components of the nominal yield curve
Lange, Ronald H.
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011878571
Saved in:
10
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
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