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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Schätzung"
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Capital income
Zeitreihenanalyse
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9,294
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1,531
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1,512
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777
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Campbell, John Y.
17
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13
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11
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10
Engle, Robert F.
10
Ferson, Wayne E.
10
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10
Diebold, Francis X.
9
Heckman, James J.
9
Cooper, Russell W.
8
Lo, Andrew W.
8
Shiller, Robert J.
8
Attanasio, Orazio P.
7
Aït-Sahalia, Yacine
7
Basu, Susanto
7
Bollerslev, Tim
7
Feenstra, Robert C.
7
Hodrick, Robert J.
7
Nieuwerburgh, Stijn van
7
Pástor, Ľuboš
7
Schorfheide, Frank
7
Andersen, Torben
6
Christiano, Lawrence J.
6
Engel, Charles
6
Rose, Andrew
6
Abel, Andrew B.
5
Backus, David
5
Brandt, Michael W.
5
Cecchetti, Stephen G.
5
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5
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5
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5
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5
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5
Ireland, Peter N.
5
Nagel, Stefan
5
Stock, James H.
5
Acemoglu, Daron
4
Alesina, Alberto
4
Ang, Andrew
4
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Journal of economic dynamics & control
Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
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Journal of monetary economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
131
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127
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ECONIS (ZBW)
1,172
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1
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
2
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
3
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
4
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
5
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
6
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
7
Global political risk and international stock returns
Gala, Vito D.
;
Pagliardi, Giovanni
;
Zenios, Stauros Andrea
- In:
Journal of empirical finance
72
(
2023
),
pp. 78-102
Persistent link: https://www.econbiz.de/10014476810
Saved in:
8
Cross-sectional uncertainty and expected stock returns
Yu, Deshui
;
Huang, Difang
- In:
Journal of empirical finance
72
(
2023
),
pp. 321-340
Persistent link: https://www.econbiz.de/10014476861
Saved in:
9
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
10
Interaction effects in the adjustment cost function of firms
Amundsen, Alexander
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014478154
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