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subject:"Volatilität"
~isPartOf:"Journal of empirical finance"
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Kapitaleinkommen
Schätztheorie
Estimation
254
Schätzung
254
Capital income
119
Theorie
99
Theory
99
Börsenkurs
83
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83
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Wang, Yudong
3
Baillie, Richard
2
Caporin, Massimiliano
2
Cenesizoglu, Tolga
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Gospodinov, Nikolaj
2
Hur, Jungshik
2
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Kim, Kun Ho
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Li, Chen
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Maio, Paulo
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Min, Byoung-Kyu
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2
Pan, Zhiyuan
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Qiao, Zhuo
2
Salvador, Enrique
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Satchell, Stephen
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Wel, Michel van der
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Wu, Chongfeng
2
Yu, Deshui
2
Zaremba, Adam
2
Abergel, Frédéric
1
Abhyankar, Abhay
1
Aboulamer, Anas
1
Adcock, Christopher
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Agarwal, Vikas
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Journal of empirical finance
Journal of econometrics
286
Finance research letters
244
Applied economics
233
Economic modelling
205
Journal of banking & finance
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
198
International review of economics & finance : IREF
195
Applied economics letters
194
International review of financial analysis
190
Economics letters
187
Energy economics
184
The North American journal of economics and finance : a journal of financial economics studies
154
Applied financial economics
148
Journal of financial economics
143
Journal of international financial markets, institutions & money
121
Journal of international money and finance
118
Research in international business and finance
118
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
The European journal of finance
99
Pacific-Basin finance journal
89
Econometric reviews
87
Journal of risk and financial management : JRFM
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
International journal of finance & economics : IJFE
81
Review of quantitative finance and accounting
79
International journal of forecasting
78
Management science : journal of the Institute for Operations Research and the Management Sciences
72
The journal of futures markets
72
International journal of economics and finance
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
International journal of economics and financial issues : IJEFI
64
Journal of applied econometrics
64
Journal of forecasting
61
Cogent economics & finance
60
Journal of economic dynamics & control
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Quantitative finance
56
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
166
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166
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1
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
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
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
4
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
5
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
6
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
Saved in:
7
Technology spillover, corporate investment, and stock returns
Hsu, Yen-Ju
;
Yanzhi, Wang
- In:
Journal of empirical finance
73
(
2023
),
pp. 238-250
Persistent link: https://www.econbiz.de/10014477016
Saved in:
8
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
9
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
10
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
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