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type_genre:"Sammelwerk"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Capital income"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Capital income
USA
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
15
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15
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11
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11
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10
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Audrino, Francesco
2
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2
Ahlgren, Niklas
1
Antell, Jan
1
Chen, Jiaqin
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
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1
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1
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1
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1
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1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
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1
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1
Usami, Takashi
1
Velasco, Carlos
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
118
Journal of econometrics
78
The review of economics and statistics
45
Economics letters
30
Journal of applied econometrics
25
Journal of empirical finance
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
American journal of agricultural economics
19
Journal of financial and quantitative analysis : JFQA
19
Journal of forecasting
17
Finance research letters
16
International journal of forecasting
16
The journal of finance : the journal of the American Finance Association
16
The journal of futures markets
16
The review of financial studies
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Applied economics
13
Journal of banking & finance
13
Journal of financial economics
13
Journal of macroeconomics
12
Econometric reviews
11
The review of economic studies
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of money, credit and banking : JMCB
10
The European journal of finance
10
Applied economics letters
9
International economic review
9
Journal of monetary economics
8
Oxford bulletin of economics and statistics
8
Review of quantitative finance and accounting
8
The journal of business : B
8
International economic journal
7
Journal of economic dynamics & control
7
Journal of economics & business
7
Journal of financial econometrics
7
Journal of forensic economics
7
Journal of productivity analysis
7
The American economic review
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The econometrics journal
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ECONIS (ZBW)
13
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1
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
2
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
3
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
6
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
7
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
8
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
9
GARCH parameter estimation using high-frequency data
Visser, Marcel P.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 162-197
Persistent link: https://www.econbiz.de/10009125144
Saved in:
10
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
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