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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Metrika : international journal for theoretical and applied statistics"
~subject:"Capital income"
~subject:"Estimation theory"
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Search: subject_exact:"Theoretisches Modell"
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Capital income
Estimation theory
Theorie
1,515
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1,515
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386
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367
Zeitreihenanalyse
367
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236
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236
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224
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174
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Bera, Anil K.
5
Franses, Philip Hans
5
King, Maxwell L.
5
Lucas, André
5
Fiebig, Denzil G.
4
Gregory, Allan W.
4
Lechner, Michael
4
Maasoumi, Esfandiar
4
Steel, Mark F. J.
4
Bauwens, Luc
3
Bollerslev, Tim
3
Engle, Robert F.
3
Ghysels, Eric
3
Hall, Alastair R.
3
Higgins, Matthew Lawrence
3
Laisney, François
3
Li, Qi
3
Lütkepohl, Helmut
3
McDonald, James B.
3
Mukhopadhyay, Nitis
3
Pfeffermann, Danny
3
Sentana, Enrique
3
Srivastava, Virendra K.
3
Ahmed, S. E.
2
Anatolyev, Stanislav
2
Andrews, Donald W. K.
2
Arcos Cebrián, A.
2
Baltagi, Badi H.
2
Bekaert, Geert
2
Burnside, Craig
2
Calzolari, Giorgio
2
Chattopadhyay, Saibal
2
Chaudhuri, Arijit
2
Chen, Yi-ting
2
Cheung, Yin-Wong
2
Chu, Chia-shang James
2
Corsi, Fulvio
2
Diebold, Francis X.
2
Drost, Feike C.
2
Fan, Yanqin
2
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Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Metrika : international journal for theoretical and applied statistics
Economics letters
435
Journal of econometrics
421
Econometric theory
285
Working paper / National Bureau of Economic Research, Inc.
264
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
254
NBER working paper series
198
Série des documents de travail / Centre de Recherche en Économie et Statistique
155
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Journal of applied econometrics
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Journal of banking & finance
145
Journal of quantitative economics : official journal of the Indian Econometric Society
140
Journal of financial economics
131
The review of economics and statistics
130
Journal of empirical finance
126
The journal of finance : the journal of the American Finance Association
105
Applied economics
103
Discussion paper / Tinbergen Institute
102
Finance research letters
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Oxford bulletin of economics and statistics
102
Journal of forecasting
91
Journal of economic dynamics & control
90
The review of financial studies
89
Discussion paper / Centre for Economic Policy Research
88
Discussion paper / Center for Economic Research, Tilburg University
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
CORE discussion paper : DP
80
Statistical papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
International review of financial analysis
74
Working paper
70
International journal of forecasting
69
International economic review
68
The European journal of finance
68
Management science : journal of the Institute for Operations Research and the Management Sciences
67
International review of economics & finance : IREF
64
The review of economic studies
64
Journal of financial and quantitative analysis : JFQA
62
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ECONIS (ZBW)
457
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
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2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Gunawan, David
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
Saved in:
4
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
5
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
6
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
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7
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei
;
Hillmann, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
Saved in:
8
A stochastic volatility model with a general leverage specification
Catania, Leopoldo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 678-689
Persistent link: https://www.econbiz.de/10013534044
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9
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
10
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
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