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~isPartOf:"Economic modelling"
~isPartOf:"The review of financial studies"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Schätzung
Capital income
449
Kapitaleinkommen
449
USA
219
United States
219
Börsenkurs
129
Share price
129
Theorie
115
Theory
115
Estimation
103
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97
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97
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87
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87
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73
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73
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63
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63
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Zeitreihenanalyse
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Aufsatz in Zeitschrift
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103
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English
103
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Gupta, Rangan
3
Wang, Yudong
3
Zhang, Yaojie
3
Ang, Andrew
2
Apergēs, Nikolaos
2
Bekaert, Geert
2
Lee, Chien-chiang
2
Liu, Li
2
Modise, Mampho P.
2
Pan, Zhiyuan
2
Uddin, Mohammed Gazi Salah
2
Vidal, Marta
2
Vidal-García, Javier
2
Xue, Wen-Jun
2
Zaremba, Adam
2
Akay, Gokhan H.
1
Algaba, Andres
1
Arouri, Mohamed
1
Aslanidis, Nektarios
1
Babikir, Ali
1
Baumöhl, Eduard
1
Behrendt, Simon
1
Bejaoui, Azza
1
Ben Ameur, Hachmi
1
Bhanja, Niyati
1
Boehme, Rodney D.
1
Bohl, Martin T.
1
Bollerslev, Tim
1
Bossaerts, Peter L.
1
Boubaker, Sabri
1
Boudt, Kris
1
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1
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1
Brooks, Chris
1
Bu, Ruijun
1
Buss, Adrian
1
Caldeira, João F.
1
Campello, Murillo
1
Changqing, Luo
1
Chatterjee, Ujjal K.
1
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Economic modelling
The review of financial studies
Finance research letters
149
Journal of banking & finance
140
International review of financial analysis
130
Journal of financial economics
127
International review of economics & finance : IREF
119
Journal of empirical finance
119
Applied economics
102
The North American journal of economics and finance : a journal of financial economics studies
90
Applied financial economics
89
Applied economics letters
85
Journal of international financial markets, institutions & money
79
Research in international business and finance
67
Pacific-Basin finance journal
66
The European journal of finance
66
Review of quantitative finance and accounting
59
Journal of econometrics
53
Journal of international money and finance
53
Management science : journal of the Institute for Operations Research and the Management Sciences
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
International journal of finance & economics : IJFE
43
Economics letters
42
International journal of economics and finance
41
Journal of risk and financial management : JRFM
40
Cogent economics & finance
38
Journal of financial markets
38
Energy economics
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
International journal of forecasting
32
Journal of financial and quantitative analysis : JFQA
32
Investment management and financial innovations
31
Journal of forecasting
31
International journal of economics and financial issues : IJEFI
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
The journal of finance : the journal of the American Finance Association
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of financial econometrics
24
Quantitative finance
24
Review of finance : journal of the European Finance Association
24
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ECONIS (ZBW)
103
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1
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
2
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
3
Frequency heterogeneity of tail connectedness : evidence from global stock markets
Jian, Zhihong
;
Lu, Haisong
;
Zhu, Zhican
;
Xu, Huiling
- In:
Economic modelling
125
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463607
Saved in:
4
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
5
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
6
Semiparametric portfolios : Improving portfolio performance by exploiting non-linearities in firm characteristics
Caldeira, João F.
;
Santos, André A. P.
;
Torrent, Hudson S.
- In:
Economic modelling
122
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014388683
Saved in:
7
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
8
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
9
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
Saved in:
10
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
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