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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Capital income"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Capital income
Theorie
4,198
Theory
4,198
Estimation theory
1,704
Schätztheorie
1,704
Estimation
948
Schätzung
939
Time series analysis
820
Zeitreihenanalyse
819
Volatility
702
Volatilität
701
USA
586
United States
586
Nichtparametrisches Verfahren
561
Nonparametric statistics
561
Monetary policy
523
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519
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485
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485
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479
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479
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475
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440
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440
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434
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430
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430
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355
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337
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334
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331
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324
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474
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Article in journal
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475
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475
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Narayan, Paresh Kumar
9
Todorov, Viktor
9
Bollerslev, Tim
8
Zaremba, Adam
8
Andersen, Torben
6
Xiu, Dacheng
6
Cakici, Nusret
5
Long, Huaigang
5
Meddahi, Nour
5
Mykland, Per A.
5
Sharma, Susan Sunila
5
Tauchen, George Eugene
5
Demetrescu, Matei
4
Li, Kai
4
Li, Youwei
4
Nguyen, Duc Khuong
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Bekaert, Geert
3
Booth, G. Geoffrey
3
Bornholt, Graham
3
Buchner, Axel
3
Chiah, Mardy
3
Diebold, Francis X.
3
Dinh Hoang Bach Phan
3
Du, Ding
3
Galagedera, Don U. A.
3
Guo, Bin
3
Li, Yingying
3
Luo, Di
3
Malin, Mirela
3
Peng, Liang
3
Renault, Eric
3
Saad, Mohsen M.
3
Sakemoto, Ryuta
3
Samarakoon, Lalith P.
3
Timmermann, Allan
3
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
Journal of economic dynamics & control
Journal of international financial markets, institutions & money
Journal of banking & finance
566
Finance research letters
544
International review of financial analysis
479
Journal of financial economics
454
Journal of empirical finance
371
The journal of finance : the journal of the American Finance Association
370
Applied financial economics
355
Pacific-Basin finance journal
355
International review of economics & finance : IREF
327
Applied economics
307
Applied economics letters
274
The review of financial studies
265
The North American journal of economics and finance : a journal of financial economics studies
249
Review of quantitative finance and accounting
246
Journal of financial and quantitative analysis : JFQA
244
Research in international business and finance
241
The European journal of finance
240
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
204
Economic modelling
184
Economics letters
184
International journal of economics and finance
180
Management science : journal of the Institute for Operations Research and the Management Sciences
180
Journal of risk and financial management : JRFM
164
The journal of real estate finance and economics
162
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
155
Energy economics
151
Investment management and financial innovations
146
The journal of asset management
140
Journal of international money and finance
139
Journal of financial markets
135
International journal of economics and financial issues : IJEFI
134
International journal of finance & economics : IJFE
118
Global finance journal
116
The financial review : the official publication of the Eastern Finance Association
113
The journal of portfolio management : a publication of Institutional Investor
112
Cogent economics & finance
109
The journal of corporate finance : contracting, governance and organization
109
Journal of economics and finance
108
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ECONIS (ZBW)
475
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
3
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
4
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
5
Someone like you : lottery-like preference and the cross-section of expected returns in the cryptocurrency market
Zhao, Xiaojuan
;
Wang, Ye
;
Liu, Weiyi
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014494879
Saved in:
6
Why do stock markets negatively price democracy?
Bonaparte, Yosef
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014494751
Saved in:
7
Analysts' underreaction and momentum strategies
Gonçalves de Azevedo, Vitor
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014478144
Saved in:
8
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
9
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
10
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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