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~isPartOf:"Journal of econometrics"
~isPartOf:"Review / Federal Reserve Bank of St. Louis"
~subject:"Kapitaleinkommen"
~subject:"USA"
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Search: subject_exact:"Trendmodell"
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Kapitaleinkommen
USA
Time series analysis
687
Zeitreihenanalyse
687
Theorie
331
Theory
331
Estimation theory
308
Schätztheorie
308
Estimation
116
Schätzung
115
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101
Volatilität
101
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87
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80
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70
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58
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57
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51
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48
Factor analysis
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ARCH-Modell
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Börsenkurs
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41
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Panel study
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Andersen, Torben
4
Todorov, Viktor
4
Shephard, Neil G.
3
Asai, Manabu
2
Bollerslev, Tim
2
Breitung, Jörg
2
Chen, Xiaohong
2
Demetrescu, Matei
2
Koopman, Siem Jan
2
Li, Jia
2
Li, Yingying
2
Liao, Yuan
2
McAleer, Michael
2
Meddahi, Nour
2
Miller, J. Isaac
2
Mykland, Per A.
2
Park, Joon Y.
2
Patton, Andrew J.
2
Rasche, Robert H.
2
Sheppard, Kevin
2
Tauchen, George Eugene
2
Xiu, Dacheng
2
Altissimo, Filippo
1
Anderson, Richard G.
1
Aït-Sahalia, Yacine
1
Blasques, F.
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Bullard, James Brian
1
Candelon, Bertrand
1
Carrasco, Marine
1
Chang, Chia-Lin
1
Chang, Yoosoon
1
Chauvet, Marcelle
1
Chen, Min
1
Chen, Richard Y.
1
Chen, Rui
1
Chen, Zhao
1
Cheng, Mingmian
1
Chudik, Alexander
1
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Journal of econometrics
Review / Federal Reserve Bank of St. Louis
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
121
International journal of forecasting
69
Working paper / National Bureau of Economic Research, Inc.
66
Applied economics
61
Economics letters
52
Discussion paper / Tinbergen Institute
46
Economic modelling
44
Journal of empirical finance
44
Journal of applied econometrics
41
Journal of forecasting
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of macroeconomics
39
The review of economics and statistics
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Finance research letters
35
International review of financial analysis
35
Working paper
35
The journal of finance : the journal of the American Finance Association
34
Discussion paper / Centre for Economic Policy Research
31
Journal of money, credit and banking : JMCB
31
International review of economics & finance : IREF
30
Applied financial economics
29
The journal of futures markets
29
CESifo working papers
28
Applied economics letters
27
Energy economics
26
CREATES research paper
24
NBER working paper series
24
The North American journal of economics and finance : a journal of financial economics studies
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Journal of banking & finance
23
Journal of monetary economics
23
Journal of financial economics
22
Econometric reviews
21
Economics and finance working paper series
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NBER Working Paper
19
The review of financial studies
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Journal of economic dynamics & control
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Macroeconomic dynamics
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ECONIS (ZBW)
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
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
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
6
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
7
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
8
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
9
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
10
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
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