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~isPartOf:"Journal of econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Kapitaleinkommen
Theorie
1,882
Theory
1,882
Estimation theory
1,624
Schätztheorie
1,624
Time series analysis
694
Zeitreihenanalyse
694
Estimation
615
Schätzung
609
Nichtparametrisches Verfahren
547
Nonparametric statistics
547
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515
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515
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464
Regressionsanalyse
464
Volatility
423
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423
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400
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383
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356
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Statistical test
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182
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180
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382
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Todorov, Viktor
9
Bollerslev, Tim
8
Andersen, Torben
6
Xiu, Dacheng
6
Meddahi, Nour
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Vivek Singh
5
Demetrescu, Matei
4
Hur, Jungshik
4
Lee, Cheng F.
4
Nam, Kiseok
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Cai, Charlie X.
3
Chiang, Thomas C.
3
Diebold, Francis X.
3
Faff, Robert W.
3
Fletcher, Jonathan
3
Gangopadhyay, Partha
3
Li, Yingying
3
Lu, Chiuling
3
Renault, Eric
3
Timmermann, Allan
3
Zhang, Qi
3
Zhou, Zhong-guo
3
Almeida, Caio
2
Andriosopoulos, Dimitris
2
Asai, Manabu
2
Bekaert, Geert
2
Bielstein, Patrick
2
Brown, Robert M.
2
Cakici, Nusret
2
Chen, Carl R.
2
Chuang, Kai-Shi
2
Garcia, René
2
Georgiev, Iliyan
2
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
Review of quantitative finance and accounting
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
Journal of international financial markets, institutions & money
250
The North American journal of economics and finance : a journal of financial economics studies
249
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
183
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)
383
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1
Realized higher moments and trading activity
Yuan, Shu-Fang
- In:
Review of quantitative finance and accounting
62
(
2024
)
3
,
pp. 971-1005
Persistent link: https://www.econbiz.de/10014503204
Saved in:
2
The risk of SIN or socially irresponsible stocks
Rezaeian, Alireza
;
Racine, Marie D.
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 755-798
Persistent link: https://www.econbiz.de/10014503162
Saved in:
3
Advertising, product market competition and stock returns
Huong Le
;
Gregoriou, Andros
;
Nguyen Tung Duy
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1605-1628
Persistent link: https://www.econbiz.de/10014291884
Saved in:
4
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:
5
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:
6
Bootstrap analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
Saved in:
7
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
8
Dynamic interactions of actual stock returns with forecasted stock returns and investors' risk aversion : empirical evidence interplaying the impact of Covid-19 pandemic
Abo Al Haija, Adnan
;
Lahyani, Rahma
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1129-1149
Persistent link: https://www.econbiz.de/10014342166
Saved in:
9
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
10
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
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