//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~subject:"ARCH-Modell"
~subject:"Schätzung"
~subject:"Stock market"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Capital market returns"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Schätzung
Stock market
Capital market returns
8
Kapitalmarktrendite
8
Capital income
6
Kapitaleinkommen
6
Forecasting model
5
Prognoseverfahren
5
Estimation
4
Theorie
4
Theory
4
Börsenkurs
3
Share price
3
Volatility
3
Volatilität
3
Anleihe
2
Bond
2
Bond return predictability
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Risiko
2
Risk
2
Stochastic volatility
2
ARCH model
1
Aggregation
1
Aktienindex
1
Aktienmarkt
1
Asymmetry
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian learning
1
Bond market
1
Climate change
1
Climate risks
1
Correlation
1
DCS
1
Derivat
1
Derivative
1
Divided governments
1
Dynamic covariance matrix
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Andreou, Elena
1
Fulop, Andras
1
Hong, Harrison G.
1
Huang, Dashan
1
Jiang, Fuwei
1
Kasparis, Ioannis
1
Li, Frank Weikai
1
Li, Junye
1
Li, Kunpeng
1
Linton, Oliver
1
Phillips, Peter C. B.
1
Tong, Guoshi
1
Wan, Runqing
1
Wu, Jianbin
1
Xu, Jiangmin
1
Zhou, Guofu
1
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
43
Discussion paper / Centre for Economic Policy Research
37
NBER working paper series
31
NBER Working Paper
30
Journal of financial economics
25
Finance research letters
22
Journal of financial and quantitative analysis : JFQA
21
Journal of banking & finance
20
Pacific-Basin finance journal
18
Applied economics
16
The journal of finance : the journal of the American Finance Association
16
Discussion paper / Tinbergen Institute
14
Econometric Institute research papers
14
International review of financial analysis
14
The journal of futures markets
14
Journal of international financial markets, institutions & money
13
The review of financial studies
13
Energy economics
11
Journal of empirical finance
11
CESifo working papers
8
Economic modelling
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Finance India : the quarterly journal of Indian Institute of Finance
7
International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
Working paper
7
Working papers / Rodney L. White Center for Financial Research
7
CESifo Working Paper Series
6
Economics letters
6
Emerging markets, finance and trade : EMFT
6
International Journal of Energy Economics and Policy : IJEEP
6
The journal of investing
6
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
5
Journal of applied econometrics
5
Journal of international money and finance
5
Journal of risk and financial management : JRFM
5
Quantitative finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
3
A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
Saved in:
4
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
Saved in:
5
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->