//--> //--> //--> //-->
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:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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:"Rendite"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Capital income
137
Volatility
72
Volatilität
72
Theorie
55
Theory
55
Estimation
53
Schätzung
53
Estimation theory
46
Schätztheorie
46
Forecasting model
45
Prognoseverfahren
45
Börsenkurs
43
Share price
43
Time series analysis
38
Zeitreihenanalyse
38
Portfolio selection
24
Portfolio-Management
24
ARCH model
23
ARCH-Modell
23
CAPM
20
Stochastic process
20
Stochastischer Prozess
20
Regression analysis
18
Regressionsanalyse
18
Correlation
17
Korrelation
17
Market microstructure
16
Marktmikrostruktur
16
Risikoprämie
16
Risk premium
16
High-frequency data
15
Factor analysis
13
Faktorenanalyse
13
Statistical distribution
13
Statistische Verteilung
13
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Stochastic volatility
10
High frequency data
9
more ...
less ...
Online availability
All
Undetermined
89
Type of publication
All
Article
136
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
137
Author
All
Todorov, Viktor
9
Bollerslev, Tim
8
Andersen, Torben
6
Xiu, Dacheng
6
Meddahi, Nour
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Diebold, Francis X.
3
Li, Yingying
3
Renault, Eric
3
Timmermann, Allan
3
Almeida, Caio
2
Asai, Manabu
2
Bekaert, Geert
2
Garcia, René
2
Georgiev, Iliyan
2
Hautsch, Nikolaus
2
Li, Canlin
2
Li, Jia
2
Liao, Yuan
2
Linton, Oliver
2
McAleer, Michael
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Peng, Liang
2
Perron, Benoit
2
Polak, Pawel
2
Sheppard, Kevin
2
Wachter, Jessica
2
Warusawitharana, Missaka
2
Yang, Xiye
2
Zhang, Lan
2
Zheng, Xinghua
2
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
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
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
137
Showing
1
-
10
of
137
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
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
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:
4
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:
5
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:
6
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
7
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
8
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:
9
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->