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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of business : B"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
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Kapitaleinkommen
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Nelson, Charles R.
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Journal of empirical finance
The journal of business : B
Working paper / National Bureau of Economic Research, Inc.
1,714
Discussion paper / Centre for Economic Policy Research
421
Discussion paper series / IZA
421
The journal of finance : the journal of the American Finance Association
380
The review of financial studies
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Applied economics
266
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184
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175
CESifo working papers
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167
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112
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110
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94
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93
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
85
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81
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78
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77
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72
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ECONIS (ZBW)
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1
Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 69-97
Persistent link: https://www.econbiz.de/10001374881
Saved in:
2
Endogenous risk in rational-expectations commodity models : a multivariate generalized ARCH-M approach
Holt, Matthew T.
;
Aradhyula, Satheesh V.
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 99-129
Persistent link: https://www.econbiz.de/10001374882
Saved in:
3
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
4
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
5
The predictability of security rerurns with simple technical trading rules
Gençay, Ramazan
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 347-359
Persistent link: https://www.econbiz.de/10001375192
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6
Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
Saved in:
7
Volatility and cross correlation across major stock markets
Ramchand, Latha
;
Susmel, Raul
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 397-416
Persistent link: https://www.econbiz.de/10001375197
Saved in:
8
The behavior of volatility expectations and their effects on expected returns
Sheikh, Aamir M.
- In:
The journal of business : B
66
(
1993
)
1
,
pp. 93-116
Persistent link: https://www.econbiz.de/10001139302
Saved in:
9
Prime rate changes: is there an advantage in being first?
Nabar, Prafulla G.
- In:
The journal of business : B
66
(
1993
)
1
,
pp. 69-92
Persistent link: https://www.econbiz.de/10001139303
Saved in:
10
Performance measurement without benchmarks : an examination of mutual fund returns
Grinblatt, Mark
- In:
The journal of business : B
66
(
1993
)
1
,
pp. 47-68
Persistent link: https://www.econbiz.de/10001139304
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