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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
77
Theory
77
Estimation theory
67
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67
Prognoseverfahren
45
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44
Time series analysis
40
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40
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28
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26
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Capital income
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19
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Climate change
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Klimawandel
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Nichtparametrisches Verfahren
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10
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English
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Gonzalo, Jesús
11
Pitarakis, Jean-Yves
9
Lee, Tae-hwy
6
Bao, Yong
3
Lee, Tae-Hwy
2
Taamouti, Abderrahim
2
González-Rivera, Gloria
1
Hillebrand, Eric
1
Mao, Millie Yi
1
Medeiros, Marcelo C.
1
Mishra, Santosh
1
Seregina, Ekaterina
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Silva Neto, Aníbal Emiliano da
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1
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Discussion papers in economics and econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
Econometric analysis of financial and economic time series
1
Econometric analysis of financial and economic time series ; part B
1
Essays in nonlinear time series econometrics
1
International journal of forecasting
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of econometric methods
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Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Economics, Universidad Carlos III de Madrid
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ECONIS (ZBW)
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Bagging constrained equity premium predictors
Hillebrand, Eric
;
Lee, Tae-hwy
;
Medeiros, Marcelo C.
- In:
Essays in nonlinear time series econometrics
,
(pp. 330-356)
.
2014
Persistent link: https://www.econbiz.de/10010385832
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2
Asymmetric predictive abilities of nonlinear modes for stock returns : evidence from density forecast comparison
Bao, Yong
;
Lee, Tae-hwy
-
2006
Persistent link: https://www.econbiz.de/10003350084
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3
Jumps in cross-sectional rank and expected returns : a mixture model
González-Rivera, Gloria
;
Lee, Tae-hwy
;
Mishra, Santosh
- In:
Journal of applied econometrics
23
(
2008
)
5
,
pp. 585-606
Persistent link: https://www.econbiz.de/10003760414
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4
Granger-causality in quantiles between financial markets : using copula approach
Lee, Tae-hwy
;
Yang, Weiping
- In:
International review of financial analysis
33
(
2014
),
pp. 70-78
Persistent link: https://www.econbiz.de/10010520073
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5
Maximum entropy analysis of consumption-based capital asset pricing model and volatility
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Journal of econometric methods
10
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437809
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6
Optimal portfolio using Factor Graphical Lasso
Lee, Tae-hwy
;
Seregina, Ekaterina
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 670-695
Persistent link: https://www.econbiz.de/10015045168
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7
Regime specific predictability in predictive regressions
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2009
Persistent link: https://www.econbiz.de/10003972205
Saved in:
8
Regime specific predictability in predictive regressions
Pitarakis, Jean-Yves
;
Gonzalo, Jesús
-
2009
Persistent link: https://www.econbiz.de/10003920780
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9
Regime specific predictability in predictive regression
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2011
-
New version
Persistent link: https://www.econbiz.de/10009127303
Saved in:
10
Regime-specific predictability in predictive regressions
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 229-241
Persistent link: https://www.econbiz.de/10009657358
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