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~subject:"Kapitaleinkommen"
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Memory in world stock prices
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Kapitaleinkommen
Schätzung
128,699
Estimation
122,548
Theorie
41,631
Theory
40,852
Aktienmarkt
29,327
Stock market
29,210
Welt
25,686
World
24,890
USA
21,140
United States
20,121
Internationaler Finanzmarkt
19,510
International financial market
19,110
Börsenkurs
18,713
Share price
18,442
Deutschland
18,174
Germany
16,148
Volatilität
13,707
Volatility
13,492
Capital income
13,079
Industrieländer
11,753
Industrialized countries
11,584
Wirtschaftswachstum
9,994
Economic growth
9,690
Finanzkrise
8,623
Financial crisis
8,516
Wirkungsanalyse
8,465
Impact assessment
8,225
Schätztheorie
7,787
Estimation theory
7,686
EU-Staaten
7,488
Prognoseverfahren
7,426
Geldpolitik
7,320
Forecasting model
7,256
Entwicklungsländer
7,158
Zeitreihenanalyse
7,093
Monetary policy
7,041
EU countries
7,019
Time series analysis
6,931
Portfolio-Management
6,684
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336
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Gupta, Rangan
96
Zaremba, Adam
88
Campbell, John Y.
57
Bali, Turan G.
53
Caporale, Guglielmo Maria
48
McMillan, David G.
47
Cakici, Nusret
46
Bekaert, Geert
45
Diebold, Francis X.
39
Harvey, Campbell R.
38
Bollerslev, Tim
37
Narayan, Paresh Kumar
37
Wohar, Mark E.
36
Pierdzioch, Christian
35
Bohl, Martin T.
34
Faff, Robert W.
30
Timmermann, Allan
30
Chiang, Thomas C.
29
Gil-Alaña, Luis A.
29
Demirer, Rıza
28
Grobys, Klaus
28
McAleer, Michael
28
Engle, Robert F.
27
Guidolin, Massimo
27
Zhou, Guofu
27
Brooks, Robert
26
Sum, Vichet
26
Whitelaw, Robert F.
26
Bouri, Elie
25
Curcuru, Stephanie E.
24
Hoesli, Martin
24
Lettau, Martin
24
Ang, Andrew
23
Guo, Hui
23
Sehgal, Sanjay
23
Stambaugh, Robert F.
23
Tiwari, Aviral Kumar
23
Zhang, Yaojie
23
Jiang, Fuwei
22
Nartea, Gilbert V.
22
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National Bureau of Economic Research
200
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Federal Reserve Bank of St. Louis
8
OECD
7
Chambre de commerce et d'industrie de Paris
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
University of Chicago / Center for Research in Security Prices
4
Birkbeck College / Department of Economics
3
University of Canterbury / Dept. of Economics and Finance
3
University of Exeter / Department of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Erasmus Research Institute of Management
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut for Nationaløkonomi <Kopenhagen>
2
Instituto Valenciano de Investigaciones Económicas
2
International Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds / Western Hemisphere Department
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
University of British Columbia / Finance Division
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Reading / Department of Economics
2
William Davidson Institute <Ann Arbor, Mich.>
2
American Institute of Certified Public Accountants
1
Australien / Division of Regional Development
1
Banco Central do Brasil
1
Bank of England / Monetary Analysis Division
1
Birmingham Business School
1
Bureau of Economic and Business Research <Champaign, Ill.>
1
Business Information Centre <Toronto>
1
Centre for Economic Reform and Transformation
1
Centre for New and Emerging Markets
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Deutsche Vereinigung für Finanzanalyse und Anlageberatung
1
Economic Council of Canada
1
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Finance research letters
263
NBER working paper series
200
International review of financial analysis
194
Pacific-Basin finance journal
185
Working paper / National Bureau of Economic Research, Inc.
184
Journal of banking & finance
172
International review of economics & finance : IREF
171
Journal of empirical finance
170
Applied financial economics
165
NBER Working Paper
154
Journal of financial economics
144
Applied economics letters
143
Applied economics
138
Journal of international financial markets, institutions & money
116
Economic modelling
108
The North American journal of economics and finance : a journal of financial economics studies
107
Research in international business and finance
105
The European journal of finance
95
Review of quantitative finance and accounting
84
International journal of economics and finance
82
Journal of international money and finance
81
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
73
Economics letters
68
Management science : journal of the Institute for Operations Research and the Management Sciences
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Discussion paper / Centre for Economic Policy Research
65
Global finance journal
64
The journal of finance : the journal of the American Finance Association
64
International journal of economics and financial issues : IJEFI
63
Journal of risk and financial management : JRFM
61
Investment management and financial innovations
59
Cogent economics & finance
58
Journal of econometrics
58
Working paper
57
International journal of finance & economics : IJFE
54
Journal of financial and quantitative analysis : JFQA
54
Energy economics
52
Research paper series / Swiss Finance Institute
50
Emerging markets review
49
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
45
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ECONIS (ZBW)
13,078
EconStor
42
OLC EcoSci
2
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1
Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Lee, Chien-Chiang
;
Lee, Cheng-Feng
;
Lee, Chi-Chuan
- In:
Economic modelling
42
(
2014
),
pp. 29-37
Persistent link: https://www.econbiz.de/10010478286
Saved in:
2
Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S.
;
Kumari, Jyoti
- In:
Journal of Asia Pacific business
16
(
2015
)
2
,
pp. 128-145
Persistent link: https://www.econbiz.de/10011289921
Saved in:
3
A multi-country analysis of the temporary and permanent components of stock prices
Gallagher, Liam
- In:
Applied financial economics
9
(
1999
)
2
,
pp. 129-142
Persistent link: https://www.econbiz.de/10001454297
Saved in:
4
Investigating mean reversion in financial markets using Hurst model
Enow, Samuel Tabot
-
2023
Persistent link: https://www.econbiz.de/10014413995
Saved in:
5
Nonlinearities in Central and Eastern European stock markets
Harrison, Barry
;
Moore, Winston
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1363-1366
Persistent link: https://www.econbiz.de/10009348015
Saved in:
6
Duration dependence and mean reversion : an attempt of identification in Tunisian stock market
Bejaoui, Azza
;
Karaa, Adel
;
Mahat, Emna
- In:
The journal of applied business research
31
(
2015
)
1
,
pp. 185-196
Persistent link: https://www.econbiz.de/10010502645
Saved in:
7
"Leverage Effect" in country betas and volatilities?
Synyavska, Alina
;
Ülkü, Numan
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 848-853
Persistent link: https://www.econbiz.de/10011286056
Saved in:
8
An empirical note about
estimation
and forecasting Latin American Forex returns volatility : the role of long memory and random level shifts components
Rodriguez, Gabriel
;
Ojeda Cunya, Junior Alex
;
Gonzáles …
- In:
Portuguese economic journal
18
(
2019
)
2
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012111301
Saved in:
9
Mean reversals and stock market overreactions : further evidence from India
Saji, T. G.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
4
,
pp. 467-477
Persistent link: https://www.econbiz.de/10014331571
Saved in:
10
A non-random walk down Wall Street
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
2002
Persistent link: https://www.econbiz.de/10001611544
Saved in:
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