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accessRights:"restricted"
subject:"Capital income"
~isPartOf:"Journal of econometrics"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Theoretical economics letters"
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Capital income
Estimation
470
Schätzung
465
Estimation theory
159
Schätztheorie
159
Kapitaleinkommen
124
Volatility
112
Volatilität
112
Börsenkurs
102
Share price
102
Theorie
102
Theory
102
Time series analysis
96
Zeitreihenanalyse
96
Forecasting model
91
Prognoseverfahren
91
Panel
81
Panel study
81
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78
Nonparametric statistics
78
Regression analysis
69
Regressionsanalyse
69
Aktienmarkt
52
Stock market
52
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43
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CAPM
41
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35
Risk
35
Portfolio selection
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Portfolio-Management
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Stochastic process
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Stochastischer Prozess
34
Factor analysis
33
Faktorenanalyse
33
Panel data
33
China
32
Statistical test
27
Statistischer Test
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124
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Todorov, Viktor
5
Andersen, Torben
3
Bollerslev, Tim
3
Chiah, Mardy
3
Long, Huaigang
3
Xiu, Dacheng
3
Zhong, Angel
3
Ang, Tze Chuan
2
Aït-Sahalia, Yacine
2
Cheema, Muhammad A.
2
Chuang, Hui-Ching
2
Jiang, Fuwei
2
Jiang, Yuexiang
2
Ko, Kuan-Cheng
2
Kumar, Dilip
2
Lee, Deok-Hyeon
2
Li, Bob
2
Li, Jia
2
Li, Yingying
2
Liang, Chao
2
Lin, Chaonan
2
Meddahi, Nour
2
Min, Byoung-Kyu
2
Narayan, Paresh Kumar
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Sehgal, Sanjay
2
Tauchen, George Eugene
2
Yang, Nien-Tzu
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Zaremba, Adam
2
Zhu, Jie
2
Zhu, Xiaoneng
2
Abraham, Rebecca
1
Aftab, Hira
1
Asai, Manabu
1
Babajee, Reena Bhattu
1
Bae, Jaewan
1
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Journal of econometrics
Pacific-Basin finance journal
Theoretical economics letters
Finance research letters
151
International review of economics & finance : IREF
97
International review of financial analysis
96
Journal of banking & finance
84
Journal of financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
78
Journal of empirical finance
75
Applied economics
68
Economic modelling
62
Research in international business and finance
54
Journal of international financial markets, institutions & money
51
Applied economics letters
43
Management science : journal of the Institute for Operations Research and the Management Sciences
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Energy economics
41
Review of quantitative finance and accounting
37
Journal of international money and finance
34
The European journal of finance
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of financial markets
30
International journal of finance & economics : IJFE
28
International journal of forecasting
28
Economics letters
27
Discussion papers / CEPR
26
International journal of economics and finance
24
Journal of financial econometrics
22
Quantitative finance
22
Working paper / National Bureau of Economic Research, Inc.
21
Discussion paper / Centre for Economic Policy Research
20
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
19
Journal of economic dynamics & control
18
Review of finance : journal of the European Finance Association
18
Global finance journal
16
Journal of forecasting
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
Financial markets and portfolio management
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ECONIS (ZBW)
124
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1
New Zealand long-term equity returns and their determinants
Ma, Rui
;
Marshall, Ben R.
;
Nguyen, Nhut
; …
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014575304
Saved in:
2
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
3
Profitability of technical trading rules in the Chinese stock market
Chuang, O-Chia
;
Chuang, Hui-Ching
;
Wang, Zixuan
;
Xu, Jin
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534566
Saved in:
4
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
5
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
6
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:
7
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
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8
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:
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
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