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accessRights:"restricted"
subject:"Capital income"
~isPartOf:"Quantitative finance"
~subject:"Portfolio-Management"
~subject:"Wertpapierhandel"
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Capital income
Portfolio-Management
Wertpapierhandel
Estimation
62
Schätzung
61
Volatility
28
Volatilität
28
Theorie
27
Theory
27
Börsenkurs
26
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Kapitaleinkommen
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Gerlach, Richard
2
González-Urteaga, Ana
2
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Rubio, Gonzalo
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1
Alemany, N.
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Quantitative finance
Finance research letters
158
International review of financial analysis
110
International review of economics & finance : IREF
106
Journal of banking & finance
104
The North American journal of economics and finance : a journal of financial economics studies
90
Journal of financial economics
88
Journal of empirical finance
83
Applied economics
73
Economic modelling
73
Pacific-Basin finance journal
70
Research in international business and finance
66
Journal of international financial markets, institutions & money
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Journal of econometrics
48
Discussion paper / Centre for Economic Policy Research
45
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Applied economics letters
42
Energy economics
41
Journal of international money and finance
40
Discussion papers / CEPR
38
Review of quantitative finance and accounting
38
The European journal of finance
35
Economics letters
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of finance & economics : IJFE
30
Journal of financial markets
30
Working paper / National Bureau of Economic Research, Inc.
30
International journal of forecasting
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
International journal of economics and finance
26
Journal of economic dynamics & control
25
Journal of financial econometrics
24
Emerging markets, finance and trade : EMFT
23
Theoretical economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Financial markets and portfolio management
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Journal of financial and quantitative analysis : JFQA
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Journal of forecasting
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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1
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
2
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
3
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
4
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
5
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
6
Size and power in tests of return predictability
LeRoy, Stephen F.
;
Singhania, Rish
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10013367890
Saved in:
7
Time-dependent relations between gaps and returns in a Bitcoin order book
Mota-Navarro, Roberto
;
Monroy-Castillero, Paulino
; …
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1343-1354
Persistent link: https://www.econbiz.de/10013367903
Saved in:
8
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
9
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
10
Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?
Sakurai, Yuji
;
Kurosaki, Tetsuo
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2219-2236
Persistent link: https://www.econbiz.de/10013490939
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