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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Kointegration"
~subject:"Volatility"
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Search: subject_exact:"Estimation"
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Capital income
Kointegration
Volatility
Estimation
935
Schätzung
930
Theorie
232
Theory
232
Estimation theory
227
Schätztheorie
227
Volatilität
212
Börsenkurs
194
Share price
194
Kapitaleinkommen
178
Time series analysis
147
Zeitreihenanalyse
147
Aktienmarkt
124
Stock market
124
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119
Panel study
119
USA
116
United States
116
Nichtparametrisches Verfahren
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105
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100
Regressionsanalyse
100
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84
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84
Welt
71
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70
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51
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50
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49
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47
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369
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Bohl, Martin T.
14
Todorov, Viktor
14
Gupta, Rangan
11
Gil-Alaña, Luis A.
9
Bollerslev, Tim
8
Caporale, Guglielmo Maria
8
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Bouri, Elie
4
Francq, Christian
4
Phillips, Peter C. B.
4
Siklos, Pierre L.
4
Tiwari, Aviral Kumar
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Aboura, Sofiane
3
Balcilar, Mehmet
3
Barigozzi, Matteo
3
Chevallier, Julien
3
Fan, Jianqing
3
Ge̜bka, Bartosz
3
Henke, Harald
3
McAleer, Michael
3
McMillan, David G.
3
Papadamou, Stephanos
3
Patton, Andrew J.
3
Poza, Carlos
3
Taylor, Robert
3
Wang, Yazhen
3
Wohar, Mark E.
3
Abakah, Emmanuel Joel Aikins
2
Abedin, Mohammad Zoynul
2
Andreou, Elena
2
Asai, Manabu
2
Bahmani-Oskooee, Mohsen
2
Bandi, Federico M.
2
Bibinger, Markus
2
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of econometrics
Research in international business and finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
311
Economic modelling
261
Finance research letters
234
Applied economics letters
231
International review of economics & finance : IREF
226
Energy economics
208
International review of financial analysis
196
Journal of banking & finance
193
The North American journal of economics and finance : a journal of financial economics studies
172
Journal of empirical finance
168
Working paper / National Bureau of Economic Research, Inc.
162
NBER working paper series
159
Applied financial economics
156
CESifo working papers
140
Journal of financial economics
140
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
134
NBER Working Paper
134
Journal of international financial markets, institutions & money
133
International journal of economics and financial issues : IJEFI
127
Journal of international money and finance
127
International journal of economics and finance
120
Working paper
120
International Journal of Energy Economics and Policy : IJEEP
114
Economics letters
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
The empirical economics letters : a monthly international journal of economics
101
Cogent economics & finance
96
The European journal of finance
96
International journal of finance & economics : IJFE
95
Journal of risk and financial management : JRFM
89
Pacific-Basin finance journal
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
The journal of futures markets
79
Review of quantitative finance and accounting
77
Discussion paper / Centre for Economic Policy Research
76
Discussion paper / Tinbergen Institute
67
International journal of forecasting
64
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ECONIS (ZBW)
369
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369
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
3
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
4
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
5
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
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
Saved in:
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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