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isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~subject:"Share price"
~subject:"Theorie"
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Lohnstruktur
Share price
Theorie
Estimation
563
Schätzung
559
Estimation theory
164
Schätztheorie
164
Volatility
137
Volatilität
137
Theory
118
Time series analysis
110
Zeitreihenanalyse
110
Börsenkurs
103
Panel
100
Panel study
100
Capital income
97
Kapitaleinkommen
97
Nichtparametrisches Verfahren
85
Nonparametric statistics
85
Forecasting model
83
Prognoseverfahren
83
Regression analysis
83
Regressionsanalyse
83
Aktienmarkt
69
Stock market
69
Welt
54
World
54
ARCH model
49
ARCH-Modell
49
Cointegration
43
Kointegration
43
Factor analysis
40
Faktorenanalyse
40
Stochastic process
38
Stochastischer Prozess
38
Panel data
36
Portfolio selection
33
Portfolio-Management
33
VAR model
33
VAR-Modell
33
Bayes-Statistik
32
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214
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Conference paper
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1
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English
214
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Todorov, Viktor
6
Gupta, Rangan
5
Li, Jia
5
Marcellino, Massimiliano
5
Kim, Donggyu
4
Tauchen, George Eugene
4
Tiwari, Aviral Kumar
4
Aït-Sahalia, Yacine
3
Gil-Alaña, Luis A.
3
Lucas, André
3
Wang, Yazhen
3
Xiu, Dacheng
3
Abedin, Mohammad Zoynul
2
Andersen, Torben
2
Asai, Manabu
2
Bailey, Natalia
2
Barnett, William A.
2
Bollerslev, Tim
2
Bouteska, Ahmed
2
Carriero, Andrea
2
Christensen, Kim
2
Clark, Todd E.
2
Fan, Jianqing
2
Forbes, Catherine Scipione
2
Frühwirth-Schnatter, Sylvia
2
Ghysels, Eric
2
Hallin, Marc
2
Hong, Yongmiao
2
Hounyo, Ulrich
2
Hurd, Michael D.
2
Jacobi, Liana
2
Kapetanios, George
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Koopman, Siem Jan
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
McAleer, Michael
2
Naeem, Muhammad Abubakr
2
Paolella, Marc S.
2
Pelger, Markus
2
Phillips, Peter C. B.
2
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Journal of applied econometrics
Journal of econometrics
Research in international business and finance
Discussion paper / Centre for Economic Policy Research
342
Working paper / National Bureau of Economic Research, Inc.
189
Economic modelling
181
Finance research letters
177
Applied economics
167
Discussion papers / CEPR
161
International review of economics & finance : IREF
150
Economics letters
120
Applied economics letters
114
International review of financial analysis
114
The North American journal of economics and finance : a journal of financial economics studies
112
SpringerLink / Bücher
110
Energy economics
100
Journal of banking & finance
95
Journal of empirical finance
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
Journal of economic dynamics & control
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Journal of international money and finance
74
Journal of financial economics
67
International journal of forecasting
63
Journal of international financial markets, institutions & money
60
Macroeconomic dynamics
60
Pacific-Basin finance journal
58
Journal of macroeconomics
57
Labour economics : official journal of the European Association of Labour Economists
57
Management science : journal of the Institute for Operations Research and the Management Sciences
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
European economic review : EER
47
The European journal of finance
45
Review of quantitative finance and accounting
44
Journal of monetary economics
43
International journal of economics and finance
42
Quantitative finance
42
International journal of finance & economics : IJFE
38
Journal of international economics
37
Journal of financial markets
36
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ECONIS (ZBW)
214
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1
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan
;
Balaban, Suzana
;
Simić, Milica
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
Saved in:
2
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
3
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
4
Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties
Jin, Fei
;
Lee, Lung-fei
;
Yang, Kai
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 640-658
Persistent link: https://www.econbiz.de/10014562842
Saved in:
5
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
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6
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
7
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
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8
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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9
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
10
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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