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isPartOf:"Review of financial economics : RFE"
~isPartOf:"Journal of econometrics"
~subject:"Ankündigungseffekt"
~subject:"Risiko"
~subject:"Volatilität"
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Search: subject_exact:"Capital income"
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Ankündigungseffekt
Risiko
Volatilität
Capital income
223
Kapitaleinkommen
223
Volatility
85
Börsenkurs
75
Share price
75
Estimation
68
Schätzung
68
Theorie
63
Theory
63
Forecasting model
51
Prognoseverfahren
51
Estimation theory
46
Schätztheorie
46
Time series analysis
41
Zeitreihenanalyse
41
Portfolio selection
39
Portfolio-Management
39
CAPM
34
USA
34
United States
34
ARCH model
27
ARCH-Modell
27
Aktienmarkt
22
Stock market
22
Risikoprämie
21
Risk premium
21
Regression analysis
20
Regressionsanalyse
20
Stochastic process
19
Stochastischer Prozess
19
Correlation
17
Korrelation
17
Risk
17
Market microstructure
16
Marktmikrostruktur
16
Anlageverhalten
15
Behavioural finance
15
High-frequency data
15
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Undetermined
58
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Article
99
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
100
Aufsatz in Zeitschrift
100
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
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English
100
Author
All
Bollerslev, Tim
8
Todorov, Viktor
8
Andersen, Torben
5
Meddahi, Nour
5
Mykland, Per A.
5
Tauchen, George Eugene
4
Aït-Sahalia, Yacine
3
Renault, Eric
3
Shephard, Neil G.
3
Xiu, Dacheng
3
Asai, Manabu
2
Bandi, Federico M.
2
Bekaert, Geert
2
Hautsch, Nikolaus
2
Huffman, Stephen P.
2
Li, Jia
2
Li, Yingying
2
McAleer, Michael
2
Moll, Cliff R.
2
Nam, Kiseok
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Polak, Pawel
2
Sheppard, Kevin
2
Zhang, Lan
2
Achleitner, Ann-Kristin
1
Agbeyegbe, Terence D.
1
Ahsan, Nazmul
1
Archakov, Ilya
1
Bae, Suang C.
1
Bandi, F. M.
1
Bansal, Ravi
1
Barai, Parama
1
Bauer, Gregory H.
1
Bekiros, Stelios D.
1
Ben Aissia, Dorsaf
1
Bibinger, Markus
1
Bonomo, Marco Antonio
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
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Institution
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Conference on Realized Volatility <2006, Montréal>
1
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Review of financial economics : RFE
Journal of econometrics
Finance research letters
245
International review of financial analysis
194
Journal of banking & finance
171
Journal of empirical finance
143
International review of economics & finance : IREF
137
NBER working paper series
136
Journal of financial economics
135
The North American journal of economics and finance : a journal of financial economics studies
119
Applied economics
116
Working paper / National Bureau of Economic Research, Inc.
115
NBER Working Paper
109
Research in international business and finance
106
Pacific-Basin finance journal
102
Energy economics
101
Applied financial economics
99
The journal of finance : the journal of the American Finance Association
93
Journal of international financial markets, institutions & money
91
Applied economics letters
82
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
82
Review of quantitative finance and accounting
81
Economic modelling
80
Journal of risk and financial management : JRFM
78
The European journal of finance
73
The review of financial studies
71
Journal of financial and quantitative analysis : JFQA
60
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
Economics letters
52
International journal of forecasting
52
International journal of economics and finance
51
Investment management and financial innovations
51
Journal of international money and finance
51
Cogent economics & finance
48
International journal of finance & economics : IJFE
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Journal of forecasting
47
Working paper
45
Journal of economics and finance
42
Journal of financial markets
42
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ECONIS (ZBW)
100
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1
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:
2
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:
3
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:
4
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
Saved in:
5
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
Saved in:
6
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
7
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
8
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:
9
Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Chelikani, Surya
;
Nam, Kiseok
;
Wang, Xuewu
- In:
Review of financial economics : RFE
41
(
2023
)
2
,
pp. 109-135
Persistent link: https://www.econbiz.de/10014278645
Saved in:
10
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
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