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isPartOf:"Review of financial economics : RFE"
~isPartOf:"Journal of econometrics"
~subject:"Ankündigungseffekt"
~subject:"Schätztheorie"
~subject:"Volatilität"
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Ankündigungseffekt
Schätztheorie
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
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
Risiko
17
Risk
17
Market microstructure
16
Marktmikrostruktur
16
Anlageverhalten
15
Behavioural finance
15
High-frequency data
15
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Undetermined
73
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Article
109
Book / Working Paper
1
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Article in journal
110
Aufsatz in Zeitschrift
110
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
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English
110
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Bollerslev, Tim
8
Todorov, Viktor
8
Andersen, Torben
5
Mykland, Per A.
5
Xiu, Dacheng
5
Demetrescu, Matei
4
Meddahi, Nour
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Tauchen, George Eugene
4
Aït-Sahalia, Yacine
3
Li, Yingying
3
Renault, Eric
3
Taylor, Robert
3
Asai, Manabu
2
Bekaert, Geert
2
Georgiev, Iliyan
2
Li, Jia
2
Linton, Oliver
2
McAleer, Michael
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Polak, Pawel
2
Sheppard, Kevin
2
Zhang, Lan
2
Zheng, Xinghua
2
Achleitner, Ann-Kristin
1
Agbeyegbe, Terence D.
1
Ahsan, Nazmul
1
Archakov, Ilya
1
Bae, Suang C.
1
Bakalli, Gaetan
1
Bandi, Federico M.
1
Bansal, Ravi
1
Barai, Parama
1
Bauer, Gregory H.
1
Bekiros, Stelios D.
1
Ben Aissia, Dorsaf
1
Bibinger, Markus
1
Bouezmarni, Taoufik
1
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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
212
International review of financial analysis
168
Journal of banking & finance
147
Journal of empirical finance
135
International review of economics & finance : IREF
122
Journal of financial economics
110
The North American journal of economics and finance : a journal of financial economics studies
106
Applied economics
98
Research in international business and finance
95
Energy economics
91
Applied financial economics
89
NBER working paper series
88
Pacific-Basin finance journal
82
The journal of finance : the journal of the American Finance Association
81
Journal of international financial markets, institutions & money
79
Working paper / National Bureau of Economic Research, Inc.
79
Economic modelling
78
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
76
Applied economics letters
75
Review of quantitative finance and accounting
75
Journal of risk and financial management : JRFM
73
NBER Working Paper
69
The European journal of finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
The review of financial studies
55
Journal of financial and quantitative analysis : JFQA
54
Economics letters
52
International journal of forecasting
51
Investment management and financial innovations
48
Journal of forecasting
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
Management science : journal of the Institute for Operations Research and the Management Sciences
43
Working paper
43
Journal of international money and finance
42
Cogent economics & finance
41
International journal of economics and finance
41
International journal of finance & economics : IJFE
41
The journal of corporate finance : contracting, governance and organization
40
Journal of economics and finance
36
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ECONIS (ZBW)
110
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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
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
4
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:
5
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
6
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:
7
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:
8
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
9
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
10
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
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