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source:"econis"
subject:"Kapitaleinkommen"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
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Kapitaleinkommen
ARCH model
Bayes-Statistik
Bayesian inference
Estimation
519
Schätzung
515
Estimation theory
162
Schätztheorie
162
Volatility
152
Volatilität
152
Theorie
126
Theory
126
Capital income
120
Börsenkurs
117
Share price
117
Time series analysis
114
Zeitreihenanalyse
114
Forecasting model
90
Prognoseverfahren
90
Panel
87
Panel study
87
Nichtparametrisches Verfahren
83
Nonparametric statistics
83
Regression analysis
82
Regressionsanalyse
82
Aktienmarkt
61
Stock market
61
ARCH-Modell
60
Portfolio selection
43
Portfolio-Management
43
Welt
42
World
42
CAPM
38
Factor analysis
38
Faktorenanalyse
38
Stochastic process
38
Stochastischer Prozess
38
VAR model
36
VAR-Modell
36
Panel data
35
Cointegration
34
Kointegration
34
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Article
183
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183
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183
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English
183
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Gupta, Rangan
9
Todorov, Viktor
5
Andersen, Torben
3
Bollerslev, Tim
3
Caporin, Massimiliano
3
Dai, Zhifeng
3
Francq, Christian
3
Hau, Liya
3
Ji, Qiang
3
Kim, Donggyu
3
Pierdzioch, Christian
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Yang, Chunpeng
3
Zakoïan, Jean-Michel
3
Zhang, Xinyu
3
Zhou, Liyun
3
Zhu, Huiming
3
Aït-Sahalia, Yacine
2
Cho, Hoon
2
Fan, Jianqing
2
Frühwirth-Schnatter, Sylvia
2
Fulop, Andras
2
Hamori, Shigeyuki
2
Hong, Yongmiao
2
Jung, Hojin
2
Kang, Sang Hoon
2
Kaufmann, Sylvia
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kong, Xin-Bing
2
Li, Jia
2
Li, Junye
2
Li, Yingying
2
Liu, Fang
2
Meddahi, Nour
2
Mensi, Walid
2
Mo, Guoli
2
Nonejad, Nima
2
Paolella, Marc S.
2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
186
International review of economics & finance : IREF
120
International review of financial analysis
119
Economic modelling
111
Applied economics
109
Journal of banking & finance
91
Journal of empirical finance
89
Energy economics
87
Journal of financial economics
80
Pacific-Basin finance journal
69
Research in international business and finance
67
Journal of international financial markets, institutions & money
65
Applied economics letters
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
Journal of international money and finance
52
Economics letters
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
International journal of forecasting
49
Journal of economic dynamics & control
42
Review of quantitative finance and accounting
42
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Discussion papers / CEPR
40
International journal of finance & economics : IJFE
38
The European journal of finance
35
Journal of financial markets
34
Emerging markets, finance and trade : EMFT
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
International journal of economics and finance
30
Discussion paper / Centre for Economic Policy Research
29
Journal of financial econometrics
27
Working paper / National Bureau of Economic Research, Inc.
26
Quantitative finance
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
24
Econometric reviews
23
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
Theoretical economics letters
21
Journal of forecasting
20
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ECONIS (ZBW)
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1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
2
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:
3
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:
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
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:
6
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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7
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
Saved in:
8
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
9
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:
10
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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