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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Bayesian inference"
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Kapitaleinkommen
ARCH model
Bayesian inference
Estimation
1,021
Schätzung
1,016
Theorie
294
Theory
294
Volatility
245
Volatilität
245
Estimation theory
236
Schätztheorie
236
Capital income
184
Börsenkurs
183
Share price
183
Time series analysis
173
Zeitreihenanalyse
173
Panel
136
Panel study
136
Forecasting model
135
Prognoseverfahren
135
USA
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United States
125
Nichtparametrisches Verfahren
118
Nonparametric statistics
118
Aktienmarkt
107
Regression analysis
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Regressionsanalyse
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Stock market
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ARCH-Modell
98
Exchange rate
88
Wechselkurs
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Welt
86
World
86
Cointegration
77
Kointegration
77
VAR model
61
VAR-Modell
61
Portfolio selection
57
Portfolio-Management
57
Bayes-Statistik
56
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English
289
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Gupta, Rangan
12
Todorov, Viktor
8
Bollerslev, Tim
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Tauchen, George Eugene
4
Wohar, Mark E.
4
Xiu, Dacheng
4
Yang, Chunpeng
4
Zhou, Liyun
4
Andersen, Torben
3
Asai, Manabu
3
Caporin, Massimiliano
3
Dai, Zhifeng
3
Frühwirth-Schnatter, Sylvia
3
Hau, Liya
3
Ji, Qiang
3
Kanas, Angelos
3
Kim, Donggyu
3
McAleer, Michael
3
Paolella, Marc S.
3
Pierdzioch, Christian
3
Ravazzolo, Francesco
3
Rombouts, Jeroen V. K.
3
Zhang, Xinyu
3
Zhu, Huiming
3
Andreou, Elena
2
Aït-Sahalia, Yacine
2
Balcilar, Mehmet
2
Billio, Monica
2
Casarin, Roberto
2
Chang, Chia-Lin
2
Chen, Cathy W. S.
2
Cho, Hoon
2
Fan, Jianqing
2
Fulop, Andras
2
Gallant, A. Ronald
2
Gillas, Konstantinos Gkillas
2
Hammoudeh, Shawkat
2
Hamori, Shigeyuki
2
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International journal of finance & economics : IJFE
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
189
International review of financial analysis
162
Applied economics
161
Journal of banking & finance
157
Economic modelling
155
International review of economics & finance : IREF
155
Journal of empirical finance
144
Journal of financial economics
128
Applied economics letters
117
Applied financial economics
109
NBER working paper series
105
Energy economics
101
Journal of international financial markets, institutions & money
100
Working paper / National Bureau of Economic Research, Inc.
98
Working paper
88
Research in international business and finance
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
NBER Working Paper
79
Pacific-Basin finance journal
77
Journal of international money and finance
74
The European journal of finance
74
Economics letters
73
Review of quantitative finance and accounting
68
CESifo working papers
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
Journal of risk and financial management : JRFM
61
International journal of forecasting
60
Discussion paper / Tinbergen Institute
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
International journal of economics and finance
54
Management science : journal of the Institute for Operations Research and the Management Sciences
53
Journal of economic dynamics & control
50
Journal of forecasting
47
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Research paper series / Swiss Finance Institute
45
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ECONIS (ZBW)
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1
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
2
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
3
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
4
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
5
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
6
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
7
Investor trading behavior and asset prices : evidence from quantile regression analysis
Zhou, Liyun
;
Lin, Weinan
;
Yang, Chunpeng
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1722-1744
Persistent link: https://www.econbiz.de/10014533320
Saved in:
8
Model-based estimation in monetary policy inertia and it's another possibility
Cha, H. E.
;
Lim, Raymond Jay
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2077-2094
Persistent link: https://www.econbiz.de/10014533396
Saved in:
9
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:
10
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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