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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Demetrescu, Matei"
~person:"Duong, Diep"
~subject:"Capital income"
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Kapitaleinkommen
Capital income
Estimation
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Börsenkurs
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Demetrescu, Matei
Duong, Diep
Todorov, Viktor
10
Bollerslev, Tim
6
Tauchen, George Eugene
5
Andersen, Torben
4
Li, Jia
4
Xiu, Dacheng
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Aït-Sahalia, Yacine
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Cederburg, Scott
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Francq, Christian
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Gungor, Sermin
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Kalnina, Ilze
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Lan, Wei
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Li, Junye
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Li, Yingying
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Luger, Richard
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Meddahi, Nour
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O'Doherty, Michael
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Paolella, Marc S.
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Patton, Andrew J.
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Pelger, Markus
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Polak, Pawel
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Schienle, Melanie
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So, Mike Ka-pui
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Sun, Yucheng
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Taamouti, Abderrahim
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Tamoni, Andrea
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Xu, Wen
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Zhou, Hao
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Amado, Cristina
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Ameriks, John
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Anatolyev, Stanislav
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Anderson, Heather M.
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Asai, Manabu
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Bakalli, Gaetan
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Bandi, Federico M.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Working papers / Rutgers University, Department of Economics
1
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ECONIS (ZBW)
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Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei
;
Hillmann, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
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2
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
3
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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