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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation"
~type_genre:"Article in journal"
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Kapitaleinkommen
Estimation
Schätzung
1,264
Theorie
362
Theory
362
Volatility
346
Volatilität
346
Capital income
338
Börsenkurs
293
Share price
293
Estimation theory
255
Schätztheorie
255
Forecasting model
206
Prognoseverfahren
206
Time series analysis
198
Zeitreihenanalyse
198
Aktienmarkt
172
Stock market
172
ARCH model
154
ARCH-Modell
154
USA
143
United States
143
Panel
129
Panel study
129
Nichtparametrisches Verfahren
125
Nonparametric statistics
125
CAPM
123
Welt
122
World
122
Regression analysis
121
Regressionsanalyse
121
Portfolio selection
113
Portfolio-Management
113
Risikoprämie
105
Risk premium
105
Exchange rate
97
Wechselkurs
97
Risk
84
Risiko
81
Cointegration
80
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All
Undetermined
812
Free
1
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Article
1,267
Book / Working Paper
2
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
1,269
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
2
Sammelwerk
2
Language
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English
1,269
Author
All
Todorov, Viktor
14
Gupta, Rangan
13
Linton, Oliver
9
Tauchen, George Eugene
9
Bollerslev, Tim
8
Kang, Sang Hoon
8
Mensi, Walid
8
Narayan, Paresh Kumar
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Zaremba, Adam
8
Koop, Gary
7
Zhu, Huiming
7
Caporin, Massimiliano
6
Ghysels, Eric
6
Hau, Liya
6
Pesaran, M. Hashem
6
Pierdzioch, Christian
6
Wohar, Mark E.
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Balcilar, Mehmet
5
Cho, Dooyeon
5
Gao, Jiti
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
MacDonald, Ronald
5
McAleer, Michael
5
Shin, Yongcheol
5
Xuan Vinh Vo
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Brooks, Robert
4
Cakici, Nusret
4
Callaway, Brantly
4
Chen, Mei-Ping
4
Christiansen, Charlotte
4
Dai, Zhifeng
4
Dijk, Dick van
4
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Published in...
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Journal of econometrics
Journal of empirical finance
Journal of international financial markets, institutions & money
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
1,744
Applied economics letters
1,153
Economic modelling
819
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
728
Economics letters
684
Energy economics
478
International review of economics & finance : IREF
476
Journal of international money and finance
450
Applied financial economics
442
Journal of banking & finance
434
Finance research letters
388
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
364
Journal of applied econometrics
357
International review of financial analysis
324
Labour economics : official journal of the European Association of Labour Economists
306
The American economic review
298
The empirical economics letters : a monthly international journal of economics
298
The review of economics and statistics
286
Journal of macroeconomics
274
European economic review : EER
262
International journal of economics and finance
255
International journal of economics and financial issues : IJEFI
251
Journal of financial economics
248
Economics of education review
247
International journal of finance & economics : IJFE
241
Journal of economic dynamics & control
238
Journal of international economics
226
Research in international business and finance
226
Journal of monetary economics
208
Cogent economics & finance
200
The journal of finance : the journal of the American Finance Association
200
Journal of economic behavior & organization : JEBO
197
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
197
Journal of population economics
195
Journal of money, credit and banking : JMCB
193
The European journal of finance
193
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ECONIS (ZBW)
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1
New insights into liquidity resiliency
O'Sullivan, Conall
;
Papavassiliou, Vassilios G.
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014494689
Saved in:
2
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
3
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
4
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
5
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
6
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
7
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:
8
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:
9
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:
10
Wild bootstrap inference for penalized quantile regression for longitudinal data
Lamarche, Carlos
;
Parker, Thomas
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1799-1826
Persistent link: https://www.econbiz.de/10014471428
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