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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~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
1,012
Volatility
266
Volatilität
266
Theorie
263
Theory
263
Estimation theory
234
Schätztheorie
234
Capital income
220
Börsenkurs
212
Share price
212
Time series analysis
166
Zeitreihenanalyse
166
Forecasting model
141
Prognoseverfahren
141
Aktienmarkt
130
Stock market
130
USA
122
United States
122
Panel
121
Panel study
121
Nichtparametrisches Verfahren
117
Nonparametric statistics
117
ARCH model
111
ARCH-Modell
111
Regression analysis
109
Regressionsanalyse
109
Welt
97
World
97
Exchange rate
81
Wechselkurs
81
CAPM
71
Cointegration
71
Kointegration
71
Portfolio selection
68
Portfolio-Management
68
Risikoprämie
65
Risk premium
65
VAR model
59
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Undetermined
663
Free
1
Type of publication
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Article
1,015
Book / Working Paper
2
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
1,017
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
1,017
Author
All
Todorov, Viktor
14
Gupta, Rangan
13
Tauchen, George Eugene
9
Bollerslev, Tim
8
Kang, Sang Hoon
8
Linton, Oliver
8
Mensi, Walid
8
Narayan, Paresh Kumar
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Zhu, Huiming
7
Hau, Liya
6
Koop, Gary
6
Pierdzioch, Christian
6
Wohar, Mark E.
6
Zaremba, Adam
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Balcilar, Mehmet
5
Gao, Jiti
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
MacDonald, Ronald
5
McAleer, Michael
5
Xuan Vinh Vo
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Callaway, Brantly
4
Chen, Mei-Ping
4
Dai, Zhifeng
4
Francq, Christian
4
Gouriéroux, Christian
4
Heckman, James J.
4
Hsiao, Cheng
4
Kanas, Angelos
4
Li, Kunpeng
4
Papavassiliou, Vassilios G.
4
Park, Joon Y.
4
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Published in...
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Journal of econometrics
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
Journal of empirical finance
252
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
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10
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
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