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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Cointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Portfolio-Management"
~subject:"Spillover effect"
~subject:"Welt"
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Kapitaleinkommen
Cointegration
Nichtparametrisches Verfahren
Portfolio-Management
Spillover effect
Welt
Estimation
998
Schätzung
993
Volatility
266
Volatilität
266
Theorie
246
Theory
246
Estimation theory
232
Schätztheorie
232
Capital income
209
Börsenkurs
207
Share price
207
Time series analysis
167
Zeitreihenanalyse
167
Aktienmarkt
141
Stock market
141
Forecasting model
131
Prognoseverfahren
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Panel
125
Panel study
125
Nonparametric statistics
116
Regression analysis
111
Regressionsanalyse
111
USA
111
United States
111
ARCH model
109
ARCH-Modell
109
World
94
Kointegration
83
Portfolio selection
70
Exchange rate
63
Wechselkurs
63
CAPM
60
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60
VAR-Modell
60
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Undetermined
407
Free
3
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497
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1
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498
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498
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7
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7
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1
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1
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English
498
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Gupta, Rangan
15
Todorov, Viktor
10
Linton, Oliver
8
Kang, Sang Hoon
7
Bollerslev, Tim
6
Gil-Alaña, Luis A.
6
Hau, Liya
6
Mensi, Walid
6
Phillips, Peter C. B.
6
Zhu, Huiming
6
Pierdzioch, Christian
5
Xuan Vinh Vo
5
Balcilar, Mehmet
4
Caporale, Guglielmo Maria
4
Gao, Jiti
4
Lee, Chien-chiang
4
Li, Jia
4
Tauchen, George Eugene
4
Wohar, Mark E.
4
Zaremba, Adam
4
Abedin, Mohammad Zoynul
3
Aboura, Sofiane
3
Ahmed, Walid M. A.
3
Andersen, Torben
3
Beckmann, Joscha
3
Cai, Zongwu
3
Chen, Mei-Ping
3
Chevallier, Julien
3
Chiang, Thomas C.
3
Dai, Zhifeng
3
Hamori, Shigeyuki
3
Hoderlein, Stefan
3
Hsiao, Cheng
3
Ji, Qiang
3
Lu, Xun
3
McAleer, Michael
3
Paolella, Marc S.
3
Salisu, Afees A.
3
Sun, Yiguo
3
Tiwari, Aviral Kumar
3
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Journal of econometrics
Research in international business and finance
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
420
Working paper / National Bureau of Economic Research, Inc.
416
NBER working paper series
398
CESifo working papers
383
NBER Working Paper
350
Applied economics letters
316
Economic modelling
313
Discussion paper / Centre for Economic Policy Research
265
International review of economics & finance : IREF
249
Journal of banking & finance
228
Finance research letters
227
Energy economics
225
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
215
Economics letters
197
Discussion paper series / IZA
193
International review of financial analysis
193
Journal of international money and finance
189
Working paper
170
Journal of empirical finance
164
Journal of financial economics
143
Journal of international financial markets, institutions & money
143
Applied financial economics
136
International Journal of Energy Economics and Policy : IJEEP
133
International journal of economics and financial issues : IJEFI
130
CESifo Working Paper Series
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
122
The empirical economics letters : a monthly international journal of economics
120
International journal of economics and finance
119
Cogent economics & finance
111
International journal of finance & economics : IJFE
106
Discussion paper
104
Discussion paper / Tinbergen Institute
101
Discussion papers / CEPR
96
Journal of risk and financial management : JRFM
96
IZA Discussion Paper
92
Journal of applied econometrics
87
The European journal of finance
86
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ECONIS (ZBW)
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Potential diversification benefits : a comparative study of Islamic and conventional stock market indexes
Belanes, Amel
;
Saâdaoui, Foued
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014451500
Saved in:
3
Selling options to beat the market : further empirical evidence
Balbás de la Corte, Alejandro
;
Serna, Gregorio
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451533
Saved in:
4
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
5
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan
;
Balaban, Suzana
;
Simić, Milica
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
Saved in:
6
Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods
Raza, Syed Ali
;
Guesmi, Khaled
;
Benkraiem, Ramzi
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451526
Saved in:
7
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
8
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
9
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:
10
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
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