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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:"Exchange rate"
~subject:"Nichtparametrisches Verfahren"
~subject:"Welt"
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Kapitaleinkommen
Exchange rate
Nichtparametrisches Verfahren
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
131
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
Cointegration
83
Kointegration
83
Portfolio selection
70
Portfolio-Management
70
Wechselkurs
63
CAPM
60
VAR model
60
VAR-Modell
60
Spillover effect
55
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Undetermined
336
Free
1
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Article
426
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1
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Article in journal
427
Aufsatz in Zeitschrift
427
Conference paper
7
Konferenzbeitrag
7
Collection of articles of several authors
1
Sammelwerk
1
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English
427
Author
All
Gupta, Rangan
13
Todorov, Viktor
10
Linton, Oliver
8
Bollerslev, Tim
7
Hau, Liya
6
Zhu, Huiming
6
Phillips, Peter C. B.
5
Pierdzioch, Christian
5
Lee, Chien-chiang
4
Li, Jia
4
Tauchen, George Eugene
4
Zaremba, Adam
4
Aboura, Sofiane
3
Andersen, Torben
3
Balcilar, Mehmet
3
Belke, Ansgar
3
Cai, Zongwu
3
Chen, Mei-Ping
3
Chevallier, Julien
3
Chiang, Thomas C.
3
Dai, Zhifeng
3
Gao, Jiti
3
Hoderlein, Stefan
3
Hsiao, Cheng
3
Ji, Qiang
3
Kang, Sang Hoon
3
Lu, Xun
3
Paolella, Marc S.
3
Salisu, Afees A.
3
Sun, Yiguo
3
Tiwari, Aviral Kumar
3
Ur Rehman, Mobeen
3
Vogt, Michael
3
Wohar, Mark E.
3
Xiu, Dacheng
3
Yang, Chunpeng
3
Zhou, Liyun
3
Abedin, Mohammad Zoynul
2
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
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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
Working paper / National Bureau of Economic Research, Inc.
409
NBER working paper series
392
NBER Working Paper
349
Applied economics
330
CESifo working papers
326
Applied economics letters
256
Discussion paper / Centre for Economic Policy Research
255
Economic modelling
235
International review of economics & finance : IREF
230
Journal of international money and finance
228
Finance research letters
225
International review of financial analysis
184
Journal of banking & finance
184
Energy economics
174
Economics letters
168
Discussion paper series / IZA
163
Working paper
156
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
153
Journal of empirical finance
147
Journal of international financial markets, institutions & money
142
Applied financial economics
140
Journal of financial economics
138
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
124
International journal of finance & economics : IJFE
115
CESifo Working Paper Series
108
Discussion paper
93
Discussion papers / CEPR
93
International journal of economics and financial issues : IJEFI
91
IMF working papers
89
The European journal of finance
88
Discussion paper / Tinbergen Institute
85
Journal of risk and financial management : JRFM
84
Cogent economics & finance
82
International journal of economics and finance
82
Pacific-Basin finance journal
80
International Journal of Energy Economics and Policy : IJEEP
79
The empirical economics letters : a monthly international journal of economics
79
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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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8
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
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9
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
10
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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