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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Li, Yingying"
~person:"Zaremba, Adam"
~subject:"Volatility forecasting"
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Kapitaleinkommen
Volatility forecasting
Capital income
4
Estimation
4
Schätzung
4
CAPM
2
Estimation theory
2
Forecasting model
2
Market microstructure
2
Market microstructure noise
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Prognoseverfahren
2
Return predictability
2
Schätztheorie
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Asset pricing
1
Betriebsgröße
1
Börsenkurs
1
Commodities
1
Commodity derivative
1
Country size
1
Country size effect
1
Decomposition
1
Decomposition method
1
Dekompositionsverfahren
1
Efficiency
1
Extreme return persistence
1
Factor momentum
1
Firm size
1
Futures pricing
1
High frequency data
1
High-frequency data
1
Industry size effect
1
Integrated volatility
1
Integrated volatility estimation
1
International investment
1
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Li, Yingying
Zaremba, Adam
Todorov, Viktor
8
Bollerslev, Tim
6
Gupta, Rangan
6
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
3
Paolella, Marc S.
3
Patton, Andrew J.
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
3
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Cho, Hoon
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Li, Jia
2
McAleer, Michael
2
Meddahi, Nour
2
Mo, Guoli
2
Nonejad, Nima
2
Pelger, Markus
2
Pierdzioch, Christian
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Ryu, Doojin
2
Seok, Sang Ik
2
Tan, Chunzhi
2
Ur Rehman, Mobeen
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Zhang, Weiguo
2
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
5
Economic research
4
Finance research letters
4
Journal of banking & finance
4
Journal of international financial markets, institutions & money
4
Emerging markets, finance and trade : EMFT
3
International review of financial analysis
3
Contemporary economics
2
Economic modelling
2
Finance a úvěr
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Pacific-Basin finance journal
2
Research in international business and finance
2
The journal of investing : JOI
2
E-Finanse : finansowy kwartalnik internetowy
1
Eastern European economics
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Energy economics
1
Financial markets, institutions & instruments
1
International journal of management and economics
1
Journal of risk and financial management : JRFM
1
Quantitative finance
1
Review of finance : journal of the European Finance Association
1
Studies in economics and finance
1
The journal of impact and ESG investing
1
The journal of investment strategies
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ECONIS (ZBW)
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1
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
Saved in:
2
Picking winners to pick your winners : The momentum effect in commodity risk factors
Zaremba, Adam
;
Mikutowski, Mateusz
;
Karathanasopoulos, …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203145
Saved in:
3
Size matters everywhere : decomposing the small country and small industry premia
Zaremba, Adam
;
Umutlu, Mehmet
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012036250
Saved in:
4
Efficient estimation of integrated volatility incorporating trading information
Li, Yingying
;
Xie, Shangyu
;
Zheng, Xinghua
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10011705231
Saved in:
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