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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"
~subject:"ARCH model"
~subject:"Bayesian inference"
~subject:"Welt"
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Kapitaleinkommen
ARCH model
Bayesian inference
Welt
Estimation
772
Schätzung
767
Estimation theory
228
Schätztheorie
228
Theorie
226
Theory
226
Volatility
198
Volatilität
198
Time series analysis
149
Zeitreihenanalyse
149
Capital income
142
Börsenkurs
140
Share price
140
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
Forecasting model
111
Prognoseverfahren
111
Panel
109
Panel study
109
Regression analysis
99
Regressionsanalyse
99
USA
99
United States
99
ARCH-Modell
76
Aktienmarkt
69
Stock market
69
Cointegration
51
Kointegration
51
Stochastic process
51
Stochastischer Prozess
51
World
50
Bayes-Statistik
48
VAR model
48
VAR-Modell
48
Portfolio selection
46
Portfolio-Management
46
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Undetermined
212
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Article
262
Book / Working Paper
1
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Article in journal
262
Aufsatz in Zeitschrift
262
Collection of articles of several authors
1
Sammelwerk
1
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English
263
Author
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Gupta, Rangan
10
Todorov, Viktor
8
Bollerslev, Tim
5
Hau, Liya
5
Zakoïan, Jean-Michel
5
Zhu, Huiming
5
Francq, Christian
4
Kang, Sang Hoon
4
Pierdzioch, Christian
4
Tauchen, George Eugene
4
Xiu, Dacheng
4
Andersen, Torben
3
Caporin, Massimiliano
3
Dai, Zhifeng
3
Frühwirth-Schnatter, Sylvia
3
Ji, Qiang
3
Kim, Donggyu
3
Lee, Chien-chiang
3
McAleer, Michael
3
Mensi, Walid
3
Paolella, Marc S.
3
Ravazzolo, Francesco
3
Rombouts, Jeroen V. K.
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zhang, Xinyu
3
Zhou, Liyun
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Andreou, Elena
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Balcilar, Mehmet
2
Billio, Monica
2
Casarin, Roberto
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Qitong
2
Cho, Hoon
2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
374
NBER working paper series
352
NBER Working Paper
311
CESifo working papers
310
Applied economics
305
Economic modelling
246
Discussion paper / Centre for Economic Policy Research
234
Finance research letters
234
Applied economics letters
231
International review of economics & finance : IREF
212
Energy economics
190
International review of financial analysis
189
Journal of banking & finance
186
Journal of international money and finance
173
Working paper
161
Journal of empirical finance
156
Economics letters
150
Discussion paper series / IZA
138
Journal of financial economics
135
Applied financial economics
130
Journal of international financial markets, institutions & money
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
Research in international business and finance
115
CESifo Working Paper Series
102
Discussion paper / Tinbergen Institute
99
Discussion paper
96
International journal of finance & economics : IJFE
92
Discussion papers / CEPR
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Pacific-Basin finance journal
81
The European journal of finance
78
International Journal of Energy Economics and Policy : IJEEP
77
Journal of risk and financial management : JRFM
77
Review of quantitative finance and accounting
73
IMF working papers
70
International journal of economics and finance
70
International journal of forecasting
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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
Saved in:
5
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
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6
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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7
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
8
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
9
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
10
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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