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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:"Regressionsanalyse"
~subject:"Share price"
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Kapitaleinkommen
ARCH model
Regressionsanalyse
Share price
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
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
Forecasting model
111
Prognoseverfahren
111
Panel
109
Panel study
109
Regression analysis
99
USA
99
United States
99
ARCH-Modell
76
Aktienmarkt
69
Stock market
69
Cointegration
51
Kointegration
51
Stochastic process
51
Stochastischer Prozess
51
Welt
50
World
50
Bayes-Statistik
48
Bayesian inference
48
VAR model
48
VAR-Modell
48
Portfolio selection
46
Portfolio-Management
46
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3
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3
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English
311
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Todorov, Viktor
10
Gupta, Rangan
9
Bollerslev, Tim
6
Li, Jia
5
Tauchen, George Eugene
5
Zakoïan, Jean-Michel
5
Dai, Zhifeng
4
Francq, Christian
4
Ghysels, Eric
4
Hau, Liya
4
Kang, Sang Hoon
4
Kim, Donggyu
4
Mensi, Walid
4
Xiu, Dacheng
4
Zhu, Huiming
4
Andersen, Torben
3
Caporin, Massimiliano
3
Chen, Mei-Ping
3
Hoderlein, Stefan
3
Lamarche, Carlos
3
McAleer, Michael
3
Paolella, Marc S.
3
Phillips, Peter C. B.
3
Rombouts, Jeroen V. K.
3
Su, Liangjun
3
Wang, Yazhen
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zhou, Liyun
3
Ai, Chunrong
2
Al-Yahyaee, Khamis Hamed
2
Andreou, Elena
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Balcilar, Mehmet
2
Bertanha, Marinho
2
Chang, Chia-Lin
2
Chen, Heng
2
Chen, Wen-Yi
2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
243
Applied economics
225
Applied economics letters
205
International review of economics & finance : IREF
196
Economic modelling
194
International review of financial analysis
194
NBER working paper series
188
Journal of banking & finance
183
Working paper / National Bureau of Economic Research, Inc.
179
Journal of empirical finance
163
Applied financial economics
162
NBER Working Paper
153
Journal of financial economics
143
Energy economics
136
Journal of international financial markets, institutions & money
131
Research in international business and finance
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
CESifo working papers
95
Pacific-Basin finance journal
95
Discussion paper series / IZA
94
The European journal of finance
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
91
Economics letters
90
Journal of risk and financial management : JRFM
88
Working paper
88
Journal of international money and finance
85
Discussion paper / Centre for Economic Policy Research
84
Review of quantitative finance and accounting
84
International journal of finance & economics : IJFE
80
International journal of economics and finance
77
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
74
International journal of economics and financial issues : IJEFI
66
The journal of futures markets
66
Discussion paper / Tinbergen Institute
65
Cogent economics & finance
64
Management science : journal of the Institute for Operations Research and the Management Sciences
62
The empirical economics letters : a monthly international journal of economics
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
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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
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:
5
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:
6
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
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7
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:
8
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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9
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
10
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
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