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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:"Time series analysis"
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Kapitaleinkommen
ARCH model
Regressionsanalyse
Time series analysis
Estimation
772
Schätzung
767
Estimation theory
228
Schätztheorie
228
Theorie
226
Theory
226
Volatility
198
Volatilität
198
Zeitreihenanalyse
149
Capital income
142
Börsenkurs
140
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140
Nichtparametrisches Verfahren
113
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113
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111
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109
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109
Regression analysis
99
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50
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357
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Todorov, Viktor
11
Bollerslev, Tim
7
Gupta, Rangan
7
Phillips, Peter C. B.
6
Tauchen, George Eugene
6
Kim, Donggyu
5
Li, Jia
5
Su, Liangjun
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Francq, Christian
4
Ghysels, Eric
4
Hau, Liya
4
Xiu, Dacheng
4
Zhu, Huiming
4
Dai, Zhifeng
3
Fan, Jianqing
3
Gao, Jiti
3
Hoderlein, Stefan
3
Hong, Yongmiao
3
Kang, Sang Hoon
3
Koop, Gary
3
Lamarche, Carlos
3
Li, Kunpeng
3
Linton, Oliver
3
McAleer, Michael
3
Mensi, Walid
3
Nonejad, Nima
3
Paolella, Marc S.
3
Patton, Andrew J.
3
Robinson, Peter M.
3
Rombouts, Jeroen V. K.
3
Sun, Yiguo
3
Taylor, Robert
3
Wang, Fa
3
Wang, Yazhen
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zhou, Liyun
3
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2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
269
Economic modelling
238
Applied economics letters
214
Finance research letters
209
International review of economics & finance : IREF
183
International review of financial analysis
171
Journal of banking & finance
171
Journal of empirical finance
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Energy economics
150
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
147
Economics letters
139
Journal of financial economics
132
Applied financial economics
128
CESifo working papers
122
NBER working paper series
121
Working paper
115
International journal of forecasting
111
Journal of international financial markets, institutions & money
109
Working paper / National Bureau of Economic Research, Inc.
109
Discussion paper series / IZA
108
NBER Working Paper
101
Research in international business and finance
101
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Discussion paper / Tinbergen Institute
92
Journal of international money and finance
89
Journal of forecasting
84
Pacific-Basin finance journal
82
The European journal of finance
81
International journal of finance & economics : IJFE
79
Journal of risk and financial management : JRFM
77
Review of quantitative finance and accounting
73
Econometric reviews
72
International journal of economics and finance
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
Journal of applied econometrics
62
International journal of economics and financial issues : IJEFI
61
The empirical economics letters : a monthly international journal of economics
61
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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
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
Saved in:
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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