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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-Modell"
~subject:"Theory"
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Kapitaleinkommen
ARCH-Modell
Theory
Estimation
772
Schätzung
767
Estimation theory
228
Schätztheorie
228
Theorie
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 model
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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Undetermined
244
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Article
364
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1
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364
Aufsatz in Zeitschrift
364
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
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1
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English
365
Author
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Todorov, Viktor
9
Gupta, Rangan
8
Bollerslev, Tim
5
Koop, Gary
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Dai, Zhifeng
4
Francq, Christian
4
McAleer, Michael
4
Tauchen, George Eugene
4
Xiu, Dacheng
4
Asai, Manabu
3
Caporin, Massimiliano
3
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Hau, Liya
3
Kang, Sang Hoon
3
Kim, Donggyu
3
Mensi, Walid
3
Paolella, Marc S.
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Rombouts, Jeroen V. K.
3
Steel, Mark F. J.
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zhou, Liyun
3
Zhu, Huiming
3
Andreou, Elena
2
Chang, Chia-Lin
2
Cho, Hoon
2
Dong, Xiyong
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
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.
624
NBER working paper series
528
NBER Working Paper
479
Applied economics
433
Discussion paper / Centre for Economic Policy Research
379
Discussion paper series / IZA
292
Economic modelling
288
CESifo working papers
264
Applied economics letters
260
Economics letters
255
International review of economics & finance : IREF
232
Working paper
229
Finance research letters
227
Journal of banking & finance
227
Journal of international money and finance
201
International review of financial analysis
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
193
Journal of empirical finance
189
Applied financial economics
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
174
Journal of financial economics
170
Energy economics
162
IZA Discussion Paper
153
Discussion paper / Tinbergen Institute
149
Discussion paper
147
Journal of applied econometrics
147
Discussion papers / CEPR
144
Journal of economic dynamics & control
136
Europäische Hochschulschriften / 5
133
Journal of macroeconomics
126
Journal of international financial markets, institutions & money
123
The European journal of finance
118
The review of economics and statistics
116
International journal of finance & economics : IJFE
114
International journal of forecasting
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
106
The journal of finance : the journal of the American Finance Association
104
SpringerLink / Bücher
101
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ECONIS (ZBW)
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1
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:
2
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:
3
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
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
Saved in:
7
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:
8
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:
9
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:
10
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
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