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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~person:"Demetrescu, Matei"
~person:"Duong, Diep"
~subject:"Capital income"
~subject:"Regression analysis"
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Kapitaleinkommen
Capital income
Regression analysis
Estimation
2
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Time series analysis
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Demetrescu, Matei
Duong, Diep
Todorov, Viktor
8
Bollerslev, Tim
5
Andersen, Torben
3
Ghysels, Eric
3
Hoderlein, Stefan
3
Lamarche, Carlos
3
Phillips, Peter C. B.
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Su, Liangjun
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Tauchen, George Eugene
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Xiu, Dacheng
3
Ai, Chunrong
2
AĂŻt-Sahalia, Yacine
2
Bertanha, Marinho
2
Chen, Heng
2
Chernozhukov, Victor
2
Chiang, Harold D.
2
Fan, Yanqin
2
Francq, Christian
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Gao, Jiti
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Harding, Matthew C.
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Hong, Yongmiao
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Hsu, Yu-Chin
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Kim, Tae-hwan
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Li, Jia
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Li, Kunpeng
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Li, Yingying
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Linton, Oliver
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Malikov, Emir
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Meddahi, Nour
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Miao, Ke
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Mroz, Thomas A.
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Paolella, Marc S.
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Patton, Andrew J.
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Pelger, Markus
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Polak, Pawel
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Sasaki, Yuya
2
Sun, Yiguo
2
Tu, Yundong
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2
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Journal of econometrics
Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Kiel working paper
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Ruhr economic papers
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Working papers / Rutgers University, Department of Economics
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ECONIS (ZBW)
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Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
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2
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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