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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~person:"Demetrescu, Matei"
~person:"Duong, Diep"
~subject:"Capital income"
~subject:"Schätzung"
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Kapitaleinkommen
Capital income
Schätzung
Estimation
2
Forecasting model
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Prognoseverfahren
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Time series analysis
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Demetrescu, Matei
Duong, Diep
Todorov, Viktor
14
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Koop, Gary
6
Andersen, Torben
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Aït-Sahalia, Yacine
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Gao, Jiti
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Ghysels, Eric
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Kim, Donggyu
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Li, Jia
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Lu, Xun
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Zakoïan, Jean-Michel
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Baltagi, Badi H.
4
Callaway, Brantly
4
Francq, Christian
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Gouriéroux, Christian
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Heckman, James J.
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Hsiao, Cheng
4
Li, Kunpeng
4
Park, Joon Y.
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Pesaran, M. Hashem
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Sasaki, Yuya
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Shin, Yongcheol
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Wang, Wendun
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Xiu, Dacheng
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Barigozzi, Matteo
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Barnett, William A.
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Botosaru, Irene
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Cai, Zongwu
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Fan, Jianqing
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Fernández-Val, Iván
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Frühwirth-Schnatter, Sylvia
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Fulop, Andras
3
Gallant, A. Ronald
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Han, Xu
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Hoderlein, Stefan
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Hong, Yongmiao
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Journal of econometrics
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CREATES research paper
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Econometric reviews
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Economic modelling
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Journal of applied econometrics
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Oxford bulletin of economics and statistics
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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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