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subject:"Capital income"
subject:"Share price"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Causality analysis"
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Search: subject_exact:"Estimation theory"
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Capital income
Share price
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Estimation theory
103
Schätztheorie
103
Estimation
37
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37
ARCH model
23
ARCH-Modell
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Dritsaki, Chaido
2
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1
Auer, Benjamin R.
1
Belasri, Yassine
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1
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Finance research letters
International journal of economics and financial issues : IJEFI
Journal of econometrics
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
NBER working paper series
41
Discussion paper series / IZA
39
Economics letters
36
Working paper / National Bureau of Economic Research, Inc.
32
NBER Working Paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of empirical finance
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Econometric reviews
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The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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Working paper / Department of Econometrics and Business Statistics, Monash University
12
Journal of financial econometrics
11
Journal of financial economics
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Journal of risk and financial management : JRFM
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The review of financial studies
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Cambridge working papers in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Working papers series in theoretical and applied economics
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ECONIS (ZBW)
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1
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
2
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
3
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
4
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
5
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
6
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
7
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
8
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
9
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
10
Causal relationship among cryptocurrencies : a conditional quantile approach
Kim, Myeong Jun
;
Nguyen Phuc Canh
;
Park, Sung Y.
- In:
Finance research letters
42
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014580414
Saved in:
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