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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The European journal of finance"
~subject:"Volatility"
~type:"article"
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Capital income
Zeitreihenanalyse
Volatility
Theorie
1,479
Theory
1,479
Estimation
354
Schätzung
354
Estimation theory
205
Schätztheorie
205
Time series analysis
203
Forecasting model
166
Prognoseverfahren
166
USA
145
United States
145
Volatilität
109
Portfolio selection
93
Portfolio-Management
93
Kapitaleinkommen
92
Börsenkurs
81
Share price
81
ARCH model
65
ARCH-Modell
65
Panel
59
Panel study
59
Cointegration
56
Kointegration
56
Großbritannien
55
United Kingdom
55
Bayes-Statistik
54
Bayesian inference
54
Statistical distribution
52
Statistische Verteilung
52
VAR model
51
VAR-Modell
51
Wechselkurs
51
Exchange rate
50
Geldpolitik
50
Monetary policy
50
Risiko
50
Risk
50
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Undetermined
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8
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4
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Article in journal
348
Aufsatz in Zeitschrift
348
Conference paper
6
Konferenzbeitrag
6
Collection of articles of several authors
5
Sammelwerk
5
Country report
1
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1
Systematic review
1
Übersichtsarbeit
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English
348
Author
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Franses, Philip Hans
6
Kunst, Robert M.
4
Pesaran, M. Hashem
4
Raj, Baldev
4
Carriero, Andrea
3
Chen, Jing
3
Clark, Todd E.
3
Clements, Michael P.
3
Dunis, Christian
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Jäger, Albert
3
Kapetanios, George
3
Koop, Gary
3
Koopman, Siem Jan
3
Marcellino, Massimiliano
3
Neusser, Klaus
3
Baillie, Richard
2
Bauwens, Luc
2
Bollerslev, Tim
2
Catania, Leopoldo
2
Charemza, Wojciech
2
Chung, Ching-fan
2
Creal, Drew
2
Cubadda, Gianluca
2
Darbellay, Georges A.
2
Dijk, Herman K. van
2
Dufour, Jean-Marie
2
Galvão, Ana Beatriz C.
2
Garcia, René
2
Ghysels, Eric
2
Hafner, Christian M.
2
Hall, Stephen G.
2
Harvey, Andrew C.
2
Holt, Matthew T.
2
Hwang, Soosung
2
Jusélius, Katarina
2
Jönsson, Kristian
2
Lanne, Markku
2
Liesenfeld, Roman
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of applied econometrics
The European journal of finance
Journal of econometrics
432
Economics letters
385
International journal of forecasting
367
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
304
Journal of forecasting
275
Journal of banking & finance
220
Econometric theory
198
Applied economics
190
Economic modelling
182
Journal of empirical finance
181
Journal of financial economics
177
Finance research letters
176
Econometric reviews
175
Journal of economic dynamics & control
168
Applied economics letters
136
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
136
The journal of finance : the journal of the American Finance Association
131
International review of financial analysis
128
The review of financial studies
126
International review of economics & finance : IREF
123
Journal of international money and finance
112
Computational economics
110
Energy economics
103
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
102
International journal of theoretical and applied finance
102
Applied financial economics
87
Journal of monetary economics
86
Management science : journal of the Institute for Operations Research and the Management Sciences
86
The North American journal of economics and finance : a journal of financial economics studies
86
Quantitative finance
82
European journal of operational research : EJOR
79
Journal of risk and financial management : JRFM
79
Macroeconomic dynamics
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
71
Journal of macroeconomics
69
Journal of financial and quantitative analysis : JFQA
64
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ECONIS (ZBW)
348
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348
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1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
Are financially constrained firms susceptible to a stock price crash?
He, Guanming
;
Ren, Helen Mengbing
- In:
The European journal of finance
29
(
2023
)
6
,
pp. 612-637
Persistent link: https://www.econbiz.de/10014322545
Saved in:
3
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
4
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
5
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
6
On the statistics of scaling exponents and the multiscaling value at risk
Brandi, Giuseppe
;
Di Matteo, Tiziana
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1361-1382
Persistent link: https://www.econbiz.de/10013532216
Saved in:
7
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
8
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
9
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
10
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
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