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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial markets"
~person:"Bauwens, Luc"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~person:"Wohar, Mark E."
~source:"econis"
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Outlier Detection"
~subject:"Statistical distribution"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
~type_genre:"Thesis"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation
Outlier Detection
Statistical distribution
Unit root test
Theorie
3
Theory
3
Time series analysis
3
Asset pricing
2
Börsenkurs
2
CAPM
2
Share price
2
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1
ARCH-Modell
1
Bubbles
1
Financial market
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Financial market anomalies
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Finanzmarkt
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Kapitaleinkommen
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Log linear approximation
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Persistence
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Present value model
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Statistical theory
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Bauwens, Luc
Phillips, Peter C. B.
Sibbertsen, Philipp
Wohar, Mark E.
Wang, Yudong
4
Baillie, Richard
3
Harvey, David I.
3
Kim, Dongcheol
3
Koop, Gary
3
Leybourne, Stephen James
3
Wu, Chongfeng
3
Baruník, Jozef
2
Bernardi, Mauro
2
Blitz, David
2
Caporin, Massimiliano
2
Chang, Sanders S.
2
Cho, Dooyeon
2
Chung, Kee H.
2
Conrad, Christian
2
Gribisch, Bastian
2
Hsu, Yu-Chin
2
Härdle, Wolfgang
2
Karanasos, Menelaos
2
Kim, Minjoo
2
Kim, Tong Suk
2
Li, Yuming
2
Min, Byoung-Kyu
2
Montes Schütte, Erik Christian
2
Prokopczuk, Marcel
2
Scherer, Bernd
2
Schotman, Peter C.
2
Sollis, Robert
2
Taylor, Robert
2
Tzavalis, Elias
2
Verbeek, Marno
2
Yang, Qiao
2
Zhu, Yifeng
2
Abhyankar, Abhay
1
Adcock, Christopher
1
Almeida, Helena Tenório Veiga de
1
Altieri, Michela
1
Amihud, Yakov
1
Anderson, Robert M.
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Journal of empirical finance
Journal of financial markets
Journal of econometrics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Econometric theory
12
Econometric reviews
5
Economics letters
5
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
The econometrics journal
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Applied financial economics
2
Energy economics
2
International economic review
2
International journal of forecasting
2
Journal of forecasting
2
Journal of macroeconomics
2
Oxford bulletin of economics and statistics
2
Southern economic journal
2
The European journal of finance
2
Advances in econometrics
1
Annales d'économie et de statistique
1
Applied economics
1
Bayesian methods applied to time series data
1
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of international economics
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of multinational financial management
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
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New Zealand economic papers
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Open economies review
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ECONIS (ZBW)
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1
The memory of stock return volatility : asset pricing implications
Nguyen, Duc Binh Benno
;
Prokopczuk, Marcel
;
Sibbertsen, …
- In:
Journal of financial markets
47
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012631778
Saved in:
2
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
3
Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
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