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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of economics and statistics"
~type:"article"
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Capital income
Zeitreihenanalyse
Theorie
1,799
Theory
1,799
USA
458
United States
457
Estimation
262
Schätzung
262
Börsenkurs
194
Share price
194
CAPM
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Portfolio selection
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Estimation theory
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Ferson, Wayne E.
4
Stambaugh, Robert F.
4
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3
Harvey, Campbell R.
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2
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2
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2
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2
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The European journal of finance
The journal of finance : the journal of the American Finance Association
The review of economics and statistics
Journal of econometrics
359
International journal of forecasting
334
Economics letters
325
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
273
Journal of forecasting
257
Econometric theory
191
Applied economics
154
Journal of banking & finance
151
Econometric reviews
146
Economic modelling
141
Journal of empirical finance
141
Journal of financial economics
134
Finance research letters
119
Journal of economic dynamics & control
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Journal of applied econometrics
101
Applied economics letters
99
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
89
International review of financial analysis
89
International review of economics & finance : IREF
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Computational economics
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The review of financial studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
76
European journal of operational research : EJOR
68
Applied financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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Energy economics
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Journal of risk and financial management : JRFM
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Journal of international money and finance
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Oxford bulletin of economics and statistics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of monetary economics
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Macroeconomic dynamics
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ECONIS (ZBW)
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41
Equilibrium moment restrictions on asset returns : normal and crisis periods
Simmons, Peter J.
;
Tantisantiwong, Nongnuch
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1064-1089
Persistent link: https://www.econbiz.de/10010465917
Saved in:
42
Sources of entropy in representative agent models
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 51-100
Persistent link: https://www.econbiz.de/10010372429
Saved in:
43
Connected stocks
Antón, Miguel
;
Polk, Christopher
- In:
The journal of finance : the journal of the American …
69
(
2014
)
3
,
pp. 1099-1127
Persistent link: https://www.econbiz.de/10010373344
Saved in:
44
Consumption volatility risk
Boguth, Oliver
;
Kuehn, Lars-Alexander
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2589-2615
Persistent link: https://www.econbiz.de/10010237378
Saved in:
45
Fire sales in a model of complexity
Caballero, Ricardo J.
;
Simser, Alp
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2549-2587
Persistent link: https://www.econbiz.de/10010237379
Saved in:
46
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385
Saved in:
47
Organization capital and the cross-section of expected returns
Eisfeldt, Andrea L.
;
Papanikolaou, Dimitris
- In:
The journal of finance : the journal of the American …
68
(
2013
)
4
,
pp. 1365-1406
Persistent link: https://www.econbiz.de/10009790995
Saved in:
48
Dynamic hierarchical factor models
Mönch, Emanuel
;
Ng, Serena
;
Potter, Simon M.
- In:
The review of economics and statistics
95
(
2013
)
5
,
pp. 1811-1817
Persistent link: https://www.econbiz.de/10010350633
Saved in:
49
Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
; …
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 572-588
Persistent link: https://www.econbiz.de/10010243592
Saved in:
50
Asymmetric returns, gradual bubbles and sudden crashes
Huang, Weihong
;
Zheng, Huanhuan
;
Chia, Wai-mun
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 420-437
Persistent link: https://www.econbiz.de/10010243605
Saved in:
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