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subject:"Capital income"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Quantitative finance"
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Capital income
Estimation
759
Schätzung
757
Theorie
244
Theory
244
Forecasting model
232
Prognoseverfahren
232
Volatility
197
Volatilität
197
Kapitaleinkommen
180
Börsenkurs
154
Share price
154
Time series analysis
133
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133
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107
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106
Welt
97
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97
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76
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44
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180
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Gupta, Rangan
4
Wohar, Mark E.
4
Brooks, Robert
3
McAleer, Michael
3
Rubio, Gonzalo
3
Wang, Yudong
3
Asai, Manabu
2
Balcilar, Mehmet
2
Bissoondoyal-Bheenick, Emawtee
2
Caporin, Massimiliano
2
Chen, Mei-Ping
2
Dionne, Georges
2
Do, Hung Xuan
2
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2
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2
Grobys, Klaus
2
Hueng, C. James
2
Kumar, Dilip
2
Lee, Doowon
2
Lee, Hyunchul
2
Nieto, Belén
2
Salisu, Afees A.
2
Shamsuddin, Abul
2
Sousa, Ricardo M.
2
Todorova, Neda
2
Wang, Gang-Jin
2
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2
Yao, Wenying
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Zhong, Angel
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2
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1
Aktürk, Halit
1
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1
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1
Ali, Heba Ahmed Abass
1
Alsubaiei, Bader Jawid
1
Andraz, Jorge M.
1
Ang, Tze Chuan
1
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1
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International journal of forecasting
International review of economics & finance : IREF
Quantitative finance
Finance research letters
154
Journal of banking & finance
139
International review of financial analysis
134
Journal of financial economics
127
Journal of empirical finance
121
Applied economics
101
NBER working paper series
95
The North American journal of economics and finance : a journal of financial economics studies
89
Working paper / National Bureau of Economic Research, Inc.
88
Applied financial economics
87
Applied economics letters
86
Economic modelling
82
Journal of international financial markets, institutions & money
79
NBER Working Paper
71
Pacific-Basin finance journal
70
Research in international business and finance
67
The European journal of finance
67
Review of quantitative finance and accounting
59
Journal of econometrics
53
Journal of international money and finance
52
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Economics letters
42
International journal of finance & economics : IJFE
42
International journal of economics and finance
40
Journal of risk and financial management : JRFM
40
Working paper
40
Journal of financial markets
39
Research paper series / Swiss Finance Institute
39
Cogent economics & finance
37
Energy economics
37
CESifo working papers
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
Finance and economics discussion series
32
The journal of finance : the journal of the American Finance Association
32
Investment management and financial innovations
31
Journal of financial and quantitative analysis : JFQA
31
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ECONIS (ZBW)
180
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
3
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
4
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
5
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
6
Trading activity, risk aversion, and risk neutral skewness : evidence from SSE 50ETF option
Jiang, Zhengyun
;
Zhou, Xin
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 378-399
Persistent link: https://www.econbiz.de/10014492161
Saved in:
7
Risk premiums from temperature trends
Gregory, Richard P.
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 505-525
Persistent link: https://www.econbiz.de/10014492235
Saved in:
8
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
9
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
10
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
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