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subject:"Kapitaleinkommen"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~subject:"Großbritannien"
~subject:"Volatilität"
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Kapitaleinkommen
Großbritannien
Volatilität
Estimation
706
Schätzung
701
Theorie
232
Theory
232
Estimation theory
223
Schätztheorie
223
Volatility
146
Time series analysis
139
Zeitreihenanalyse
139
Panel
119
Panel study
119
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
Börsenkurs
96
Share price
96
Capital income
94
Regression analysis
87
Regressionsanalyse
87
Forecasting model
85
Prognoseverfahren
85
USA
79
United States
79
ARCH model
52
ARCH-Modell
52
Exchange rate
51
Wechselkurs
51
Stochastic process
48
Stochastischer Prozess
48
Aktienmarkt
45
Stock market
45
Cointegration
44
Kointegration
44
Welt
43
World
43
Bayes-Statistik
41
Bayesian inference
41
Factor analysis
39
Faktorenanalyse
39
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Undetermined
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Free
4
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Article
215
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215
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215
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English
215
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Todorov, Viktor
14
Bollerslev, Tim
8
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
Gupta, Rangan
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Asai, Manabu
3
Fan, Jianqing
3
Gil-Alaña, Luis A.
3
Kanas, Angelos
3
McAleer, Michael
3
Patton, Andrew J.
3
Taylor, Robert
3
Wang, Yazhen
3
Andreou, Elena
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Caporale, Guglielmo Maria
2
Cheung, Yin-Wong
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Hammoudeh, Shawkat
2
Harvey, Andrew C.
2
Jareño, Francisco
2
Kong, Xin-Bing
2
Li, Yingying
2
Ma, Feng
2
McMillan, David G.
2
Meddahi, Nour
2
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International journal of finance & economics : IJFE
Journal of econometrics
Applied economics
301
Discussion paper series / IZA
254
Working paper / National Bureau of Economic Research, Inc.
233
NBER working paper series
222
Finance research letters
211
NBER Working Paper
191
Journal of banking & finance
190
International review of economics & finance : IREF
188
International review of financial analysis
187
Economic modelling
185
Applied financial economics
181
Discussion paper / Centre for Economic Policy Research
172
Applied economics letters
164
Journal of empirical finance
161
Energy economics
156
The North American journal of economics and finance : a journal of financial economics studies
151
Journal of financial economics
143
Working paper
136
CESifo working papers
133
Journal of international money and finance
133
Journal of international financial markets, institutions & money
119
Economics letters
114
Research in international business and finance
111
The European journal of finance
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Discussion paper
96
IZA Discussion Paper
94
Pacific-Basin finance journal
83
The journal of futures markets
82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
Review of quantitative finance and accounting
77
Journal of risk and financial management : JRFM
75
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
Discussion paper / Tinbergen Institute
68
International journal of economics and finance
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Management science : journal of the Institute for Operations Research and the Management Sciences
64
International journal of forecasting
63
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ECONIS (ZBW)
215
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1
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10
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215
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
3
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
4
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
5
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
6
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
7
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
8
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
9
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
10
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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