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subject:"Time series analysis"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of empirical finance"
~subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
CAPM
Theorie
1,128
Theory
1,128
Estimation theory
302
Schätztheorie
302
Zeitreihenanalyse
241
Estimation
120
Schätzung
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Phillips, Peter C. B.
13
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5
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5
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4
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4
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4
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4
Wang, Qiying
4
Bierens, Herman J.
3
Chen, Bin
3
Choi, In
3
Gao, Jiti
3
Grégoir, Stéphane
3
Harris, David
3
Horváth, Lajos
3
Jong, Robert M. de
3
Meitz, Mika
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Moon, Hyungsik Roger
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3
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2
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Bandi, Federico M.
2
Barrio Castro, Tomás del
2
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2
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2
Cai, Zongwu
2
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2
Chong, Terence Tai-Leung
2
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2
Francq, Christian
2
Gribisch, Bastian
2
Hassler, Uwe
2
Hidalgo, Javier
2
Hurvich, Clifford M.
2
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Econometric theory
Journal of empirical finance
Journal of econometrics
358
Economics letters
333
International journal of forecasting
304
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
251
Journal of forecasting
228
Journal of economic dynamics & control
180
The journal of finance : the journal of the American Finance Association
166
Journal of financial economics
165
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146
The review of financial studies
145
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144
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132
Econometric reviews
129
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
113
Finance research letters
107
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Journal of applied econometrics
98
Applied economics letters
90
Computational economics
87
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Journal of monetary economics
76
European journal of operational research : EJOR
73
International review of economics & finance : IREF
72
Journal of international money and finance
69
International review of financial analysis
67
Journal of financial and quantitative analysis : JFQA
66
The North American journal of economics and finance : a journal of financial economics studies
66
Energy economics
59
Finance and stochastics
58
Journal of economic theory
57
Macroeconomic dynamics
57
Oxford bulletin of economics and statistics
56
International journal of theoretical and applied finance
54
Applied financial economics
53
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47
The European journal of finance
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ECONIS (ZBW)
317
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317
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1
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
2
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
Saved in:
3
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
4
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
Saved in:
5
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
6
Carbon dioxide and asset pricing : evidence from international stock markets
Chen, Zhuo
;
Liu, Jinyu
;
Lu, Andrea
;
Tao, Libin
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491880
Saved in:
7
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
8
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
9
Global political risk and international stock returns
Gala, Vito D.
;
Pagliardi, Giovanni
;
Zenios, Stauros Andrea
- In:
Journal of empirical finance
72
(
2023
),
pp. 78-102
Persistent link: https://www.econbiz.de/10014476810
Saved in:
10
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
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