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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Kapitaleinkommen"
~subject:"United Kingdom"
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Kapitaleinkommen
United Kingdom
Estimation
1,052
Schätzung
1,046
Theorie
370
Theory
370
Estimation theory
237
Schätztheorie
237
Volatility
180
Volatilität
180
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159
United States
159
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150
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147
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Article in journal
Survey
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English
186
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Todorov, Viktor
8
Bollerslev, Tim
5
Gupta, Rangan
4
Zhou, Guofu
4
Andersen, Torben
3
Gil-Alaña, Luis A.
3
Kanas, Angelos
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Yang, Liyan
3
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Bali, Turan G.
2
Bekaert, Geert
2
Caporale, Guglielmo Maria
2
Cen, Ling
2
Da, Zhi
2
Harvey, Andrew C.
2
Hasler, Michael
2
Hollstein, Fabian
2
Li, Jia
2
Li, Yingying
2
Massa, Massimo
2
McMillan, David G.
2
Meddahi, Nour
2
Neely, Christopher J.
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Pesaran, M. Hashem
2
Polak, Pawel
2
Salisu, Afees A.
2
Tamoni, Andrea
2
Tang, Yi
2
Tu, Jun
2
Wei, K. C. John
2
Wese Simen, Chardin
2
Wohar, Mark E.
2
Acquah, Benjamin K.
1
Agarwal, Ashish
1
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International journal of finance & economics : IJFE
Journal of econometrics
Journal of monetary economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Applied economics
209
Finance research letters
150
Journal of banking & finance
148
International review of financial analysis
136
Journal of financial economics
132
International review of economics & finance : IREF
131
Applied financial economics
130
Journal of empirical finance
121
Applied economics letters
111
Economic modelling
109
The North American journal of economics and finance : a journal of financial economics studies
95
Journal of international financial markets, institutions & money
84
The European journal of finance
82
Journal of international money and finance
81
Research in international business and finance
70
Pacific-Basin finance journal
66
Economics letters
64
Review of quantitative finance and accounting
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
International journal of economics and finance
42
Journal of risk and financial management : JRFM
42
Oxford bulletin of economics and statistics
42
Energy economics
41
Journal of financial markets
39
Cogent economics & finance
38
International journal of forecasting
38
The economic journal : the journal of the Royal Economic Society
38
Journal of forecasting
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Investment management and financial innovations
35
The journal of finance : the journal of the American Finance Association
34
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
Journal of financial and quantitative analysis : JFQA
32
The journal of futures markets
32
International journal of economics and financial issues : IJEFI
31
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ECONIS (ZBW)
186
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186
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1
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:
2
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:
3
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:
4
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
5
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
Saved in:
6
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
Saved in:
7
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
Saved in:
8
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Karouzakis, Nikolaos
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
Saved in:
9
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:
10
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
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