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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"
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
~subject:"United Kingdom"
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Kapitaleinkommen
Schätztheorie
United Kingdom
Estimation
913
Schätzung
907
Theorie
326
Theory
326
Estimation theory
230
Volatility
157
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157
Time series analysis
145
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Todorov, Viktor
12
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7
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2
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2
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2
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2
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2
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International journal of finance & economics : IJFE
Journal of econometrics
Journal of monetary economics
Applied economics
251
Journal of banking & finance
171
Economics letters
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Applied economics letters
162
Finance research letters
162
Economic modelling
157
Applied financial economics
139
International review of financial analysis
138
International review of economics & finance : IREF
137
Journal of empirical finance
136
Journal of financial economics
136
The North American journal of economics and finance : a journal of financial economics studies
105
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Journal of international financial markets, institutions & money
89
Journal of international money and finance
89
The European journal of finance
87
Econometric reviews
74
Research in international business and finance
73
Review of quantitative finance and accounting
70
Pacific-Basin finance journal
67
Journal of applied econometrics
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Energy economics
59
Management science : journal of the Institute for Operations Research and the Management Sciences
59
International journal of forecasting
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Journal of risk and financial management : JRFM
55
Journal of forecasting
52
International journal of economics and finance
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Oxford bulletin of economics and statistics
48
International journal of economics and financial issues : IJEFI
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Cogent economics & finance
42
Journal of economic dynamics & control
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial markets
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
342
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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
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
5
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:
6
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:
7
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:
8
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
9
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
Saved in:
10
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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