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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:"United Kingdom"
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Kapitaleinkommen
United Kingdom
Estimation
913
Schätzung
907
Theorie
326
Theory
326
Estimation theory
230
Schätztheorie
230
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157
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157
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Todorov, Viktor
8
Bollerslev, Tim
5
Gupta, Rangan
4
Andersen, Torben
3
Gil-Alaña, Luis A.
3
Kanas, Angelos
3
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3
Xiu, Dacheng
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Asai, Manabu
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2
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Meddahi, Nour
2
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1
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1
Battistin, Erich
1
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International journal of finance & economics : IJFE
Journal of econometrics
Journal of monetary economics
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
Management science : journal of the Institute for Operations Research and the Management Sciences
52
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)
134
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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
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
10
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
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