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type_genre:"Collection of articles of several authors"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Capital income"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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ARCH model
Capital income
Estimation theory
72
Schätztheorie
72
Time series analysis
23
Zeitreihenanalyse
23
Estimation
21
Schätzung
21
Volatility
20
Volatilität
20
Kapitaleinkommen
17
Theorie
15
Theory
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ARCH-Modell
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Collection of articles of several authors
Article in journal
Aufsatz in Zeitschrift
25
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25
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Agosto, Arianna
1
Amado, Cristina
1
Bauwens, Luc
1
Berens, Tobias
1
Campbell, John Y.
1
Cavaliere, Giuseppe
1
Cesarone, Francesco
1
Cheng, Wan-hsiu
1
Chiang, I-Hsuan Ethan
1
Chourdakis, Kyriakos
1
Dark, Jonathan
1
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1
De Nard, Gianluca
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Dotsis, George
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1
Fornari, Fabio
1
Ghosh, Anisha
1
Granger, C. W. J.
1
Harvey, Andrew C.
1
He, Xue-zhong
1
Hung, Jui-cheng
1
Hyung, Namwon
1
Jayetileke, Harshanie L.
1
Jondeau, Eric
1
Kim, Chang-Jin
1
Kinnunen, Jyri
1
Kristensen, Dennis
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Li, Youwei
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Linton, Oliver
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Mango, Fabiomassimo
1
Marsh, Terry Alan
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McKenzie, Michael D.
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Mele, Antonio
1
Mottura, Carlo D.
1
Nelson, Charles R.
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Rahbek, Anders
1
Ren, Yu
1
Ricci, Jacopo Maria
1
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Journal of empirical finance
Journal of econometrics
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Econometric theory
36
Economics letters
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Finance research letters
22
Journal of forecasting
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Econometric reviews
16
The econometrics journal
16
International journal of forecasting
15
Journal of risk
15
Journal of banking & finance
14
Journal of risk and financial management : JRFM
14
International journal of economics and financial issues : IJEFI
13
Economic modelling
12
Journal of financial econometrics
12
Applied economics
11
Econometrics : open access journal
11
Journal of mathematical finance
11
Journal of time series econometrics
11
The European journal of finance
11
Computational economics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
9
Journal of financial economics
8
The review of financial studies
8
Journal of economic dynamics & control
7
Journal of financial and quantitative analysis : JFQA
7
Annals of financial economics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Financial markets and portfolio management
6
Insurance / Mathematics & economics
6
International Journal of Energy Economics and Policy : IJEEP
6
International journal of economics and finance
6
International review of financial analysis
6
Research in international business and finance
6
Review of quantitative finance and accounting
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
5
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
6
On the stability of portfolio selection models
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Mottura, Carlo D.
- In:
Journal of empirical finance
59
(
2020
),
pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
Saved in:
7
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
8
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
9
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
10
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
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