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type_genre:"Sammelwerk"
~isPartOf:"Journal of financial econometrics"
~subject:"Capital income"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Capital income
USA
Estimation theory
48
Schätztheorie
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Estimation
19
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19
Time series analysis
14
Zeitreihenanalyse
14
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13
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9
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9
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9
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9
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Cai, Yuzhi
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Grønneberg, Steffen
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Guo, Junjie
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Inoue, Atsushi
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Liu, Cheng
1
Lu, Jin
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Lucas, André
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Opschoor, Anne
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Journal of financial econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
118
Journal of econometrics
78
The review of economics and statistics
45
Economics letters
30
Journal of applied econometrics
25
Journal of empirical finance
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
American journal of agricultural economics
19
Journal of financial and quantitative analysis : JFQA
19
Journal of forecasting
17
Finance research letters
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International journal of forecasting
16
The journal of finance : the journal of the American Finance Association
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The journal of futures markets
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The review of financial studies
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Journal of macroeconomics
12
Econometric reviews
11
The review of economic studies
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of money, credit and banking : JMCB
10
The European journal of finance
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Applied economics letters
9
International economic review
9
Journal of monetary economics
8
Oxford bulletin of economics and statistics
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Review of quantitative finance and accounting
8
The journal of business : B
8
International economic journal
7
Journal of economic dynamics & control
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Journal of economics & business
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Journal of forensic economics
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Journal of productivity analysis
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ECONIS (ZBW)
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1
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
2
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
3
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
4
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
5
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
6
The threshold GARCH model : estimation and density forecasting for financial returns
Cai, Yuzhi
;
Stander, Julian
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 395-424
Persistent link: https://www.econbiz.de/10012232969
Saved in:
7
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
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