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~accessRights:"restricted"
~isPartOf:"Journal of Econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Working Paper"
~subject:"Kapitaleinkommen"
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Search: subject:"High-Frequency Data"
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Kapitaleinkommen
High-frequency data
17
Volatility
15
Volatilität
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10
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10
Capital income
8
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Alexeev, Vitali
1
Apergēs, Nikolaos
1
Bee, Marco
1
Bouri, Elie
1
Dungey, Mardi H.
1
Dupuis, Debbie J.
1
Harb, Etienne
1
Kinateder, Harald
1
Li, Bo
1
Liu, Zhenya
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Lu, Shanglin
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Lyócsa, Štefan
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Molnár, Peter
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Nolte, Ingmar
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Papavassiliou, Vassilios G.
1
Plíhal, Tomáš
1
Trapin, Luca
1
Wang, Shixuan
1
Xu, Qi
1
Yao, Wenying
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Journal of Econometrics
Journal of empirical finance
Journal of international financial markets, institutions & money
Working Paper
Journal of econometrics
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Economic modelling
6
Journal of financial econometrics
6
Energy economics
4
Finance research letters
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International journal of forecasting
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International review of economics & finance : IREF
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Applied economics
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Applied economics letters
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China finance review international
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Economics letters
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Annals of finance
1
Bulletin of economic research
1
China economic review : an international journal
1
Defence and peace economics
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global finance journal
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Journal of Asian economics
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Journal of applied econometrics
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Journal of banking & finance
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Journal of commodity markets
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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 risk : JOR
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Journal of the Japanese and international economies : an international journal ; JJIE
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Pacific-Basin finance journal
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Post-communist economies
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ECONIS (ZBW)
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1
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
3
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
4
Central bank announcements and realized volatility of stock markets in G7 countries
Lyócsa, Štefan
;
Molnár, Peter
;
Plíhal, Tomáš
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 117-135
Persistent link: https://www.econbiz.de/10012127844
Saved in:
5
Sovereign bond return prediction with realized higher moments
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 53-73
Persistent link: https://www.econbiz.de/10012262440
Saved in:
6
Time-varying continuous and jump betas : the role of firm characteristics and periods of stress
Alexeev, Vitali
;
Dungey, Mardi H.
;
Yao, Wenying
- In:
Journal of empirical finance
40
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011744408
Saved in:
7
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
8
The economic value of volatility timing with realized jumps
Nolte, Ingmar
;
Xu, Qi
- In:
Journal of empirical finance
34
(
2015
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011556992
Saved in:
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