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~accessRights:"restricted"
~subject:"Capital income"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Subject
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Capital income
Share price
USA
Statistical distribution
1,820
Statistische Verteilung
1,820
Theorie
1,650
Theory
1,650
Probability theory
1,014
Wahrscheinlichkeitsrechnung
1,014
Factor analysis
847
Faktorenanalyse
847
Estimation
592
Schätzung
589
Forecasting model
575
Prognoseverfahren
575
Estimation theory
491
Schätztheorie
491
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441
Risk measure
441
Portfolio selection
426
Portfolio-Management
426
Kapitaleinkommen
416
Volatility
372
Volatilität
372
Stochastic process
366
Stochastischer Prozess
366
Risk
342
Risiko
336
Time series analysis
325
Zeitreihenanalyse
325
ARCH model
207
ARCH-Modell
207
Risikomanagement
202
Risk management
202
Option pricing theory
199
Optionspreistheorie
199
Bayes-Statistik
184
Bayesian inference
184
Multivariate distribution
170
Multivariate Verteilung
168
CAPM
165
Börsenkurs
164
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104
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558
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Aufsatz in Zeitschrift
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556
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48
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48
Graue Literatur
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Non-commercial literature
47
Aufsatz im Buch
12
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558
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Gupta, Rangan
7
Chang, Kuang-Liang
4
Jacobs, Kris
4
Kang, Kyu Ho
4
Liang, Fang
4
Lucas, André
4
Opschoor, Anne
4
Pierdzioch, Christian
4
Xiu, Dacheng
4
Almeida, Caio
3
Ardison, Kym
3
Asai, Manabu
3
Caldeira, João F.
3
Christoffersen, Peter F.
3
Eom, Cheoljun
3
Fabozzi, Frank J.
3
Garcia, René
3
Gribisch, Bastian
3
Grobys, Klaus
3
Huang, Zhuo
3
Kelly, Bryan T.
3
Landsman, Zinoviy
3
Madan, Dilip B.
3
Massacci, Daniele
3
McAleer, Michael
3
Paolella, Marc S.
3
Scaillet, Olivier
3
Shen, Dehua
3
Vicente, Jose
3
Xiong, Xiong
3
Xu, Dinghai
3
Zhang, Zhengjun
3
Zhou, Guofu
3
Aboura, Sofiane
2
Aït-Sahalia, Yacine
2
Bae, Kwangil
2
Benhabib, Jess
2
Bera, Anil K.
2
Bisin, Alberto
2
Borochin, Paul
2
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Finance research letters
27
Journal of econometrics
24
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
17
Journal of empirical finance
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of financial econometrics
15
International journal of forecasting
14
Economic modelling
13
Journal of banking & finance
13
Journal of financial economics
13
Journal of international financial markets, institutions & money
13
Quantitative finance
13
Economics letters
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The review of financial studies
12
Insurance / Mathematics & economics
11
International review of financial analysis
11
Pacific-Basin finance journal
10
International review of economics & finance : IREF
9
Research in international business and finance
9
The European journal of finance
8
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of forecasting
7
Computational economics
6
Econometric reviews
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of futures markets
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of economic dynamics & control
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Applied economics letters
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Energy economics
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international money and finance
4
Journal of mathematical finance
4
The journal of asset management
4
Asia-Pacific financial markets
3
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ECONIS (ZBW)
558
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1
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10
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558
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1
Optimal portfolio using Factor Graphical Lasso
Lee, Tae-hwy
;
Seregina, Ekaterina
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 670-695
Persistent link: https://www.econbiz.de/10015045168
Saved in:
2
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
3
Correlation matrix of equi-correlated normal population : fluctuation of the largest eigenvalue, scaling of the bulk eigenvalues, and stock market
Akama, Yohji
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014365670
Saved in:
4
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
5
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
6
Time-varying expected returns, conditional skewness and Bitcoin return predictability
Atance, David
;
Serna, Gregorio
- In:
The quarterly review of economics and finance
96
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014631563
Saved in:
7
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
8
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
9
Option pricing with dynamic conditional skewness
Liang, Fang
;
Du, Lingshan
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1154-1188
Persistent link: https://www.econbiz.de/10014553957
Saved in:
10
Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns
Hediger, Simon
;
Näf, Jeffrey
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014578530
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