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~isPartOf:"Applied economics"
~isPartOf:"Recensement général de la population de 1982"
~language:"eng"
~subject:"Capital income"
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Capital income
Estimation
83
Schätzung
83
Theorie
64
Theory
64
Nichtparametrisches Verfahren
60
Nonparametric statistics
60
Bayes-Statistik
46
Bayesian inference
46
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42
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Hernandez, Jose Arreola
2
Hwang, Sun Young
2
Kim, Jong-Min
2
Nguyen, Duc Khuong
2
Shahzad, Syed Jawad Hussain
2
Allen, David E.
1
Aloui, Chaker
1
Angelo, Claudio F. de
1
Ayala, Astrid
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Balcilar, Mehmet
1
Barbi, Massimiliano
1
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1
Bergmann, Daniel Reed
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Chang, Kuang-Liang
1
Chen, Jinghui
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1
Chu, Xiaojun
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Contani, Eduardo Augusto do Rosário
1
Dichtl, Hubert
1
Ding, Xiaoyi
1
Drobetz, Wolfgang
1
Ercolani, Joanne S.
1
Ercolani, Marco G.
1
Ergen, Ibrahim
1
Geman, Hélyette
1
Gupta, Rangan
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Hammoudeh, Shawkat
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Hanif, Waqas
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Hoang, Thi Hong Van
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Jammazi, Rania
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Janabi, Mazin A. M. al
1
Jiang, Cuixia
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Kim, Sahm
1
Kim, Yunsun
1
Kobayashi, Masahito
1
Liu, Yezheng
1
Ma, Feng
1
Masih, Abdul Mansur M.
1
Masih, Rumi
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Applied economics
Recensement général de la population de 1982
Journal of empirical finance
34
Journal of econometrics
29
Finance research letters
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
The North American journal of economics and finance : a journal of financial economics studies
21
Economic modelling
19
International review of financial analysis
19
Energy economics
16
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of financial economics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
The European journal of finance
15
Economics letters
12
International review of economics & finance : IREF
12
Applied economics letters
11
Computational economics
11
Discussion paper / Tinbergen Institute
11
International journal of forecasting
11
Journal of economic dynamics & control
11
Journal of financial econometrics
11
Review of quantitative finance and accounting
11
Insurance / Mathematics & economics
10
Research in international business and finance
10
The review of financial studies
10
Econometric reviews
9
Journal of forecasting
9
Pacific-Basin finance journal
9
Quantitative finance
9
Econometrics : open access journal
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Financial markets and portfolio management
8
Journal of multinational financial management
8
Journal of risk and financial management : JRFM
8
Research paper series / Swiss Finance Institute
8
SFB 649 discussion paper
8
Swiss Finance Institute Research Paper
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Journal of applied econometrics
7
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ECONIS (ZBW)
22
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1
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
2
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
3
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
4
Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Nguyen, Duc Khuong
; …
- In:
Applied economics
50
(
2018
)
53
,
pp. 5712-5727
Persistent link: https://www.econbiz.de/10012062898
Saved in:
5
Analyzing the EU sovereign debt crisis by a new asymmetric copula with reversible correlations
Kobayashi, Masahito
;
Chen, Jinghui
- In:
Applied economics
54
(
2022
)
56
,
pp. 6497-6509
Persistent link: https://www.econbiz.de/10013411390
Saved in:
6
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
7
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
8
Regional and copula estimation effects on EU and US energy equity portfolios
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Shahzad, Syed …
- In:
Applied economics
52
(
2020
)
49
,
pp. 5311-5342
Persistent link: https://www.econbiz.de/10012307235
Saved in:
9
Portfolio selection based on predictive joint return distribution
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Liu, Yezheng
- In:
Applied economics
51
(
2019
)
2
,
pp. 196-206
Persistent link: https://www.econbiz.de/10012160468
Saved in:
10
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Applied economics
51
(
2019
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
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