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~isPartOf:"Journal of empirical finance"
~subject:"Kapitaleinkommen"
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Search: subject:"Time series analysis"
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Kapitaleinkommen
Time series analysis
420
Zeitreihenanalyse
420
Theorie
242
Theory
242
Estimation theory
182
Schätztheorie
182
Volatility
60
Volatilität
60
Estimation
49
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49
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47
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47
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39
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39
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37
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33
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38
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English
39
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Kim, Chang-Jin
2
Li, Youwei
2
Nelson, Charles R.
2
Amado, Cristina
1
Bee, Marco
1
Boudt, Kris
1
Campbell, John Y.
1
Chatzikonstanti, Vasiliki
1
Chen Zhou
1
Christensen, Bent Jesper
1
Croux, Christophe
1
De Lira Salvatierra, Irving Arturo
1
Dendramis, Yiannis
1
Diewald, Laszlo
1
Ding, Zhuanxin
1
Dupuis, Debbie J.
1
Engle, Robert F.
1
Engsted, Tom
1
Faria, Gonçalo
1
Giovannelli, Alessandro
1
Granger, C. W. J.
1
Grassi, Stefano
1
Han, Xing
1
He, Xue-zhong
1
Hiemstra, Craig
1
Hotta, Luiz K.
1
Jacobsen, Ben
1
James, Robert
1
Janus, Paweł
1
Jondeau, Eric
1
Jones, Jonathan D.
1
Kapetanios, George
1
Kim, Dongcheol
1
Kinnunen, Jyri
1
Koopman, Siem Jan
1
Lai, Yi-Hao
1
Laurent, Sébastien
1
Leung, Henry
1
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1
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1
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Econometric theory
Journal of empirical finance
Journal of econometrics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Finance research letters
31
International journal of forecasting
28
Economic modelling
25
International review of financial analysis
25
International review of economics & finance : IREF
24
Journal of forecasting
22
Applied economics
21
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of banking & finance
18
Economics letters
17
Journal of financial economics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Applied economics letters
14
Journal of financial econometrics
14
Journal of international financial markets, institutions & money
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Research in international business and finance
14
The journal of finance : the journal of the American Finance Association
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Applied financial economics
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Energy economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of risk and financial management : JRFM
12
Quantitative finance
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Pacific-Basin finance journal
11
Computational economics
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Applied financial economics letters
8
Econometric reviews
8
International journal of theoretical and applied finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Econometrics : open access journal
7
International journal of economics and financial issues : IJEFI
7
Investment management and financial innovations
7
Journal of economic dynamics & control
7
Journal of economics and finance
7
Afro-Asian Journal of Finance and Accounting : AAJFA
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
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ECONIS (ZBW)
39
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1
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
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:
4
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
5
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
6
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
7
Forecasting stock returns with large dimensional factor models
Giovannelli, Alessandro
;
Massacci, Daniele
;
Soccorsi, …
- In:
Journal of empirical finance
63
(
2021
),
pp. 252-269
Persistent link: https://www.econbiz.de/10013259267
Saved in:
8
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
9
On the robustness of the principal volatility components
Trucíos, Carlos
;
Hotta, Luiz K.
;
Pereira, Pedro L. Valls
- In:
Journal of empirical finance
52
(
2019
),
pp. 201-219
Persistent link: https://www.econbiz.de/10012171112
Saved in:
10
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo
;
Verona, Fabio
- In:
Journal of empirical finance
45
(
2018
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
Saved in:
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