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~isPartOf:"IZA Discussion Paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~subject:"Capital income"
~subject:"Volatility"
~type_genre:"Article in journal"
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Capital income
Volatility
Estimation
828
Schätzung
823
Estimation theory
343
Schätztheorie
343
Theorie
326
Theory
326
Time series analysis
209
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209
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168
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Todorov, Viktor
16
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9
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9
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7
Andersen, Torben
6
Kim, Donggyu
6
Francq, Christian
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Aït-Sahalia, Yacine
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Zakoïan, Jean-Michel
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3
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3
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3
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3
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3
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3
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2
Andreou, Elena
2
Asai, Manabu
2
Bandi, Federico M.
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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IZA Discussion Paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Finance research letters
222
Applied economics
193
International review of economics & finance : IREF
188
International review of financial analysis
188
Journal of banking & finance
181
Economic modelling
161
Journal of empirical finance
157
Energy economics
154
The North American journal of economics and finance : a journal of financial economics studies
147
Applied economics letters
141
Applied financial economics
140
Journal of financial economics
140
Journal of international financial markets, institutions & money
116
Research in international business and finance
108
Journal of international money and finance
107
The European journal of finance
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Economics letters
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Pacific-Basin finance journal
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International journal of finance & economics : IJFE
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Review of quantitative finance and accounting
73
The journal of futures markets
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of economics and finance
63
Management science : journal of the Institute for Operations Research and the Management Sciences
62
International journal of forecasting
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Cogent economics & finance
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of financial markets
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
International journal of economics and financial issues : IJEFI
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Quantitative finance
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Journal of forecasting
47
The journal of finance : the journal of the American Finance Association
43
Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
211
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211
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1
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
2
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
3
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
6
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
7
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
8
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
9
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
10
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
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