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~isPartOf:"Journal of econometrics"
~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
~subject:"Immobilienfonds"
~subject:"Stochastischer Prozess"
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Immobilienfonds
Stochastischer Prozess
Capital income
192
Kapitaleinkommen
192
Volatility
77
Volatilität
77
Theorie
59
Theory
59
Estimation
57
Schätzung
57
Börsenkurs
50
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50
USA
49
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47
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Prognoseverfahren
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42
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32
Portfolio-Management
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Market microstructure
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Article
48
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49
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49
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Tauchen, George Eugene
4
Todorov, Viktor
4
Bollerslev, Tim
3
Sirmans, Clemon F.
3
Ambrose, Brent William
2
Capozza, Dennis R.
2
Gallo, John Gregory
2
Lee, Dong Wook
2
Li, Jia
2
Lockwood, Larry Joseph
2
Seguin, Paul John
2
Shilling, James D.
2
Ahsan, Nazmul
1
Andersen, Torben
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Benveniste, Lawrence M.
1
Bhasin, Vijay K.
1
Boudry, Walter I.
1
Campbell, Robert D.
1
Carter, David A.
1
Chen, Rui
1
Chiang, Kevin C. H.
1
Choi, Yongok
1
Chui, Andy C. W.
1
Chung, Richard
1
Cole, Rebel A.
1
Conover, Mitchell C.
1
Cotter, John
1
Downs, David H.
1
Dufour, Jean-Marie
1
Duong, Diep
1
Durham, Garland B.
1
Freybote, Julia
1
Friday, H. S.
1
Fung, Scott
1
Geltner, David
1
Ghosh, Chinmoy
1
Giaccotto, Carmelo
1
Giambona, Erasmo
1
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Journal of econometrics
Real estate economics : journal of the American Real Estate and Urban Economics Association
The journal of real estate finance and economics
110
Journal of property investment & finance
38
The journal of real estate research
25
Finance research letters
18
Journal of real estate research : JRER ; a publication of the American Real Estate Society
18
International review of economics & finance : IREF
15
International review of financial analysis
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Quantitative finance
13
Research paper series / Swiss Finance Institute
13
Journal of empirical finance
12
Journal of risk and financial management : JRFM
12
Econometric reviews
11
Insurance / Mathematics & economics
11
Journal of real estate literature : a publication of the American Real Estate Society
10
Swiss Finance Institute Research Paper
10
Applied economics
9
International journal of strategic property management
9
Journal of banking & finance
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied financial economics
8
Economic modelling
8
NBER working paper series
8
Review of quantitative finance and accounting
8
The European journal of finance
8
Discussion paper / Tinbergen Institute
7
Journal of economics and finance
7
Journal of financial econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
6
International journal of forecasting
6
International journal of theoretical and applied finance
6
The journal of finance : the journal of the American Finance Association
6
The journal of portfolio management : a publication of Institutional Investor
6
Working paper / National Bureau of Economic Research, Inc.
6
Computational economics
5
Energy economics
5
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ECONIS (ZBW)
49
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1
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
2
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
3
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
4
Sparse Bayesian time-varying covariance estimation in many dimensions
Kastner, Gregor
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10012303382
Saved in:
5
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
6
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
7
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
8
Heterogeneous investor sentiment and institutional real estate investments
Freybote, Julia
;
Seagraves, Philip A.
- In:
Real estate economics : journal of the American Real …
45
(
2017
)
1
,
pp. 154-176
Persistent link: https://www.econbiz.de/10011649451
Saved in:
9
REIT stock market volatility and expected returns
Chung, Richard
;
Fung, Scott
;
Shilling, James D.
; …
- In:
Real estate economics : journal of the American Real …
44
(
2016
)
4
,
pp. 968-995
Persistent link: https://www.econbiz.de/10011603513
Saved in:
10
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
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