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~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"ces"
~language:"eng"
~language:"hin"
~language:"nld"
~language:"nor"
~language:"por"
~language:"rus"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Kapitaleinkommen
Schätzung
Wirkungsanalyse
Theorie
1,943
Theory
1,943
Estimation theory
1,627
Schätztheorie
1,627
Estimation
771
Time series analysis
741
Zeitreihenanalyse
741
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644
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644
Nichtparametrisches Verfahren
555
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479
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1,101
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Gupta, Rangan
18
Todorov, Viktor
15
Bollerslev, Tim
11
Kang, Sang Hoon
11
Tauchen, George Eugene
11
Linton, Oliver
10
Andersen, Torben
8
Mensi, Walid
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Wohar, Mark E.
8
Xuan Vinh Vo
8
Xiu, Dacheng
7
Zhu, Huiming
7
Aït-Sahalia, Yacine
6
Hau, Liya
6
Heckman, James J.
6
Koop, Gary
6
McAleer, Michael
6
Pierdzioch, Christian
6
Taylor, Robert
6
Ur Rehman, Mobeen
6
Yoon, Seong-min
6
Balcilar, Mehmet
5
Callaway, Brantly
5
Caporin, Massimiliano
5
Chen, Mei-Ping
5
Cho, Hoon
5
Dai, Zhifeng
5
Diebold, Francis X.
5
Gao, Jiti
5
Ghysels, Eric
5
Hsiao, Cheng
5
Kim, Donggyu
5
Lee, Chien-chiang
5
Li, Jia
5
Lu, Xun
5
Meddahi, Nour
5
Mykland, Per A.
5
Ryu, Doojin
5
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
2,179
Applied economics letters
1,533
Economic modelling
1,178
Economics letters
975
Finance research letters
951
Journal of banking & finance
944
Energy economics
885
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
811
International review of economics & finance : IREF
759
International review of financial analysis
743
Applied financial economics
721
Journal of international money and finance
644
Journal of financial economics
598
The journal of finance : the journal of the American Finance Association
557
Journal of empirical finance
513
The American economic review
497
Pacific-Basin finance journal
475
Research in international business and finance
475
Journal of international financial markets, institutions & money
459
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
434
International journal of economics and finance
432
Labour economics : official journal of the European Association of Labour Economists
431
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
423
International journal of economics and financial issues : IJEFI
413
Journal of risk and financial management : JRFM
405
Journal of applied econometrics
401
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
396
European economic review : EER
393
The review of financial studies
391
The European journal of finance
385
The empirical economics letters : a monthly international journal of economics
375
Journal of economic dynamics & control
373
Journal of macroeconomics
371
The review of economics and statistics
368
Journal of financial and quantitative analysis : JFQA
358
International journal of finance & economics : IJFE
357
Review of quantitative finance and accounting
347
Economics of education review
346
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ECONIS (ZBW)
1,101
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1
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1
Analyzing quantile spillover effects among international financial markets
Wang, Jie
;
Liu, Tangyong
;
Pan, Na
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014247022
Saved in:
2
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
Saved in:
3
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
4
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
5
Bootstrap analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
Saved in:
6
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
7
Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? : evidence from a large emerging economy
Mendonça, Helder Ferreira de
;
Díaz, Raime Rolando …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246884
Saved in:
8
Can monthly-return rank order reveal a hidden dimension of momentum? : the post-cost evidence from the U.S. stock markets
Pätäri, Eero
;
Ahmed, Sheraz
;
Luukka, Pasi
;
Yeomans, …
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014309932
Saved in:
9
Cognitive biases, downside risk shocks, and stock expected returns
Li, Si
;
He, Fangyi
;
Shi, Fangquan
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485480
Saved in:
10
Coordination and non-coordination risks of monetary and macroprudential authorities : a robust welfare analysis
Górajski, Mariusz
;
Kuchta, Zbigniew
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014484080
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