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~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"ARCH model"
~subject:"Investmentfonds"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Übersichtsarbeit"
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Search: subject:"Capital income"
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ARCH model
Investmentfonds
Capital income
137
Kapitaleinkommen
137
Volatility
70
Volatilität
70
Theorie
54
Theory
54
Estimation
53
Schätzung
53
Estimation theory
46
Schätztheorie
46
Forecasting model
45
Prognoseverfahren
45
Börsenkurs
42
Share price
42
Time series analysis
38
Zeitreihenanalyse
38
Portfolio selection
23
Portfolio-Management
23
ARCH-Modell
22
CAPM
20
Stochastic process
19
Stochastischer Prozess
19
Regression analysis
18
Regressionsanalyse
18
Correlation
17
Korrelation
17
Market microstructure
16
Marktmikrostruktur
16
High-frequency data
15
Risikoprämie
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Risk premium
15
Factor analysis
13
Faktorenanalyse
13
Statistical distribution
12
Statistische Verteilung
12
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
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9
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9
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Article in journal
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Übersichtsarbeit
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24
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English
24
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Bollerslev, Tim
3
Paolella, Marc S.
2
Polak, Pawel
2
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Bekaert, Geert
1
Blake, David
1
Caulfield, Tristan
1
Chan, Kung-sik
1
Chan, Thomas W. C.
1
Chen, Rong
1
Chu, Amanda M. Y.
1
Connor, Gregory
1
Davis, Richard A.
1
Dhaene, Geert
1
Ding, Yashuang
1
Dobrev, Dobrislav
1
Drees, Holger
1
Duong, Diep
1
Engstrom, Eric
1
Ergemen, Yunus Emre
1
Ermolov, Andrey
1
Fleming, Jeff
1
Francq, Christian
1
Grynkiv, Iaryna
1
Harvey, Andrew C.
1
Huang, Haitao
1
Ioannidis, Christos
1
Jarjour, Riad
1
Jiang, Lei
1
Korajczyk, Robert A.
1
Leng, Xuan
1
Linton, Oliver
1
Meddahi, Nour
1
Noureldin, Diaa
1
Palumbo, Dario
1
Patton, Andrew J.
1
Paye, Bradley S.
1
Peng, Liang
1
Quaedvlieg, Rogier
1
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Journal of econometrics
Finance research letters
91
Journal of banking & finance
89
International review of financial analysis
86
Journal of empirical finance
70
International review of economics & finance : IREF
62
The North American journal of economics and finance : a journal of financial economics studies
62
Journal of financial economics
55
Research in international business and finance
53
The European journal of finance
51
Journal of international financial markets, institutions & money
48
Energy economics
46
Pacific-Basin finance journal
46
Applied economics
45
The journal of asset management
41
Economic modelling
39
Journal of risk and financial management : JRFM
39
Applied economics letters
38
Review of quantitative finance and accounting
38
Applied financial economics
36
International journal of forecasting
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Journal of financial and quantitative analysis : JFQA
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Journal of forecasting
28
International journal of economics and finance
26
The journal of finance : the journal of the American Finance Association
26
International journal of finance & economics : IJFE
25
Global finance journal
24
Managerial finance
23
Financial markets and portfolio management
22
Financial services review : the journal of individual financial management
22
International Journal of Financial Studies : open access journal
22
Investment management and financial innovations
21
The review of financial studies
21
Cogent economics & finance
20
International journal of economics and financial issues : IJEFI
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of economics and finance
19
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ECONIS (ZBW)
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1
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
2
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:
3
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:
4
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:
5
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
6
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
7
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
8
Incorporating overnight and intraday returns into multivariate GARCH volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
Saved in:
9
Dynamic conditional angular correlation
Jarjour, Riad
;
Chan, Kung-sik
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10012439656
Saved in:
10
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
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