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~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~subject:"Investmentfonds"
~subject:"Schätzung"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Search: subject:"Capital income"
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ARCH model
Investmentfonds
Schätzung
Theory
Capital income
137
Kapitaleinkommen
137
Volatility
70
Volatilität
70
Theorie
54
Estimation
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
15
Risk premium
15
Factor analysis
13
Faktorenanalyse
13
Statistical distribution
12
Statistische Verteilung
12
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
High frequency data
9
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9
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Undetermined
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Article
94
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Article in journal
Bibliography included
Aufsatz in Zeitschrift
94
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English
94
Author
All
Todorov, Viktor
9
Bollerslev, Tim
7
Xiu, Dacheng
5
Andersen, Torben
4
Tauchen, George Eugene
4
Aït-Sahalia, Yacine
3
Meddahi, Nour
3
Renault, Eric
3
Asai, Manabu
2
Bekaert, Geert
2
Diebold, Francis X.
2
Li, Jia
2
Li, Yingying
2
Liao, Yuan
2
McAleer, Michael
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Peng, Liang
2
Polak, Pawel
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Taylor, Robert
2
Timmermann, Allan
2
Anderson, Heather M.
1
Andreou, Elena
1
Bakalli, Gaetan
1
Bandi, F. M.
1
Bandi, Federico M.
1
Bibinger, Markus
1
Blake, David
1
Bonomo, Marco Antonio
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Cai, Zongwu
1
Calvet, Laurent E.
1
Caulfield, Tristan
1
Cederburg, Scott
1
Chan, Kung-sik
1
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Published in...
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Journal of econometrics
Journal of banking & finance
306
Finance research letters
266
Journal of financial economics
252
International review of financial analysis
236
Journal of empirical finance
227
International review of economics & finance : IREF
190
Applied economics
156
The North American journal of economics and finance : a journal of financial economics studies
148
Applied financial economics
144
The European journal of finance
135
The journal of finance : the journal of the American Finance Association
132
Applied economics letters
131
Economic modelling
123
Journal of international financial markets, institutions & money
121
Pacific-Basin finance journal
115
Research in international business and finance
114
Review of quantitative finance and accounting
112
The review of financial studies
111
Economics letters
109
Management science : journal of the Institute for Operations Research and the Management Sciences
101
Journal of financial and quantitative analysis : JFQA
98
Journal of economic dynamics & control
92
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
85
Journal of risk and financial management : JRFM
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
The journal of asset management
77
Journal of international money and finance
76
International journal of forecasting
74
Journal of forecasting
72
International tax and public finance
71
Energy economics
68
International journal of economics and finance
68
Journal of financial markets
67
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
65
International journal of finance & economics : IJFE
63
Financial markets and portfolio management
55
Investment management and financial innovations
55
Journal of public economics
55
Quantitative finance
55
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ECONIS (ZBW)
94
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1
-
10
of
94
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date (oldest first)
1
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:
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
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:
4
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:
5
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:
6
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
7
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:
8
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:
9
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:
10
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
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