//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~subject:"Finanzanalyse"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Capital income"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Finanzanalyse
Theory
United States
Capital income
137
Kapitaleinkommen
137
Volatility
70
Volatilität
70
Theorie
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 model
22
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
Risiko
9
more ...
less ...
Online availability
All
Undetermined
32
Type of publication
All
Article
58
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
58
Language
All
English
58
Author
All
Diebold, Francis X.
3
Renault, Eric
3
Todorov, Viktor
3
Xiu, Dacheng
3
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Li, Canlin
2
Liao, Yuan
2
McAleer, Michael
2
Pelger, Markus
2
Timmermann, Allan
2
Almeida, Caio
1
Andersen, Torben
1
Anderson, Heather M.
1
Andreou, Elena
1
Ardison, Kym
1
Bandi, F. M.
1
Bandi, Federico M.
1
Bansal, Ravi
1
Bekaert, Geert
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Cai, Zongwu
1
Calvet, Laurent E.
1
Cederburg, Scott
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chen, Rong
1
Cheng, Mingmian
1
Christensen, Jens H. E.
1
Chu, Amanda M. Y.
1
Connor, Gregory
1
Crato, Nuno
1
Crockett, Jean A.
1
DeLima, Pedro J. F.
1
DeSantis, Mark
1
Ding, Yashuang
1
Duong, Diep
1
Engstrom, Eric
1
more ...
less ...
Published in...
All
Journal of econometrics
The journal of finance : the journal of the American Finance Association
313
The review of financial studies
239
Journal of banking & finance
223
Journal of financial economics
214
Finance research letters
163
Journal of empirical finance
159
Journal of financial and quantitative analysis : JFQA
154
International review of financial analysis
128
Applied financial economics
114
International review of economics & finance : IREF
114
Review of quantitative finance and accounting
100
The journal of real estate finance and economics
94
Applied economics
90
The European journal of finance
89
Economics letters
86
Journal of economic dynamics & control
80
The North American journal of economics and finance : a journal of financial economics studies
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
76
International tax and public finance
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Management science : journal of the Institute for Operations Research and the Management Sciences
68
Applied economics letters
67
International journal of forecasting
65
Journal of public economics
64
The journal of business : B
64
The financial review : the official publication of the Eastern Finance Association
61
Journal of economics and finance
59
Economic modelling
57
Journal of forecasting
57
Journal of international financial markets, institutions & money
57
The journal of portfolio management : a publication of Institutional Investor
54
Pacific-Basin finance journal
53
Journal of risk and financial management : JRFM
50
Quarterly journal of business and economics : QJBE
49
Journal of economics & business
48
Journal of international money and finance
48
The American economic review
47
National tax journal
46
Journal of monetary economics
44
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
Sort
relevance
articles prioritized
date (newest first)
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
9
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:
10
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->