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~isPartOf:"Journal of econometrics"
~subject:"Estimation theory"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Estimation theory
Portfolio-Management
Schätzung
Capital income
89
Kapitaleinkommen
89
Volatility
44
Volatilität
44
Estimation
43
Schätztheorie
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Forecasting model
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Nichtparametrisches Verfahren
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Andersen, Torben
5
Todorov, Viktor
5
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Xiu, Dacheng
4
Bollerslev, Tim
3
Li, Yingying
3
Mykland, Per A.
3
Taylor, Robert
3
Aït-Sahalia, Yacine
2
Georgiev, Iliyan
2
Hautsch, Nikolaus
2
Li, Jia
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Tauchen, George Eugene
2
Zhang, Lan
2
Zheng, Xinghua
2
Ahsan, Nazmul
1
Archakov, Ilya
1
Asai, Manabu
1
Bakalli, Gaetan
1
Bandi, Federico M.
1
Bellemare, Charles
1
Bibinger, Markus
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Bonomo, Marco Antonio
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Breitung, Jörg
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1
Chen, Rui
1
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1
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Journal of econometrics
Finance research letters
327
Journal of banking & finance
198
International review of financial analysis
196
Journal of financial economics
178
International review of economics & finance : IREF
150
Journal of empirical finance
138
The North American journal of economics and finance : a journal of financial economics studies
131
Pacific-Basin finance journal
127
Applied economics
124
Discussion paper / Centre for Economic Policy Research
119
Research in international business and finance
117
Management science : journal of the Institute for Operations Research and the Management Sciences
99
Economic modelling
93
Applied economics letters
88
Journal of international financial markets, institutions & money
87
Discussion papers / CEPR
86
The journal of asset management
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
74
Working paper / National Bureau of Economic Research, Inc.
71
The European journal of finance
67
Energy economics
62
Economics letters
61
Journal of financial markets
61
Review of quantitative finance and accounting
59
SpringerLink / Bücher
59
Quantitative finance
58
Journal of international money and finance
53
Journal of financial and quantitative analysis : JFQA
45
International journal of economics and finance
44
International journal of finance & economics : IJFE
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
International journal of forecasting
40
Investment management and financial innovations
39
Journal of economic dynamics & control
39
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Global finance journal
36
Managerial finance
36
The journal of asset management : a major new, international quarterly journal for the financial community
36
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ECONIS (ZBW)
74
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1
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
2
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
3
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
Saved in:
4
Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion
Bellemare, Charles
;
Kröger, Sabine
;
Sossou, Kouamé Marius
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 248-264
Persistent link: https://www.econbiz.de/10013441984
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
6
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
7
Instrumental variable and variable addition based inference in predictive regressions
Breitung, Jörg
;
Demetrescu, Matei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 358-375
Persistent link: https://www.econbiz.de/10011499478
Saved in:
8
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
9
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Saved in:
10
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
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