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~isPartOf:"Journal of econometrics"
~subject:"Portfolio-Management"
~subject:"Regression analysis"
~subject:"Schätzung"
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Portfolio-Management
Regression analysis
Schätzung
Capital income
89
Kapitaleinkommen
89
Volatility
44
Volatilität
44
Estimation
43
Estimation theory
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Todorov, Viktor
5
Andersen, Torben
4
Demetrescu, Matei
4
Taylor, Robert
4
Xiu, Dacheng
4
Bollerslev, Tim
3
Li, Yingying
3
Rodrigues, Paulo M. M.
3
Aït-Sahalia, Yacine
2
Georgiev, Iliyan
2
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2
Meddahi, Nour
2
Paolella, Marc S.
2
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2
Pelger, Markus
2
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2
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2
Zheng, Xinghua
2
Anderson, Heather M.
1
Asai, Manabu
1
Bakalli, Gaetan
1
Bandi, Federico M.
1
Bellemare, Charles
1
Bibinger, Markus
1
Bonomo, Marco Antonio
1
Breitung, Jörg
1
Cai, T. Tony
1
Cai, Zongwu
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1
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Dai, Chaoxing
1
Dhaene, Geert
1
Duong, Diep
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Ergemen, Yunus Emre
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Journal of econometrics
Finance research letters
327
International review of financial analysis
200
Journal of banking & finance
199
Journal of financial economics
181
International review of economics & finance : IREF
151
Journal of empirical finance
139
Pacific-Basin finance journal
130
The North American journal of economics and finance : a journal of financial economics studies
130
Applied economics
127
Discussion paper / Centre for Economic Policy Research
119
Research in international business and finance
118
Management science : journal of the Institute for Operations Research and the Management Sciences
100
Economic modelling
94
Applied economics letters
88
Journal of international financial markets, institutions & money
88
Discussion papers / CEPR
85
The journal of asset management
77
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
66
Journal of financial markets
62
Energy economics
61
Economics letters
60
Review of quantitative finance and accounting
60
SpringerLink / Bücher
59
Quantitative finance
57
Journal of international money and finance
53
International journal of finance & economics : IJFE
45
Journal of financial and quantitative analysis : JFQA
45
International journal of economics and finance
44
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
International journal of forecasting
38
Investment management and financial innovations
38
Journal of economic dynamics & control
37
Global finance journal
36
The journal of asset management : a major new, international quarterly journal for the financial community
36
Managerial finance
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
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ECONIS (ZBW)
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1
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
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2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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