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~isPartOf:"Journal of econometrics"
~subject:"Portfolio-Management"
~subject:"Risiko"
~subject:"Schätzung"
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Portfolio-Management
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Capital income
89
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44
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44
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Todorov, Viktor
5
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Bollerslev, Tim
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3
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Journal of econometrics
Finance research letters
348
International review of financial analysis
217
Journal of banking & finance
207
Journal of financial economics
192
International review of economics & finance : IREF
161
Journal of empirical finance
148
The North American journal of economics and finance : a journal of financial economics studies
145
Pacific-Basin finance journal
141
Discussion paper / Centre for Economic Policy Research
133
Applied economics
130
Research in international business and finance
127
Management science : journal of the Institute for Operations Research and the Management Sciences
107
Applied economics letters
94
Economic modelling
94
Journal of international financial markets, institutions & money
93
Discussion papers / CEPR
89
Working paper / National Bureau of Economic Research, Inc.
84
The journal of asset management
78
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
76
Energy economics
73
The European journal of finance
73
Journal of financial markets
67
Economics letters
62
Review of quantitative finance and accounting
60
SpringerLink / Bücher
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Quantitative finance
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Journal of international money and finance
57
Journal of financial and quantitative analysis : JFQA
52
International journal of finance & economics : IJFE
49
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
47
International journal of economics and finance
46
Global finance journal
40
Managerial finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Journal of economic dynamics & control
39
Investment management and financial innovations
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The journal of asset management : a major new, international quarterly journal for the financial community
38
International journal of forecasting
37
Journal of economic behavior & organization : JEBO
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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
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6
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:
7
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:
8
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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9
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
Saved in:
10
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
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