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~isPartOf:"Journal of econometrics"
~subject:"Portfolio-Management"
~subject:"Risk"
~subject:"Schätzung"
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Portfolio-Management
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Schätzung
Capital income
89
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44
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Todorov, Viktor
5
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Journal of econometrics
Finance research letters
325
International review of financial analysis
218
Journal of banking & finance
208
Journal of financial economics
179
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
146
Pacific-Basin finance journal
142
Discussion paper / Centre for Economic Policy Research
133
Applied economics
129
Research in international business and finance
127
Management science : journal of the Institute for Operations Research and the Management Sciences
107
Economic modelling
94
Applied economics letters
93
Journal of international financial markets, institutions & money
91
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
The European journal of finance
72
Energy economics
71
Journal of financial markets
67
Economics letters
63
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60
SpringerLink / Bücher
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Quantitative finance
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Journal of international money and finance
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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 economic dynamics & control
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Investment management and financial innovations
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of asset management : a major new, international quarterly journal for the financial community
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International journal of forecasting
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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
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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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