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~isPartOf:"Journal of econometrics"
~subject:"Portfolio-Management"
~subject:"Schätzung"
~subject:"Share price"
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Portfolio-Management
Schätzung
Share price
Capital income
89
Kapitaleinkommen
89
Volatility
44
Volatilität
44
Estimation
43
Estimation theory
41
Schätztheorie
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Forecasting model
35
Prognoseverfahren
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Nichtparametrisches Verfahren
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Todorov, Viktor
5
Xiu, Dacheng
5
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Li, Yingying
3
Li, Jia
2
Liao, Yuan
2
Meddahi, Nour
2
Mykland, Per A.
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Rodrigues, Paulo M. M.
2
Tauchen, George Eugene
2
Taylor, Robert
2
Zheng, Xinghua
2
Ahsan, Nazmul
1
Asai, Manabu
1
Bakalli, Gaetan
1
Bandi, Federico M.
1
Bellemare, Charles
1
Bibinger, Markus
1
Bonomo, Marco Antonio
1
Cai, T. Tony
1
Cai, Zongwu
1
Chan, Kung-sik
1
Chan, Thomas W. C.
1
Chen, Min
1
Chen, Richard Y.
1
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1
Chen, Rui
1
Chen, Ting
1
Chen, Zhao
1
Cheng, Mingmian
1
Choi, Yongok
1
Chu, Amanda M. Y.
1
Dai, Chaoxing
1
Davis, Richard A.
1
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Journal of econometrics
Finance research letters
562
International review of financial analysis
351
Journal of banking & finance
286
Pacific-Basin finance journal
255
Journal of financial economics
248
International review of economics & finance : IREF
241
The North American journal of economics and finance : a journal of financial economics studies
216
Applied economics
202
Journal of empirical finance
192
Research in international business and finance
186
Discussion paper / Centre for Economic Policy Research
158
Applied economics letters
142
Management science : journal of the Institute for Operations Research and the Management Sciences
141
Economic modelling
133
Journal of international financial markets, institutions & money
122
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
119
Review of quantitative finance and accounting
118
The European journal of finance
110
Discussion papers / CEPR
108
Energy economics
101
Journal of financial markets
101
Economics letters
96
Working paper / National Bureau of Economic Research, Inc.
96
The journal of asset management
90
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
84
Journal of financial and quantitative analysis : JFQA
78
International journal of economics and finance
72
Quantitative finance
70
The journal of corporate finance : contracting, governance and organization
70
International journal of finance & economics : IJFE
68
SpringerLink / Bücher
68
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
65
Investment management and financial innovations
62
Journal of international money and finance
61
Global finance journal
60
Journal of economic behavior & organization : JEBO
60
Journal of behavioral and experimental finance
59
Journal of economic dynamics & control
56
Managerial finance
56
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ECONIS (ZBW)
68
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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
Saved in:
2
Daily price limits and destructive market behavior
Chen, Ting
;
Gao, Zhenyu
;
He, Jibao
;
Jiang, Wenxi
;
Xiong, Wei
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10012144975
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
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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