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~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Estimation
466
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462
Estimation theory
236
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229
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229
USA
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Todorov, Viktor
8
Bollerslev, Tim
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
296
The journal of finance : the journal of the American Finance Association
263
Journal of banking & finance
208
Journal of financial economics
206
The review of financial studies
206
Finance research letters
184
International review of financial analysis
169
Journal of empirical finance
157
International review of economics & finance : IREF
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Applied financial economics
139
Journal of financial and quantitative analysis : JFQA
131
Applied economics
117
NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
111
Applied economics letters
99
The journal of real estate finance and economics
99
Review of quantitative finance and accounting
98
Journal of international financial markets, institutions & money
94
The European journal of finance
89
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
89
Economic modelling
85
Pacific-Basin finance journal
85
Research in international business and finance
82
NBER Working Paper
80
Journal of international money and finance
65
Energy economics
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Economics letters
62
Finance and economics discussion series
62
Management science : journal of the Institute for Operations Research and the Management Sciences
61
Journal of economics and finance
58
The financial review : the official publication of the Eastern Finance Association
57
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International journal of finance & economics : IJFE
54
Discussion paper / Centre for Economic Policy Research
52
The journal of business : B
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ECONIS (ZBW)
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1
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
2
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
3
The detection and
estimation
of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
4
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
5
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
6
Asset-pricing anomalies at the firm level
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011349540
Saved in:
7
Time-varying sparsity in dynamic regression models
Kalli, Maria
;
Griffin, Jim E.
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 779-793
Persistent link: https://www.econbiz.de/10010257660
Saved in:
8
Volatility activity : specification and
estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
9
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:
10
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
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