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~isPartOf:"Journal of econometrics"
~subject:"Kapitaleinkommen"
~subject:"Risk"
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Kapitaleinkommen
Risk
Theorie
1,609
Theory
1,609
Estimation theory
457
Schätztheorie
457
Time series analysis
372
Zeitreihenanalyse
372
Estimation
223
Schätzung
223
Volatility
204
Volatilität
204
Forecasting model
166
Prognoseverfahren
166
Nichtparametrisches Verfahren
161
Nonparametric statistics
161
Capital income
137
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135
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135
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130
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97
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95
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92
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92
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85
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85
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85
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85
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85
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83
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80
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157
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English
158
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Todorov, Viktor
9
Bollerslev, Tim
8
Andersen, Torben
6
Mykland, Per A.
6
Xiu, Dacheng
6
Meddahi, Nour
5
Tauchen, George Eugene
5
Aït-Sahalia, Yacine
4
Bandi, Federico M.
4
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Diebold, Francis X.
3
Hansen, Lars Peter
3
Li, Yingying
3
Renault, Eric
3
Timmermann, Allan
3
Almeida, Caio
2
Asai, Manabu
2
Bekaert, Geert
2
Calvet, Laurent E.
2
Fan, Jianqing
2
Garcia, René
2
Georgiev, Iliyan
2
Hautsch, Nikolaus
2
Laeven, Roger J. A.
2
Li, Canlin
2
Li, Jia
2
Liao, Yuan
2
Linton, Oliver
2
McAleer, Michael
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Peng, Liang
2
Perron, Benoit
2
Polak, Pawel
2
Renò, Roberto
2
Sargent, Thomas J.
2
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
NBER working paper series
809
Finance research letters
769
Working paper / National Bureau of Economic Research, Inc.
764
Journal of banking & finance
670
NBER Working Paper
631
International review of financial analysis
560
Journal of financial economics
523
The journal of finance : the journal of the American Finance Association
409
Journal of empirical finance
408
Pacific-Basin finance journal
398
International review of economics & finance : IREF
397
Applied financial economics
373
Applied economics
369
Economics letters
361
Applied economics letters
337
The review of financial studies
317
Insurance / Mathematics & economics
303
Research in international business and finance
303
The North American journal of economics and finance : a journal of financial economics studies
290
Discussion paper / Centre for Economic Policy Research
285
Management science : journal of the Institute for Operations Research and the Management Sciences
285
European journal of operational research : EJOR
284
Journal of international financial markets, institutions & money
282
The European journal of finance
278
Journal of financial and quantitative analysis : JFQA
274
Review of quantitative finance and accounting
271
Economic modelling
269
CESifo working papers
248
Energy economics
241
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
241
Working paper
213
Journal of economic dynamics & control
208
Journal of risk and financial management : JRFM
193
The journal of real estate finance and economics
188
International journal of economics and finance
187
Research paper series / Swiss Finance Institute
181
Journal of international money and finance
169
Discussion papers / CEPR
168
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
161
Investment management and financial innovations
161
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ECONIS (ZBW)
158
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1
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:
2
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
5
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
6
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
7
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
8
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
9
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
Saved in:
10
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
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