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Capital income
137
Kapitaleinkommen
137
Volatility
70
Volatilität
70
Theorie
55
Theory
55
Estimation
54
Schätzung
54
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Todorov, Viktor
9
Bollerslev, Tim
8
Andersen, Torben
6
Xiu, Dacheng
6
Meddahi, Nour
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Diebold, Francis X.
3
Li, Yingying
3
Renault, Eric
3
Timmermann, Allan
3
Almeida, Caio
2
Asai, Manabu
2
Bekaert, Geert
2
Garcia, René
2
Georgiev, Iliyan
2
Hautsch, Nikolaus
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
Sheppard, Kevin
2
Wachter, Jessica
2
Warusawitharana, Missaka
2
Yang, Xiye
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Zhang, Lan
2
Zheng, Xinghua
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
NBER working paper series
753
Working paper / National Bureau of Economic Research, Inc.
733
Finance research letters
612
Journal of banking & finance
608
The journal of finance : the journal of the American Finance Association
583
NBER Working Paper
564
International review of financial analysis
533
Journal of financial economics
499
Journal of empirical finance
393
Pacific-Basin finance journal
393
Applied financial economics
372
International review of economics & finance : IREF
355
Journal of financial and quantitative analysis : JFQA
347
Applied economics
333
Applied economics letters
294
The review of financial studies
290
The European journal of finance
266
Journal of international financial markets, institutions & money
258
The North American journal of economics and finance : a journal of financial economics studies
256
Research in international business and finance
253
Review of quantitative finance and accounting
252
Discussion paper / Centre for Economic Policy Research
242
Management science : journal of the Institute for Operations Research and the Management Sciences
233
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
216
Economics letters
210
Economic modelling
196
International journal of economics and finance
190
The journal of real estate finance and economics
180
Journal of risk and financial management : JRFM
177
Investment management and financial innovations
162
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
161
The journal of asset management
159
Energy economics
155
International journal of economics and financial issues : IJEFI
153
Research paper series / Swiss Finance Institute
151
Journal of financial markets
150
Journal of international money and finance
146
The American economic review
144
The journal of portfolio management : a publication of Institutional Investor
138
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ECONIS (ZBW)
140
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1
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
Saved in:
2
Spectral analysis of public utility returns
Goldberg, Michael A.
;
Vora, Ashok
- In:
Journal of econometrics
6
(
1977
)
1
,
pp. 79-101
Persistent link: https://www.econbiz.de/10002457620
Saved in:
3
Retail inventory investment behaviour
Trivedi, P. K.
- In:
Journal of econometrics
1
(
1973
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10002940129
Saved in:
4
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:
5
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Gallant, A. Ronald
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 141-179
Persistent link: https://www.econbiz.de/10001332076
Saved in:
6
Rational expectations, inflation and the nominal interest rate
Crockett, Jean A.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 349-363
Persistent link: https://www.econbiz.de/10001336942
Saved in:
7
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:
8
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:
9
Instrumental variable and variable addition based inference in predictive regressions
Breitung, Jörg
;
Demetrescu, Matei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 358-375
Persistent link: https://www.econbiz.de/10011499478
Saved in:
10
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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