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Capital income
Theorie
625,491
Theory
610,589
Börsenkurs
52,503
USA
51,053
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50,977
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49,696
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Gupta, Rangan
148
Caporale, Guglielmo Maria
117
Zaremba, Adam
96
Diebold, Francis X.
84
Bollerslev, Tim
80
McMillan, David G.
75
Bali, Turan G.
66
Timmermann, Allan
64
Bekaert, Geert
63
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60
Harvey, Campbell R.
60
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59
Pierdzioch, Christian
56
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56
McAleer, Michael
53
Gil-Alaña, Luis A.
52
Narayan, Paresh Kumar
52
Zhou, Guofu
50
Bouri, Elie
48
Wohar, Mark E.
46
Cakici, Nusret
45
Engle, Robert F.
44
Guidolin, Massimo
39
Pesaran, M. Hashem
39
Faff, Robert W.
38
Lux, Thomas
38
Ma, Feng
38
Bohl, Martin T.
36
Wang, Yudong
36
Ferson, Wayne E.
35
Ang, Andrew
34
Andersen, Torben
33
Ryu, Doojin
33
Tiwari, Aviral Kumar
33
Chiang, Thomas C.
32
Fabozzi, Frank J.
31
Jagannathan, Ravi
31
Titman, Sheridan
31
Lettau, Martin
30
Subrahmanyam, Avanidhar
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National Bureau of Economic Research
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9
OECD
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Chambre de commerce et d'industrie de Paris
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The Wharton Financial Institutions Center
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Erasmus Research Institute of Management
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Svenska Handelshögskolan <Helsinki>
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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of San Francisco
3
Harvard Institute of Economic Research
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International Center for Financial Asset Management and Engineering
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William Davidson Institute <Ann Arbor, Mich.>
3
Banco Central do Brasil
2
Centre for Analytical Finance <Århus>
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Centre for Economic Policy Research
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Federal Reserve System / Board of Governors
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
2
Massachusetts Institute of Technology / Department of Economics
2
Mediobanca <Mailand>
2
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Finance research letters
452
Journal of banking & finance
351
International review of financial analysis
343
NBER working paper series
320
Working paper / National Bureau of Economic Research, Inc.
283
Journal of financial economics
281
Journal of empirical finance
269
International review of economics & finance : IREF
255
NBER Working Paper
242
Pacific-Basin finance journal
221
Applied economics
214
Applied economics letters
193
The North American journal of economics and finance : a journal of financial economics studies
193
Research in international business and finance
189
The journal of finance : the journal of the American Finance Association
176
Applied financial economics
161
Review of quantitative finance and accounting
159
The European journal of finance
156
Journal of international financial markets, institutions & money
150
Economic modelling
139
Economics letters
135
Energy economics
135
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
127
Management science : journal of the Institute for Operations Research and the Management Sciences
126
Journal of risk and financial management : JRFM
121
The review of financial studies
121
Journal of econometrics
113
Journal of financial and quantitative analysis : JFQA
109
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
104
International journal of economics and finance
104
International journal of economics and financial issues : IJEFI
103
Investment management and financial innovations
100
Journal of financial markets
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Discussion paper / Centre for Economic Policy Research
89
Cogent economics & finance
85
International journal of finance & economics : IJFE
85
International journal of forecasting
81
Journal of forecasting
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ECONIS (ZBW)
23,003
EconStor
2
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1
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1
A simple model for now-casting
volatility
series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
2
A simple model for now-casting
volatility
series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
3
Modeling and forecasting realized
volatility
with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
4
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
5
Time-varying variance scaling : application of the fractionally integrated ARMA model
Chen, An-sing
;
Chang, Hung-Chou
;
Cheng, Lee-Young
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012117796
Saved in:
6
Long memory and
volatility
persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
Saved in:
7
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
8
Autoregressive models with time-varying parameters and applications to financial time series
Liu, Haiyan
-
2003
Persistent link: https://www.econbiz.de/10003628461
Saved in:
9
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
10
Modelling stochastic
volatility
in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
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