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~subject:"Capital income"
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Capital income
Schätztheorie
35,691
Estimation theory
35,066
Zeitreihenanalyse
29,565
Time series analysis
28,480
Theorie
20,881
Theory
20,226
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10,101
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2,699
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Share price
2,393
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2,381
Kapitaleinkommen
2,334
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2,302
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2,246
Konjunktur
2,177
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2,152
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2,093
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2,050
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2,301
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Gil-Alaña, Luis A.
28
Caporale, Guglielmo Maria
27
Bollerslev, Tim
24
Gupta, Rangan
24
Lux, Thomas
22
Diebold, Francis X.
19
McAleer, Michael
16
Tauchen, George Eugene
16
Andersen, Torben
15
Sibbertsen, Philipp
13
Timmermann, Allan
13
Brandt, Michael W.
12
Chang, Chia-Lin
12
Koopman, Siem Jan
12
Linton, Oliver
12
Lucas, André
12
McMillan, David G.
12
Engle, Robert F.
11
Kumar, Dilip
11
Pesaran, M. Hashem
11
Cheema, Muhammad A.
10
Guidolin, Massimo
10
Prokopczuk, Marcel
10
Pástor, Ľuboš
10
Sizova, Natalia
10
Caporin, Massimiliano
9
Kapetanios, George
9
Li, Youwei
9
Maheswaran, S.
9
Teräsvirta, Timo
9
Tiwari, Aviral Kumar
9
Todorov, Viktor
9
Asai, Manabu
8
Bekaert, Geert
8
Harvey, Campbell R.
8
Li, Jia
8
Meddahi, Nour
8
Narayan, Paresh Kumar
8
Stambaugh, Robert F.
8
Sucarrat, Genaro
8
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National Bureau of Economic Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Rodney L. White Center for Financial Research
3
Gottfried Wilhelm Leibniz Universität Hannover
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
The Wharton Financial Institutions Center
2
University of Chicago / Center for Research in Security Prices
2
Birkbeck College / Department of Economics
1
Chambre de commerce et d'industrie de Paris
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
International Center for Financial Asset Management and Engineering
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Nationalekonomiska Institutionen <Lund>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Trinity College Dublin / Department of Economics
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
University of Toronto / Department of Economics
1
Universität Dortmund
1
William Davidson Institute <Ann Arbor, Mich.>
1
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Journal of econometrics
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Journal of empirical finance
50
Finance research letters
43
International journal of forecasting
31
International review of financial analysis
29
Economic modelling
28
Journal of forecasting
28
International review of economics & finance : IREF
27
Journal of banking & finance
25
Economics letters
24
Journal of financial economics
23
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
22
Discussion paper / Tinbergen Institute
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
The journal of finance : the journal of the American Finance Association
19
Journal of risk and financial management : JRFM
18
Applied economics letters
17
Journal of financial econometrics
17
NBER working paper series
17
Working paper / National Bureau of Economic Research, Inc.
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of international financial markets, institutions & money
16
Research in international business and finance
16
Quantitative finance
15
The European journal of finance
15
Applied financial economics
14
Review of quantitative finance and accounting
14
Working paper
14
Energy economics
13
NBER Working Paper
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
CESifo working papers
12
Computational economics
12
Applied financial economics letters
11
CREATES research paper
11
Econometric reviews
11
Journal of economic dynamics & control
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ECONIS (ZBW)
2,327
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1
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
Saved in:
2
Ein nicht-lineares Zeitreihenmodell für schweizerische Aktienrenditen
Rohner, Marcel
-
1993
Persistent link: https://www.econbiz.de/10000872628
Saved in:
3
Why long horizons? : a study of power against persistent alternatives
Campbell, John Y.
-
1993
Persistent link: https://www.econbiz.de/10000879027
Saved in:
4
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
5
"Flexible least squares betas: the French market case"
Chauveau, Thierry
;
Maillet, Bertrand
-
1998
Persistent link: https://www.econbiz.de/10000989212
Saved in:
6
The ARCH effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
Din, Tarek Mohy el
-
1997
Persistent link: https://www.econbiz.de/10000968338
Saved in:
7
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1997
Persistent link: https://www.econbiz.de/10000975058
Saved in:
8
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus
-
1998
Persistent link: https://www.econbiz.de/10000675119
Saved in:
9
The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
El Din, Tarek Mohy
-
1997
Persistent link: https://www.econbiz.de/10000623956
Saved in:
10
Autocorrelation, seasonality and model choice in return estimation
Praetz, Peter
-
1980
Persistent link: https://www.econbiz.de/10000012348
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