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Capital income
Schätztheorie
36,184
Estimation theory
35,557
Theorie
15,215
Theory
14,710
ARCH-Modell
10,623
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10,442
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8,968
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7,972
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4,100
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4,034
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3,313
Börsenkurs
3,285
Share price
3,226
USA
3,013
United States
2,912
Autocorrelation
2,860
Autokorrelation
2,826
Aktienmarkt
2,316
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2,296
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2,209
Statistischer Test
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2,126
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Gupta, Rangan
39
Engle, Robert F.
20
Kumar, Dilip
20
McAleer, Michael
20
Bouri, Elie
19
Diebold, Francis X.
19
Ma, Feng
18
Chang, Chia-Lin
16
Bollerslev, Tim
15
Chiang, Thomas C.
15
Paolella, Marc S.
14
Bauwens, Luc
13
Bohl, Martin T.
13
Koopman, Siem Jan
13
Linton, Oliver
13
Zhang, Yaojie
13
Andersen, Torben
12
Teräsvirta, Timo
12
Brooks, Robert
11
Elyasiani, Elyas
11
Floros, Christos
11
Haas, Markus
10
Huang, Zhuo
10
Lucas, André
10
Maheswaran, S.
10
Prokopczuk, Marcel
10
Rodriguez, Gabriel
10
Tiwari, Aviral Kumar
10
Ardia, David
9
Faff, Robert W.
9
Hansen, Peter Reinhard
9
Kapetanios, George
9
Ledoit, Olivier
9
Lux, Thomas
9
Mansur, Iqbal
9
Pierdzioch, Christian
9
Sibbertsen, Philipp
9
Stambaugh, Robert F.
9
Wang, Yudong
9
Wolf, Michael
9
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National Bureau of Economic Research
13
Ekonomiska forskningsinstitutet <Stockholm>
2
Gottfried Wilhelm Leibniz Universität Hannover
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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The Wharton Financial Institutions Center
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Banca nazionale del lavoro / Ufficio studi
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of St. Louis
1
Institut für Weltwirtschaft
1
International Center for Financial Asset Management and Engineering
1
Nationalekonomiska Institutionen <Göteborg>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Trinity College Dublin / Department of Economics
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
University of Canterbury / Dept. of Economics and Finance
1
University of Chicago / Center for Research in Security Prices
1
Universität Dortmund
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
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Finance research letters
77
Journal of empirical finance
72
Journal of econometrics
70
International review of financial analysis
54
Energy economics
47
International review of economics & finance : IREF
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
The North American journal of economics and finance : a journal of financial economics studies
47
Research in international business and finance
44
Economic modelling
42
The European journal of finance
42
Journal of banking & finance
41
Journal of international financial markets, institutions & money
38
Applied economics
37
International journal of forecasting
37
Journal of forecasting
36
Journal of risk and financial management : JRFM
33
Applied economics letters
27
Review of quantitative finance and accounting
26
Economics letters
25
Applied financial economics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Working paper
24
Journal of financial econometrics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of financial economics
21
Discussion paper / Tinbergen Institute
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International journal of economics and finance
19
International journal of finance & economics : IJFE
17
Pacific-Basin finance journal
17
International journal of economics and financial issues : IJEFI
16
Risks : open access journal
16
The review of financial studies
16
Cogent economics & finance
15
Journal of risk
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Econometric reviews
14
Quantitative finance
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ECONIS (ZBW)
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1
Changes in the unconditional variance and autoregressive conditional heteroscedasticity
Peiro, Amado
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1338-1343
Persistent link: https://www.econbiz.de/10011774855
Saved in:
2
Volatility analysis in international indices
Altin, Hakan
- In:
International journal of sustainable economies …
11
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014290701
Saved in:
3
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
4
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
Saved in:
5
Volatility estimation using a rational GARCH model
Takaishi, Tetsuya
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10012137901
Saved in:
6
Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322235
Saved in:
7
Modeling long memory in REITs
Cotter, John
;
Stevenson, Simon
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10003764888
Saved in:
8
Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios
;
Koutmos, Gregory
;
Pericli, Andreas …
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 219-238
Persistent link: https://www.econbiz.de/10002685067
Saved in:
9
A re-examination of the asymmetric power ARCH model
Karanasos, Menelaos
;
Kim, Jinki
- In:
Journal of empirical finance
13
(
2006
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10003278634
Saved in:
10
The impact of the CSI 300 stock index futures : positive feedback trading and
autocorrelation
of stock returns
Hou, Yang
;
Li, Steven
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 319-337
Persistent link: https://www.econbiz.de/10010532719
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