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~subject:"Capital income"
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Capital income
Zeitreihenanalyse
29,755
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28,733
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18,671
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Gupta, Rangan
56
Caporale, Guglielmo Maria
35
Gil-Alaña, Luis A.
31
Bollerslev, Tim
28
Engle, Robert F.
26
McAleer, Michael
24
Ma, Feng
22
Lux, Thomas
21
Bouri, Elie
19
Kumar, Dilip
19
Andersen, Torben
17
Chiang, Thomas C.
17
Tauchen, George Eugene
17
Chang, Chia-Lin
16
McMillan, David G.
16
Tiwari, Aviral Kumar
16
Wolf, Michael
16
Lucas, André
15
Paolella, Marc S.
15
Asai, Manabu
14
Guidolin, Massimo
14
Teräsvirta, Timo
14
Wang, Yudong
14
Harvey, Campbell R.
13
Koopman, Siem Jan
13
Bauwens, Luc
12
Lanne, Markku
12
Pierdzioch, Christian
12
Prokopczuk, Marcel
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11
Brooks, Robert
11
Elyasiani, Elyas
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Floros, Christos
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Mittnik, Stefan
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Sibbertsen, Philipp
11
Zhang, Yaojie
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10
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10
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Chambre de commerce et d'industrie de Paris
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Econometrisch Instituut <Rotterdam>
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Economics
1
International Center for Financial Asset Management and Engineering
1
Internationaler Währungsfonds / Western Hemisphere Department
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Nationalekonomiska Institutionen <Lund>
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Rodney L. White Center for Financial Research
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School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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The Wharton Financial Institutions Center
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Chicago / Center for Research in Security Prices
1
University of Hong Kong / School of Economics and Finance
1
University of Toronto / Department of Economics
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
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Finance research letters
86
Journal of empirical finance
83
International review of financial analysis
66
The North American journal of economics and finance : a journal of financial economics studies
59
International review of economics & finance : IREF
58
Journal of econometrics
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Economic modelling
53
Energy economics
51
International journal of forecasting
50
Research in international business and finance
49
Applied economics
46
Journal of banking & finance
44
Journal of international financial markets, institutions & money
44
Journal of forecasting
42
The European journal of finance
40
Applied economics letters
37
Journal of risk and financial management : JRFM
36
Applied financial economics
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Journal of financial economics
30
Journal of financial econometrics
29
Pacific-Basin finance journal
27
Review of quantitative finance and accounting
27
Discussion paper / Tinbergen Institute
24
Economics letters
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 : official journal of the Society for Financial Econometrics
22
NBER working paper series
21
Quantitative finance
21
International journal of finance & economics : IJFE
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
International journal of economics and finance
18
Cogent economics & finance
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
International journal of economics and financial issues : IJEFI
17
Working paper / National Bureau of Economic Research, Inc.
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Afro-Asian Journal of Finance and Accounting : AAJFA
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ECONIS (ZBW)
3,842
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1
Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
-
2010
Persistent link: https://www.econbiz.de/10003941851
Saved in:
2
Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra
;
Storti, Giuseppe
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
Saved in:
3
A novel cluster HAR-type model for forecasting realized volatility
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1318-1331
Persistent link: https://www.econbiz.de/10012305326
Saved in:
4
On the modelling and forecasting of multivariate realized volatility : generalized heterogeneous autoregressive (GHAR) model
Čech, František
;
Baruník, Jozef
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10011729136
Saved in:
5
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
6
Volatility modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails
Gencer, Hatice Gaye
;
Demiralay, Sercan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 639-657
Persistent link: https://www.econbiz.de/10011562539
Saved in:
7
On the robustness of Ljung-Box and McLeod-Li Q tests : a simulation study
Chen, Yi-ting
(
contributor
)
- In:
Economics bulletin : EB
(
2002
)
Persistent link: https://www.econbiz.de/10001740184
Saved in:
8
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
9
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
10
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
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