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~subject:"Capital income"
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Capital income
Estimation
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46
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32
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30
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29
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29
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Seminar on the Analysis of Security Prices <1976, Chicago, Ill.>
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Finance research letters
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International review of financial analysis
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International review of economics & finance : IREF
128
Applied economics
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Applied economics letters
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Journal of econometrics
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The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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Economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Energy economics
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International journal of finance & economics : IJFE
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Journal of risk and financial management : JRFM
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Working paper
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Journal of financial markets
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The journal of finance : the journal of the American Finance Association
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International journal of economics and finance
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Journal of financial and quantitative analysis : JFQA
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Research paper series / Swiss Finance Institute
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Cogent economics & finance
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International journal of forecasting
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CESifo working papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Finance and economics discussion series
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ECONIS (ZBW)
8,623
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1
GARCH-UGH : a
bias
-reduced approach for dynamic extreme Value-at-Risk
estimation
in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
2
Dependent microstructure noise and integrated volatility
estimation
from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel H.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 536-558
Persistent link: https://www.econbiz.de/10012439499
Saved in:
3
Stock return outliers and beta
estimation
: the case of U.S. pharmaceutical companies
Theodossiou, Alexandra K.
;
Theodossiou, Panayiotis
- In:
Journal of international financial markets, …
30
(
2014
),
pp. 153-171
Persistent link: https://www.econbiz.de/10011293772
Saved in:
4
Reexamination of estimating beta coecient as a risk measure in CAPM
Le Tan Phuoc
;
Kim, Kee S.
;
Su, Yingcai
- In:
Journal of Asian finance, economics and business : JAFEB
5
(
2018
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10011917748
Saved in:
5
Modeling and forecasting the additive
bias
corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
6
Efficient
bias
robust regression for time series factor models
Martin, R. Douglas
;
Xia, Daniel Z.
- In:
The journal of asset management : a major new, …
23
(
2022
)
3
,
pp. 215-234
Persistent link: https://www.econbiz.de/10013199106
Saved in:
7
Variance reduction
estimation
for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
8
Nearly unbiased
estimation
of sample skewness
Li, Yifan
- In:
Economics letters
192
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508586
Saved in:
9
Predictive regressions
Stambaugh, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001380256
Saved in:
10
Predictive Regressions
Stambaugh, Robert F.
-
1999
specifications asset allocations in the presence of
estimation
risk exhibit sensitivity to those differences …
Persistent link: https://www.econbiz.de/10012471691
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