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~subject:"Capital income"
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Capital income
Stochastischer Prozess
16,952
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9,812
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3,908
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3,892
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McAleer, Michael
11
Tauchen, George Eugene
10
Asai, Manabu
9
Lux, Thomas
9
Todorov, Viktor
8
Bollerslev, Tim
7
Caporin, Massimiliano
7
Andersen, Torben
6
Christoffersen, Peter F.
6
Hiremath, Gourishankar S.
6
Li, Jia
6
Stübinger, Johannes
6
Endres, Sylvia
5
Guidolin, Massimo
5
Jacobs, Kris
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Li, Kai
5
Madan, Dilip B.
5
Maheswaran, S.
5
Nagel, Stefan
5
Omori, Yasuhiro
5
Ornthanalai, Chayawat
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Rodrigues, Paulo Jorge Maurício
5
Seeger, Norman
5
Stambaugh, Robert F.
5
Andersen, Torben G.
4
Baum, Christopher F.
4
Benzoni, Luca
4
Chen, Liyuan
4
Durham, Garland
4
Kaeck, Andreas
4
Kamaiah, Bandi
4
Koopman, Siem Jan
4
Korteweg, Arthur
4
Liesenfeld, Roman
4
Lin, Shih-kuei
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Lucas, André
4
Paolella, Marc S.
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Rodriguez, Gabriel
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Banco Central do Brasil
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Chambre de commerce et d'industrie de Paris
1
Erasmus Research Institute of Management
1
IGI Global
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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1
Universität Ulm
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Journal of econometrics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Quantitative finance
13
Finance research letters
12
Econometric reviews
11
Insurance / Mathematics & economics
11
Journal of empirical finance
11
Journal of banking & finance
8
Discussion paper / Tinbergen Institute
7
International journal of theoretical and applied finance
7
International review of economics & finance : IREF
7
International review of financial analysis
7
Journal of financial econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of risk and financial management : JRFM
7
The European journal of finance
7
Applied financial economics
6
International journal of forecasting
6
Journal of financial economics
6
Research in international business and finance
6
Applied economics
5
Energy economics
5
Finance and stochastics
5
Journal of economic dynamics & control
5
Journal of forecasting
5
NBER working paper series
5
The journal of finance : the journal of the American Finance Association
5
Applied economics letters
4
Computational economics
4
Econometrics : open access journal
4
Economics letters
4
Economics working paper
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Risks : open access journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Swiss Finance Institute Research Paper
4
The review of financial studies
4
Cogent economics & finance
3
Economic modelling
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
642
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1
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1
Forecasting interest rates with shifting
Dijk, Dick van
;
Koopman, Siem Jan
;
Wel, Michel van der
; …
-
2012
Persistent link: https://www.econbiz.de/10009723022
Saved in:
2
Is violation of the random walk assumption an exception or a rule in capital markets?
Dittrich, Ludwig O.
;
Srbek, Pavel
- In:
Atlantic economic journal : AEJ
48
(
2020
)
4
,
pp. 491-501
Persistent link: https://www.econbiz.de/10012485200
Saved in:
3
Time scale and fractionality in financial time series
Sproul, Thomas W.
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 76-93
Persistent link: https://www.econbiz.de/10011695555
Saved in:
4
A hidden Markov Model inference approach to testing the random walk hypothesis : empirical evidence from the Nigerian stock market
Nkemnole, Edesiri
- In:
Journal of economic and financial sciences
9
(
2016
)
3
,
pp. 696-713
Persistent link: https://www.econbiz.de/10011658239
Saved in:
5
Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S.
;
Kumari, Jyoti
- In:
Journal of Asia Pacific business
16
(
2015
)
2
,
pp. 128-145
Persistent link: https://www.econbiz.de/10011289921
Saved in:
6
A proposal to boost the profitability of carry trade
Moosa, Imad A.
;
Burns, Kelly
- In:
Review of Pacific Basin financial markets and policies
16
(
2013
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10010241631
Saved in:
7
Forecasting yield spreads under crisis-induced multiple breakpoints
Grazzini, Caterina Forti
;
Guidolin, Massimo
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1656-1664
Persistent link: https://www.econbiz.de/10010222827
Saved in:
8
A study on market efficiency using data from Shanghai stock exchange and Shenzhen stock exchange
Duan, Guoxi
;
Tanizaki, Hisashi
-
2021
Persistent link: https://www.econbiz.de/10012799610
Saved in:
9
A study on the level of market efficiency based on CSI 300 and 300 constituent stocks
Duan, Guoxi
;
Tanizaki, Hisashi
-
2021
Persistent link: https://www.econbiz.de/10012799614
Saved in:
10
Identifying the news in analysts' earnings forecasts revisions : an alternative to the random walk expectation
Pfeiffer, Ray J.
;
Teitel, Karen
;
Wahab, Susan
;
Wahab, …
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
4
,
pp. 2150032-1-2150032-42
Persistent link: https://www.econbiz.de/10012805192
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