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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
35
Theory
35
USA
35
United States
35
Estimation
28
Markov chain
28
Markov-Kette
28
Schätzung
28
Zeitreihenanalyse
28
Time series analysis
27
Estimation theory
18
Schätztheorie
18
Bayes-Statistik
16
Bayesian inference
16
Business cycle
15
Konjunktur
15
Volatility
13
Volatilität
13
Capital income
11
Structural break
11
Strukturbruch
11
Börsenkurs
10
Economic growth
10
Share price
10
Wirtschaftswachstum
10
National income
9
Nationaleinkommen
9
Monetary policy
8
Regression analysis
8
Regressionsanalyse
8
Business cycle theory
7
Business cycles
7
Geldpolitik
7
Konjunkturtheorie
7
Correlation
6
State space model
6
Zustandsraummodell
6
Aktienmarkt
5
Forecasting model
5
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English
11
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Kim, Chang-jin
7
Nelson, Charles R.
6
Kim, Chang-Jin
3
Kim, Yunmi
2
Park, Cheolbeom
2
Bae, Jinho
1
Choi, Kwang Hun
1
Deng, Kaihua
1
Morley, James C.
1
Startz, Richard
1
Xuan, Chunji
1
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Journal of empirical finance
4
Journal of money, credit and banking : JMCB
2
Annals of financial economics
1
Japan and the world economy : international journal of theory and policy
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
11
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1
A unified framework jointly explaining business conditions, stock returns, volatility and "volatility feedback news" effects
Kim, Chang-jin
;
Kim, Yunmi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054880
Saved in:
2
Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
Saved in:
3
Why are stock returns and volatility negatively correlated?
Bae, Jinho
;
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
Saved in:
4
Disappearing dividends : implications for the dividend-price ratio and return predictability
Kim, Chang-jin
;
Park, Cheolbeom
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
5
,
pp. 933-952
Persistent link: https://www.econbiz.de/10010197598
Saved in:
5
Predicting stock returns : the information content of predictors across horizons
Deng, Kaihua
;
Kim, Chang-jin
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011408566
Saved in:
6
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
Saved in:
7
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
8
Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
Saved in:
9
Structural breaks in the mean of dividend-price ratios : implications of learning on stock return predictability
Xuan, Chunji
;
Kim, Chang-jin
- In:
Japan and the world economy : international journal of …
55
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012590816
Saved in:
10
Regime shifts in price-dividend ratios and expected stock returns : a present-value approach
Choi, Kwang Hun
;
Kim, Chang-jin
;
Park, Cheolbeom
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
2/3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10011708028
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