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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Schätztheorie
36,061
Estimation theory
35,434
Theorie
15,332
Theory
14,565
Schätzung
10,540
Estimation
9,883
Correlation
6,989
Korrelation
6,847
Zeitreihenanalyse
6,472
Time series analysis
6,368
Momentenmethode
4,945
Method of moments
4,857
Regressionsanalyse
4,465
Regression analysis
4,445
Lohnstruktur
4,147
Einkommensverteilung
4,002
Income distribution
3,705
Wage structure
3,682
Nichtparametrisches Verfahren
3,549
USA
3,528
Nonparametric statistics
3,450
United States
3,249
Deutschland
3,207
Panel
3,054
Volatilität
2,946
Panel study
2,944
Volatility
2,911
Germany
2,895
Prognoseverfahren
2,381
Forecasting model
2,344
Wages
2,253
Capital income
2,184
Lohn
2,079
Statistischer Test
2,010
Börsenkurs
1,963
Statistical test
1,956
Welt
1,940
Share price
1,923
ARCH-Modell
1,856
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Online availability
All
Free
786
Undetermined
737
Type of publication
All
Article
1,379
Book / Working Paper
808
Type of publication (narrower categories)
All
Article in journal
1,334
Aufsatz in Zeitschrift
1,334
Graue Literatur
359
Non-commercial literature
359
Working Paper
354
Arbeitspapier
346
Aufsatz im Buch
38
Book section
38
Hochschulschrift
30
Thesis
25
Collection of articles written by one author
11
Sammlung
11
Conference paper
9
Konferenzbeitrag
9
Aufsatzsammlung
2
Collection of articles of several authors
2
Forschungsbericht
2
Konferenzschrift
2
Sammelwerk
2
Article
1
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
2,165
German
17
French
3
Italian
1
Norwegian
1
Author
All
Diebold, Francis X.
14
Christiansen, Charlotte
13
Koopman, Siem Jan
12
Ledoit, Olivier
12
Li, Youwei
12
McMillan, David G.
12
Wolf, Michael
12
Engle, Robert F.
11
Kumar, Dilip
11
Linton, Oliver
11
Bekaert, Geert
10
Zhou, Guofu
10
Aslanidis, Nektarios
9
Baele, Lieven
9
Lucas, André
9
Lux, Thomas
9
Pesaran, M. Hashem
9
Boudt, Kris
8
Gupta, Rangan
8
Inghelbrecht, Koen
8
Li, Kai
8
Maheswaran, S.
8
Polanski, Arnold
8
Stambaugh, Robert F.
8
Stoja, Evarist
8
Bollerslev, Tim
7
Brandt, Michael W.
7
He, Xue-zhong
7
Janus, Paweł
7
Luger, Richard
7
Tauchen, George Eugene
7
Asai, Manabu
6
Bauwens, Luc
6
Bouri, Elie
6
De Nard, Gianluca
6
Gao, Jiti
6
Gribisch, Bastian
6
Gungor, Sermin
6
Hafner, Christian M.
6
Kapetanios, George
6
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Institution
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National Bureau of Economic Research
12
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Rodney L. White Center for Financial Research
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Birkbeck College / Department of Economics
1
Business Information Centre <Toronto>
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of San Francisco
1
Robert Schuman Centre for Advanced Studies
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
The Wharton Financial Institutions Center
1
Trinity College Dublin / Department of Economics
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
University of Chicago / Center for Research in Security Prices
1
Universität Dortmund
1
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Published in...
All
Journal of econometrics
56
Journal of empirical finance
53
Finance research letters
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Journal of banking & finance
33
International review of financial analysis
30
Economics letters
26
Research in international business and finance
23
Journal of financial economics
22
The review of financial studies
22
Economic modelling
21
Applied economics
20
Journal of forecasting
20
Journal of international financial markets, institutions & money
18
Journal of financial and quantitative analysis : JFQA
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of risk and financial management : JRFM
17
The European journal of finance
17
Applied economics letters
16
International review of economics & finance : IREF
16
Journal of financial econometrics
16
Discussion paper / Tinbergen Institute
15
Review of quantitative finance and accounting
15
The North American journal of economics and finance : a journal of financial economics studies
15
The journal of finance : the journal of the American Finance Association
15
Journal of economic dynamics & control
14
Pacific-Basin finance journal
14
Econometric reviews
13
Journal of financial markets
13
Quantitative finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
NBER Working Paper
12
NBER working paper series
12
International journal of forecasting
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Computational economics
10
Financial markets and portfolio management
10
International journal of economics and financial issues : IJEFI
10
Working paper
10
Working paper / National Bureau of Economic Research, Inc.
10
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Source
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ECONIS (ZBW)
2,176
EconStor
9
OLC EcoSci
2
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1
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2,187
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date (oldest first)
1
Demystifying Time-Series Momentum Strategies : Volatility Estimators, Trading Rules and Pairwise Correlations
Baltas, Nick
-
2019
dynamic leverage mechanism. The
correlation
-adjusted variant outperforms the naive implementation of the strategy and the …
Persistent link: https://www.econbiz.de/10012905544
Saved in:
2
Gaussian rank
correlation
and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
3
Gaussian rank
correlation
and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
4
Moment estimators for autocorrelated time series and their application to default correlations
Frei, Christoph
;
Wunsch, Marcus
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011885453
Saved in:
5
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
6
Gaussian rank
correlation
and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
7
When competing momentum hypotheses really do not compete : new the sources of momentum profits change through time
Du, Dingzhu
;
Watkins, Boyce
- In:
Journal of economics & business
59
(
2007
)
2
,
pp. 130-143
Persistent link: https://www.econbiz.de/10003441147
Saved in:
8
Equilibrium moment restrictions on asset returns : normal and crisis periods
Simmons, Peter J.
;
Tantisantiwong, Nongnuch
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1064-1089
Persistent link: https://www.econbiz.de/10010465917
Saved in:
9
Industry momentum with
correlation
consolidation : evidence from China
Boubaker, Sabri
;
Du, Lechuan
;
Liu, Zhenya
- In:
The journal of asset management : a major new, …
23
(
2022
)
1
,
pp. 73-82
Persistent link: https://www.econbiz.de/10013170893
Saved in:
10
Combining value and momentum : evidence from the Nordic equity market
Grobys, Klaus
;
Huhta-Halkola, Topi
- In:
Applied economics
51
(
2019
)
26
,
pp. 2872-2884
Persistent link: https://www.econbiz.de/10012196759
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