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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Applied economics"
~isPartOf:"Economic systems"
~isPartOf:"Finmap working paper"
~isPartOf:"Journal of econometrics"
~isPartOf:"Open economies review"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Caporin, Massimiliano"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Jung, Hojin"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
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Kapitaleinkommen
ARCH-Modell
Estimation
44
Schätzung
44
Volatility
22
Volatilität
22
Capital income
21
Börsenkurs
20
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Caporin, Massimiliano
Chang, Chia-Lin
Gupta, Rangan
Jung, Hojin
Pelger, Markus
Xiu, Dacheng
Zhou, Liyun
Todorov, Viktor
8
Zaremba, Adam
7
Yang, Chunpeng
6
Bollerslev, Tim
5
Zakoïan, Jean-Michel
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Zhu, Huiming
5
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4
Francq, Christian
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Kim, Jong-Min
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Ma, Feng
4
Wohar, Mark E.
4
Andersen, Torben
3
Hau, Liya
3
Kang, Sang Hoon
3
Kim, Donggyu
3
Li, Jinfang
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Long, Huaigang
3
McAleer, Michael
3
Paolella, Marc S.
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Pierdzioch, Christian
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Ren, Ying-hua
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Rombouts, Jeroen V. K.
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Tauchen, George Eugene
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Umar, Zaghum
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Umutlu, Mehmet
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Yoon, Seong-min
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Andreou, Elena
2
Asai, Manabu
2
Auer, Benjamin R.
2
Aït-Sahalia, Yacine
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Applied economics
Economic systems
Finmap working paper
Journal of econometrics
Open economies review
The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
17
Econometric Institute research papers
10
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International review of economics & finance : IREF
5
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International journal of finance & economics : IJFE
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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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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of forecasting
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International review of financial analysis
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Journal of empirical finance
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ECONIS (ZBW)
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1
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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2
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
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3
News and intraday jumps : evidence from regularization and class imbalance
Caporin, Massimiliano
;
Poli, Francesco
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534219
Saved in:
4
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
5
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
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6
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
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7
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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8
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
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9
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
10
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
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