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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Applied financial economics"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Asai, Manabu"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Hau, Liya"
~person:"Nonejad, Nima"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~type:"article"
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Kapitaleinkommen
ARCH-Modell
Forecasting model
Estimation
37
Schätzung
37
Volatility
24
Volatilität
24
Capital income
22
Börsenkurs
16
Share price
16
Prognoseverfahren
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Time series analysis
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Zeitreihenanalyse
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ARCH model
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Theorie
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Oil price
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Aktienmarkt
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Faktorenanalyse
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Petroleum
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Portfolio selection
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Asai, Manabu
Chang, Chia-Lin
Gupta, Rangan
Hau, Liya
Nonejad, Nima
Pelger, Markus
Xiu, Dacheng
Zhou, Liyun
Todorov, Viktor
8
Bollerslev, Tim
6
Kim, Donggyu
5
Zakoïan, Jean-Michel
5
Dai, Zhifeng
4
Francq, Christian
4
Pierdzioch, Christian
4
Andersen, Torben
3
Fan, Jianqing
3
McAleer, Michael
3
Paolella, Marc S.
3
Patton, Andrew J.
3
Rombouts, Jeroen V. K.
3
Simpson, Marc W.
3
Tauchen, George Eugene
3
Wang, Yazhen
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zhu, Huiming
3
Andreou, Elena
2
Antonakakis, Nikolaos
2
Aït-Sahalia, Yacine
2
Caporin, Massimiliano
2
Cho, Hoon
2
Chong, Terence Tai-Leung
2
Christou, Christina
2
Clare, Andrew D.
2
Ghysels, Eric
2
Grossmann, Axel
2
Hamori, Shigeyuki
2
Hong, Yongmiao
2
Ji, Qiang
2
Jung, Hojin
2
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Applied financial economics
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Economic modelling
4
International review of financial analysis
4
Research in international business and finance
4
Applied economics
3
Applied economics letters
3
Economics and Business Letters : EBL
3
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
Journal of forecasting
3
Journal of multinational financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Emerging markets review
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Open economies review
2
Quantitative finance
2
Structural change and economic dynamics : SC+ED
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Defence and peace economics
1
Econometric reviews
1
Econometrics : open access journal
1
Economic systems
1
Economies : open access journal
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
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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
Saved in:
2
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
3
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
4
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
Saved in:
5
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
6
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
7
Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Hau, Liya
;
Zhu, Huiming
;
Shahbaz, Muhammad
;
Sun, Wuqin
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667385
Saved in:
8
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
9
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
Saved in:
10
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
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