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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Behavioral Finance and Asset Prices : The Influence of Investor's Emotions"
~isPartOf:"Journal of econometrics"
~isPartOf:"Open economies review"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Theory"
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Kapitaleinkommen
ARCH-Modell
Theory
Estimation
40
Schätzung
40
Capital income
18
Volatility
18
Volatilität
18
Börsenkurs
14
Share price
14
Forecasting model
13
Prognoseverfahren
13
ARCH model
11
Time series analysis
10
Zeitreihenanalyse
10
USA
9
United States
9
Welt
8
World
8
Theorie
7
Aktienmarkt
6
Stock market
6
CAPM
5
Factor analysis
5
Faktorenanalyse
5
Portfolio selection
5
Portfolio-Management
5
Regression analysis
5
Regressionsanalyse
5
Taiwan
5
Anlageverhalten
4
Behavioural finance
4
International tourism
4
Internationaler Tourismus
4
Modellierung
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Scientific modelling
4
Spillover effect
4
Spillover-Effekt
4
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Article
22
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5
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Article in journal
21
Aufsatz in Zeitschrift
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Arbeitspapier
5
Graue Literatur
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Non-commercial literature
5
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English
27
Author
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Chang, Chia-Lin
Gupta, Rangan
Pelger, Markus
Xiu, Dacheng
Zhou, Liyun
McAleer, Michael
16
Todorov, Viktor
9
Belzil, Christian
8
Mumtaz, Haroon
8
Asai, Manabu
5
Bollerslev, Tim
5
Engsted, Tom
5
Honoré, Peter
5
Koop, Gary
5
Neely, Christopher J.
5
Nielsen, Helena Skyt
5
Pesaran, M. Hashem
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Caporin, Massimiliano
4
Dai, Zhifeng
4
Francq, Christian
4
Guo, Hui
4
Lund, Jesper
4
Nyholm, Ken
4
Roengchai Tansuchat
4
Tauchen, George Eugene
4
Wohar, Mark E.
4
Barnett, William A.
3
Bleaney, Michael F.
3
Erdemlioglu, Deniz
3
Escribano, Álvaro
3
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Hau, Liya
3
Kang, Sang Hoon
3
Kapetanios, George
3
Kim, Donggyu
3
Manera, Matteo
3
Mensi, Walid
3
Paolella, Marc S.
3
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University of Canterbury / Dept. of Economics and Finance
2
Published in...
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
Journal of econometrics
Open economies review
The North American journal of economics and finance : a journal of financial economics studies
Working paper
Department of Economics working paper series
16
Econometric Institute research papers
9
Finance research letters
6
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working papers / University of Connecticut, Department of Economics
4
Economic modelling
3
Journal of macroeconomics
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
Applied economics letters
2
Economic systems
2
Economics and Business Letters : EBL
2
Journal of economics and finance
2
Journal of forecasting
2
Structural change and economic dynamics : SC+ED
2
Annals of economics and finance
1
Applied economics
1
Applied financial economics
1
CEA_372Cass working paper series
1
Chicago Booth Research Paper
1
Defence and peace economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Economies : open access journal
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Energy economics
1
Finmap working paper
1
Global Research Unit working paper
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
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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
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
3
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:
4
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
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
Saved in:
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
Saved in:
7
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:
8
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
Saved in:
9
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
Saved in:
10
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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