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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"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Theory"
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Kapitaleinkommen
ARCH-Modell
Theory
Estimation
7
Schätzung
7
Capital income
5
Volatility
5
Volatilität
5
Forecasting model
4
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4
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3
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3
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3
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2
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Chang, Chia-Lin
Gupta, Rangan
Xiu, Dacheng
Zhou, Liyun
Todorov, Viktor
9
Bollerslev, Tim
5
Koop, Gary
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
4
Tauchen, George Eugene
4
Barnett, William A.
3
Bleaney, Michael F.
3
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Kim, Donggyu
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Rombouts, Jeroen V. K.
3
Steel, Mark F. J.
3
Tian, Mo
3
Andreou, Elena
2
Asai, Manabu
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
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Hallin, Marc
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Han, Xu
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Harvey, Andrew C.
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Heckman, James J.
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Kutlu, Levent
2
Li, Jia
2
Li, Yingying
2
MacDonald, Ronald
2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
Journal of econometrics
Open economies review
Department of Economics working paper series
18
The North American journal of economics and finance : a journal of financial economics studies
13
Econometric Institute research papers
9
Finance research letters
6
International journal of finance & economics : IJFE
5
Working paper
5
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
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2
Economics and Business Letters : EBL
2
Energy economics
2
Journal of economics and finance
2
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2
Structural change and economic dynamics : SC+ED
2
Annals of economics and finance
1
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1
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1
CEA_372Cass working paper series
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Chicago Booth Research Paper
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Defence and peace economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european 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)
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1
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:
2
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:
3
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
4
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
5
The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Wohar, Mark E.
- In:
Open economies review
28
(
2017
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10011804281
Saved in:
6
Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
Saved in:
7
Quasi-maximum likelihood estimation of volatility with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
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