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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chang, Chia-Lin"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Yoon, Seong-min"
~subject:"ARCH-Modell"
~subject:"Analysis of variance"
~subject:"Portfolio selection"
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Kapitaleinkommen
ARCH-Modell
Analysis of variance
Portfolio selection
Estimation
31
Schätzung
31
Volatility
15
Volatilität
15
ARCH model
13
Capital income
8
Welt
8
World
8
Portfolio-Management
7
Time series analysis
7
Zeitreihenanalyse
7
Commodity derivative
6
Rohstoffderivat
6
Taiwan
6
Theorie
6
Theory
6
Börsenkurs
5
Factor analysis
5
Faktorenanalyse
5
Forecasting model
5
International tourism
5
Internationaler Tourismus
5
Oil price
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Prognoseverfahren
5
Share price
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Ölpreis
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Modellierung
4
Regression analysis
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Regressionsanalyse
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Scientific modelling
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USA
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3
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3
Hedging
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9
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English
20
Author
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Chang, Chia-Lin
Pelger, Markus
Xiu, Dacheng
Yoon, Seong-min
McAleer, Michael
22
Todorov, Viktor
8
Gupta, Rangan
7
Bollerslev, Tim
6
Asai, Manabu
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Tansuchat, Roengchai
4
Andersen, Torben
3
Caporin, Massimiliano
3
Dai, Zhifeng
3
Hau, Liya
3
Jimenez-Martin, Juan-Angel
3
Kang, Sang Hoon
3
Kim, Donggyu
3
Paolella, Marc S.
3
Patton, Andrew J.
3
Pérez Amaral, Teodosio
3
Rombouts, Jeroen V. K.
3
Tauchen, George Eugene
3
Ur Rehman, Mobeen
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
3
Andreou, Elena
2
Aït-Sahalia, Yacine
2
Bandi, Federico M.
2
Chen, Chi-chung
2
Cho, Hoon
2
Dong, Xiyong
2
Fan, Jianqing
2
Hafner, Christian M.
2
Hammoudeh, Shawkat
2
Hamori, Shigeyuki
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
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Econometric Institute research papers
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Working paper
5
Energy economics
4
Applied economics
2
Australian economic papers
2
The Korean economic review
2
CEA_372Cass working paper series
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of multinational financial management
1
Pacific-Basin finance journal
1
Review of international economics
1
Risks : open access journal
1
Swiss Finance Institute Research Paper
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The Japanese economic review : the journal of the Japanese Economic Association
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ECONIS (ZBW)
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1
How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186604
Saved in:
2
Asymmetric dependence structures for regional stock markets : an unconditional quantile regression approach
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656873
Saved in:
3
Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012659565
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
8
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
9
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:
10
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:
1
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