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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Economic systems"
~isPartOf:"Journal of econometrics"
~isPartOf:"Open economies review"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Aït-Sahalia, Yacine"
~person:"Barnett, William A."
~person:"Chang, Chia-Lin"
~person:"Fan, Jianqing"
~person:"Gupta, Rangan"
~person:"Hamori, Shigeyuki"
~person:"Kim, Dong H."
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Theorie"
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Kapitaleinkommen
ARCH-Modell
Theorie
Estimation
43
Schätzung
43
Capital income
21
Volatility
21
Volatilität
21
Börsenkurs
18
Share price
18
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Time series analysis
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Faktorenanalyse
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Geldpolitik
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Regressionsanalyse
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Yield curve
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Zinsstruktur
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Anlageverhalten
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Behavioural finance
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Nichtparametrisches Verfahren
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Aït-Sahalia, Yacine
Barnett, William A.
Chang, Chia-Lin
Fan, Jianqing
Gupta, Rangan
Hamori, Shigeyuki
Kim, Dong H.
Pelger, Markus
Xiu, Dacheng
Zhou, Liyun
Todorov, Viktor
9
Bollerslev, Tim
5
Koop, Gary
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Dai, Zhifeng
4
Francq, Christian
4
McAleer, Michael
4
Tauchen, George Eugene
4
Wohar, Mark E.
4
Asai, Manabu
3
Bleaney, Michael F.
3
Caporin, Massimiliano
3
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Hau, Liya
3
Kang, Sang Hoon
3
Kim, Donggyu
3
Mensi, Walid
3
Paolella, Marc S.
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Rombouts, Jeroen V. K.
3
Serletis, Apostolos
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Steel, Mark F. J.
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Tian, Mo
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zhu, Huiming
3
Andreou, Elena
2
Balcilar, Mehmet
2
Cepni, Oguzhan
2
Cho, Hoon
2
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Economic systems
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
16
Working papers series in theoretical and applied economics
10
Econometric Institute research papers
9
Finance research letters
6
Research in international business and finance
5
Working paper
5
Economic modelling
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The theory of monetary aggregation
4
Working papers / University of Connecticut, Department of Economics
4
Journal of economics and finance
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
The European journal of finance
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Applied economics letters
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Applied financial economics
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Economics and Business Letters : EBL
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Macroeconomic dynamics
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Structural change and economic dynamics : SC+ED
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Swiss Finance Institute Research Paper
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The journal of finance : the journal of the American Finance Association
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Annales d'économie et de statistique
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Annals of economics and finance
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Annals of financial economics
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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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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Discussion paper series
1
Econometric reviews
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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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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
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:
3
Socio-political instability and growth dynamics
Bittencourt, Manuel Fernando
;
Gupta, Rangan
;
Makena, Philton
- In:
Economic systems
46
(
2022
)
4
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014226745
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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
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:
6
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:
7
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
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8
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:
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
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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