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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:"Chang, Chia-Lin"
~person:"Fan, Jianqing"
~person:"Gupta, Rangan"
~person:"Hamori, Shigeyuki"
~person:"Kim, Dong H."
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~subject:"ARCH-Modell"
~subject:"Theorie"
~subject:"Zinsstruktur"
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Kapitaleinkommen
ARCH-Modell
Theorie
Zinsstruktur
Estimation
35
Schätzung
35
Volatility
21
Volatilität
21
Capital income
18
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Aït-Sahalia, Yacine
Chang, Chia-Lin
Fan, Jianqing
Gupta, Rangan
Hamori, Shigeyuki
Kim, Dong H.
Pelger, Markus
Xiu, Dacheng
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
Serletis, Apostolos
4
Tauchen, George Eugene
4
Wohar, Mark E.
4
Asai, Manabu
3
Barnett, William A.
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
Steel, Mark F. J.
3
Tian, Mo
3
Xuan Vinh Vo
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Yang, Chunpeng
3
Yoon, Seong-min
3
Zhou, Liyun
3
Zhu, Huiming
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Balcilar, Mehmet
2
Cepni, Oguzhan
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
18
Econometric Institute research papers
9
Finance research letters
7
International journal of finance & economics : IJFE
5
Working paper
5
Economic modelling
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
Applied financial economics
3
Journal of economics and finance
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
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Applied economics letters
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Discussion paper series
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Economics and Business Letters : EBL
2
Energy economics
2
Journal of forecasting
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Research paper series / Swiss Finance Institute
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Structural change and economic dynamics : SC+ED
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Swiss Finance Institute Research Paper
2
The journal of finance : the journal of the American Finance Association
2
Annales d'économie et de statistique
1
Annals of economics and finance
1
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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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
1
Econometrics of imperfect competition
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1
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:
2
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
Saved in:
3
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:
4
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:
5
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
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
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:
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
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
Saved in:
10
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
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