//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
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:"Gupta, Rangan"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zakoïan, Jean-Michel"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
ARCH-Modell
Volatility
Estimation
36
Schätzung
36
Volatilität
19
Capital income
18
Börsenkurs
16
Share price
16
ARCH model
11
Forecasting model
10
Prognoseverfahren
10
Theorie
10
Theory
10
USA
9
United States
9
Time series analysis
8
Zeitreihenanalyse
8
Estimation theory
7
Schätztheorie
7
Aktienmarkt
6
CAPM
6
Portfolio selection
6
Portfolio-Management
6
Risikomaß
6
Risk measure
6
Stock market
6
Regression analysis
5
Regressionsanalyse
5
Anlageverhalten
4
Behavioural finance
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Risikoprämie
4
Risk premium
4
Factor analysis
3
Factor model
3
Faktorenanalyse
3
High-dimensional data
3
Investor sentiment
3
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Language
All
English
30
Author
All
Aït-Sahalia, Yacine
Chang, Chia-Lin
Gupta, Rangan
Pelger, Markus
Xiu, Dacheng
Zakoïan, Jean-Michel
Zhou, Liyun
Todorov, Viktor
14
Bollerslev, Tim
8
Tauchen, George Eugene
7
Zhu, Huiming
7
Hau, Liya
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
McAleer, Michael
5
Pierdzioch, Christian
5
Wohar, Mark E.
5
Dai, Zhifeng
4
Francq, Christian
4
Kang, Sang Hoon
4
Mensi, Walid
4
Asai, Manabu
3
Bahmani-Oskooee, Mohsen
3
Balcilar, Mehmet
3
Fan, Jianqing
3
Paolella, Marc S.
3
Patton, Andrew J.
3
Rombouts, Jeroen V. K.
3
Taylor, Robert
3
Wang, Yazhen
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Al-Yahyaee, Khamis Hamed
2
Andreou, Elena
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Caporin, Massimiliano
2
Cepni, Oguzhan
2
more ...
less ...
Published in...
All
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
22
Econometric Institute research papers
9
Finance research letters
6
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working paper
5
Economic modelling
4
Economics and Business Letters : EBL
3
Journal of multinational financial management
3
The European journal of finance
3
Applied economics
2
Applied economics letters
2
Chicago Booth Research Paper
2
Economics letters
2
Emerging markets review
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of forecasting
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Swiss Finance Institute Research Paper
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / University of Connecticut, Department of Economics
2
Annals of economics and statistics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CEA_372Cass working paper series
1
Defence and peace economics
1
Discussion paper / Tinbergen Institute
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, management and financial markets
1
Economies : open access journal
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
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
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:
6
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:
7
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
8
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:
9
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->