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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:"Gupta, Rangan"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Volatility"
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Kapitaleinkommen
ARCH-Modell
Volatility
Estimation
31
Schätzung
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Capital income
17
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16
Börsenkurs
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Aït-Sahalia, Yacine
Chang, Chia-Lin
Gupta, Rangan
Pelger, Markus
Xiu, Dacheng
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
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Pierdzioch, Christian
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Wohar, Mark E.
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Zakoïan, Jean-Michel
5
Dai, Zhifeng
4
Francq, Christian
4
Kang, Sang Hoon
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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.
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Taylor, Robert
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Wang, Yazhen
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Xuan Vinh Vo
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Yang, Chunpeng
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Yoon, Seong-min
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Al-Yahyaee, Khamis Hamed
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Andreou, Elena
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Caporin, Massimiliano
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Cepni, Oguzhan
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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
20
Econometric Institute research papers
9
Finance research letters
6
International review of economics & finance : IREF
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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Economic modelling
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International journal of finance & economics : IJFE
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Economics and Business Letters : EBL
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Journal of multinational financial management
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The European journal of finance
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Chicago Booth Research Paper
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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2
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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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Defence and peace economics
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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
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:
3
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:
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
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:
7
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:
8
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:
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
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
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