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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Caporin, Massimiliano"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Nonejad, Nima"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~type:"article"
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Kapitaleinkommen
ARCH-Modell
Estimation
35
Schätzung
35
Volatility
20
Volatilität
20
Capital income
19
Börsenkurs
16
Share price
16
Forecasting model
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Prognoseverfahren
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USA
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United States
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Time series analysis
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Caporin, Massimiliano
Chang, Chia-Lin
Gupta, Rangan
Nonejad, Nima
Pelger, Markus
Xiu, Dacheng
Zhou, Liyun
Todorov, Viktor
8
Bollerslev, Tim
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
3
Jung, Hojin
3
Kim, Donggyu
3
Kim, Jong-Min
3
Lin, Qi
3
Lin, Xi
3
McAleer, Michael
3
Paolella, Marc S.
3
Rombouts, Jeroen V. K.
3
Tauchen, George Eugene
3
Yang, Chunpeng
3
Zaremba, Adam
3
Zhu, Huiming
3
Andreou, Elena
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Cho, Hoon
2
Chong, Terence Tai-Leung
2
Dergiades, Theologos
2
Fan, Jianqing
2
Hamori, Shigeyuki
2
Han, Liyan
2
Huang, Zhuo
2
Ji, Qiang
2
Kang, Sang Hoon
2
Karathanasopoulos, Andreas
2
Kim, Dong H.
2
Kong, Xin-Bing
2
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Economics letters
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
7
International review of economics & finance : IREF
5
International review of financial analysis
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
Economic modelling
3
International journal of finance & economics : IJFE
3
Journal of multinational financial management
3
The European journal of finance
3
Economics and Business Letters : EBL
2
Energy economics
2
Journal of economics and finance
2
Journal of forecasting
2
Open economies review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Econometric reviews
1
Economic systems
1
Economies : open access journal
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Quantitative finance
1
Risks : open access journal
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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
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
4
News and intraday jumps : evidence from regularization and class imbalance
Caporin, Massimiliano
;
Poli, Francesco
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534219
Saved in:
5
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:
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
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:
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
Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
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
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