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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Bollerslev, Tim"
~person:"Zhu, Huiming"
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Kapitaleinkommen
Estimation
18
Schätzung
18
Volatility
15
Volatilität
15
Capital income
10
China
7
Oil price
7
Ölpreis
7
Börsenkurs
6
Share price
6
Crude oil
5
Economic policy uncertainty
4
Erdöl
4
High-frequency data
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Petroleum
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Quantile regression
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Time series analysis
4
Welt
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World
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Zeitreihenanalyse
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Market microstructure
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Marktmikrostruktur
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Prognoseverfahren
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Regressionsanalyse
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Wechselkurs
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Aktienmarkt
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Bollerslev, Tim
Zhu, Huiming
Todorov, Viktor
8
Gupta, Rangan
6
Bouri, Elie
4
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
3
Nonejad, Nima
3
Paolella, Marc S.
3
Tauchen, George Eugene
3
Tiwari, Aviral Kumar
3
Xiu, Dacheng
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zaremba, Adam
3
Zhou, Liyun
3
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Cho, Hoon
2
Ferrer, Román
2
Guo, Yawei
2
Jung, Hojin
2
Karathanasopoulos, Andreas
2
Kim, Dong H.
2
Kim, Jong-Min
2
Li, Jia
2
Li, Yingying
2
Liu, Li
2
Ma, Feng
2
McAleer, Michael
2
Meddahi, Nour
2
Mikutowski, Mateusz
2
Mo, Guoli
2
Park, Sung Y.
2
Patton, Andrew J.
2
Pelger, Markus
2
Pierdzioch, Christian
2
Polak, Pawel
2
Rahman, Md Lutfur
2
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Energy economics
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of financial economics
5
CREATES research paper
4
Applied economics
2
ERID working paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance and economics discussion series
2
NBER Working Paper
2
NBER working paper series
2
CREATES Research Paper
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Finance research letters
1
Handbook of economic forecasting ; 1
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The North American journal of economics and finance : a journal of theory and practice
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
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1
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
2
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
3
Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Hau, Liya
;
Zhu, Huiming
;
Shahbaz, Muhammad
;
Sun, Wuqin
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667385
Saved in:
4
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
5
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
6
Oil price shocks, economic policy uncertainty and industry stock returns in China : asymmetric effects with quantile regression
You, Wan-hai
;
Guo, Yawei
;
Zhu, Huiming
;
Tang, Yong
- In:
Energy economics
68
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011904980
Saved in:
7
The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach
Zhu, Huiming
;
Guo, Yawei
;
You, Wan-hai
;
Xu, Yaqin
- In:
Energy economics
55
(
2016
),
pp. 30-41
Persistent link: https://www.econbiz.de/10011663084
Saved in:
8
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
9
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
10
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
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