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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of multinational financial management"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Asai, Manabu"
~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
33
Schätzung
33
Capital income
21
Volatility
21
Volatilität
21
Börsenkurs
16
Share price
16
Forecasting model
13
Prognoseverfahren
13
ARCH model
10
Time series analysis
10
Zeitreihenanalyse
10
Theorie
9
Theory
9
USA
6
United States
6
Aktienmarkt
5
CAPM
5
Stock market
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Anlageverhalten
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Behavioural finance
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Factor analysis
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Factor model
4
Faktorenanalyse
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Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Oil price
4
Portfolio selection
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Portfolio-Management
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Realized volatility
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Risikomaß
4
Risk measure
4
Spillover effect
4
Spillover-Effekt
4
Welt
4
World
4
Ölpreis
4
Bayes-Statistik
3
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26
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26
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26
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Asai, Manabu
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
Christou, Christina
3
Cuñado Eizaguirre, Juncal
3
Dai, Zhifeng
3
Hau, Liya
3
Kim, Donggyu
3
McAleer, Michael
3
Paolella, Marc S.
3
Rombouts, Jeroen V. K.
3
Tauchen, George Eugene
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zhu, Huiming
3
Andreou, Elena
2
Aït-Sahalia, Yacine
2
Bahloul, Walid
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Cho, Hoon
2
Demirer, Rıza
2
Fan, Jianqing
2
Hamori, Shigeyuki
2
Hernandez, Jose Arreola
2
Ji, Qiang
2
Jung, Hojin
2
Kang, Sang Hoon
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kong, Xin-Bing
2
Li, Jia
2
Li, Yingying
2
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Journal of econometrics
Journal of multinational financial management
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
7
International journal of finance & economics : IJFE
5
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
Energy economics
3
The European journal of finance
3
Economics and Business Letters : EBL
2
Economics letters
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
Econometrics : open access journal
1
Economic systems
1
Economies : open access journal
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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 journal of forecasting
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
1
Structural change and economic dynamics : SC+ED
1
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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
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
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
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
Unemployment fluctuations and currency returns in the United Kingdom : Evidence from over one and a half century of data
Bathia, Deven
;
Demirer, Rıza
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Journal of multinational financial management
61
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012887858
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
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:
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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