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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:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Asai, Manabu"
~person:"Aït-Sahalia, Yacine"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Nonejad, Nima"
~person:"Pelger, Markus"
~person:"Pierdzioch, Christian"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~type:"article"
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Kapitaleinkommen
ARCH-Modell
Forecasting model
Estimation
34
Schätzung
34
Volatility
22
Volatilität
22
Capital income
19
Börsenkurs
14
Share price
14
Prognoseverfahren
12
Theorie
11
Theory
11
Time series analysis
10
Zeitreihenanalyse
10
ARCH model
9
USA
7
United States
7
CAPM
6
Aktienmarkt
5
Stock market
5
Anlageverhalten
4
Behavioural finance
4
Factor analysis
4
Factor model
4
Faktorenanalyse
4
Oil price
4
Portfolio selection
4
Portfolio-Management
4
Realized volatility
4
Risikomaß
4
Risikoprämie
4
Risk measure
4
Risk premium
4
Spillover effect
4
Spillover-Effekt
4
Welt
4
World
4
Ölpreis
4
Bayes-Statistik
3
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25
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25
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English
25
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Asai, Manabu
Aït-Sahalia, Yacine
Chang, Chia-Lin
Gupta, Rangan
Nonejad, Nima
Pelger, Markus
Pierdzioch, Christian
Xiu, Dacheng
Zhou, Liyun
Todorov, Viktor
8
Bollerslev, Tim
6
Kim, Donggyu
5
Zakoïan, Jean-Michel
5
Dai, Zhifeng
4
Francq, Christian
4
Andersen, Torben
3
Fan, Jianqing
3
Hau, Liya
3
McAleer, Michael
3
Paolella, Marc S.
3
Patton, Andrew J.
3
Rombouts, Jeroen V. K.
3
Tauchen, George Eugene
3
Wang, Yazhen
3
Yang, Chunpeng
3
Zhu, Huiming
3
Andreou, Elena
2
Caporin, Massimiliano
2
Cho, Hoon
2
Chong, Terence Tai-Leung
2
Christou, Christina
2
Ghysels, Eric
2
Hamori, Shigeyuki
2
Hong, Yongmiao
2
Ji, Qiang
2
Jung, Hojin
2
Kang, Sang Hoon
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kong, Xin-Bing
2
Lee, Tae-hwy
2
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
International review of financial analysis
5
Economic modelling
4
Economics letters
4
Journal of forecasting
4
Research in international business and finance
4
The European journal of finance
4
Applied economics
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
Journal of multinational financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied financial economics
2
Emerging markets review
2
International journal of forecasting
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
Open economies review
2
Quantitative finance
2
Structural change and economic dynamics : SC+ED
2
Annals of financial economics
1
Applied economics quarterly
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Defence and peace economics
1
Econometric reviews
1
Econometrics : open access journal
1
Economic systems
1
Economies : open access journal
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
European journal of political economy
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
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
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:
5
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
6
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:
7
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:
8
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:
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
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
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