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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:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Nonejad, Nima"
~person:"Pelger, Markus"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
ARCH-Modell
Estimation
23
Schätzung
23
Capital income
14
Volatility
13
Volatilität
13
Börsenkurs
11
Share price
11
Forecasting model
9
Prognoseverfahren
9
ARCH model
7
Time series analysis
7
Zeitreihenanalyse
7
USA
6
United States
6
Aktienmarkt
5
Stock market
5
Anlageverhalten
4
Behavioural finance
4
CAPM
4
Oil price
4
Theorie
4
Theory
4
Welt
4
World
4
Ölpreis
4
Investor sentiment
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Realized volatility
3
Risikomaß
3
Risikoprämie
3
Risk measure
3
Risk premium
3
Spillover effect
3
Spillover-Effekt
3
Ansteckungseffekt
2
Asset pricing
2
Bayes-Statistik
2
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Aufsatz in Zeitschrift
Article in journal
17
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English
17
Author
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Chang, Chia-Lin
Gupta, Rangan
Nonejad, Nima
Pelger, Markus
Zhou, Liyun
Todorov, Viktor
8
Bollerslev, Tim
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Xiu, Dacheng
4
Andersen, Torben
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
Zhu, Huiming
3
Andreou, Elena
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Caporin, Massimiliano
2
Cho, Hoon
2
Christou, Christina
2
Fan, Jianqing
2
Hamori, Shigeyuki
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
Liu, Fang
2
Meddahi, Nour
2
Mensi, Walid
2
Mo, Guoli
2
Patton, Andrew J.
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
7
International review of economics & finance : IREF
4
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
Economics letters
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
Defence and peace economics
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 journal of forecasting
1
Journal of risk
1
Pacific-Basin finance journal
1
Quantitative finance
1
Risks : open access journal
1
Structural change and economic dynamics : SC+ED
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate finance and economics
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
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
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
Saved in:
10
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
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