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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:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Hamori, Shigeyuki"
~person:"Nonejad, Nima"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Capital income"
~type:"article"
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Kapitaleinkommen
ARCH-Modell
Capital income
Estimation
23
Schätzung
23
Volatility
13
Volatilität
13
Börsenkurs
11
Share price
11
ARCH model
9
Forecasting model
9
Prognoseverfahren
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USA
7
United States
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Aktienmarkt
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Time series analysis
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Behavioural finance
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Spillover effect
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Welt
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World
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Investor sentiment
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Realized volatility
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Regression analysis
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Regressionsanalyse
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Risikomaß
3
Risikoprämie
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Risk measure
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Risk premium
3
Schock
3
Shock
3
Ansteckungseffekt
2
Asset pricing
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17
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Chang, Chia-Lin
Gupta, Rangan
Hamori, Shigeyuki
Nonejad, Nima
Pelger, Markus
Xiu, Dacheng
Zhou, Liyun
Dai, Zhifeng
3
Hau, Liya
3
Yang, Chunpeng
3
Zhu, Huiming
3
Cho, Hoon
2
Christou, Christina
2
Ji, Qiang
2
Jung, Hojin
2
Kang, Sang Hoon
2
Kim, Dong H.
2
Kim, Jong-Min
2
Liu, Fang
2
McAleer, Michael
2
Mensi, Walid
2
Mo, Guoli
2
Pierdzioch, Christian
2
Ryu, Doojin
2
Seok, Sang Ik
2
Tan, Chunzhi
2
Tian, Shuairu
2
Ur Rehman, Mobeen
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Yoon, Seong-min
2
Zaremba, Adam
2
Zhang, Weiguo
2
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Shboul, Mohammad
1
Al-Yahyaee, Khamis Hamed
1
Alemany, Nuria
1
Alomari, Mohammad
1
Anjum, Hassan
1
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
7
Journal of econometrics
6
Economic modelling
4
International journal of finance & economics : IJFE
4
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
Energy economics
3
Journal of economics and finance
3
Journal of multinational financial management
3
The European journal of finance
3
Economics and Business Letters : EBL
2
Economics letters
2
Journal of forecasting
2
Open economies review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of financial economics
1
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
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 economics and finance
1
International journal of forecasting
1
Journal of Asian economics
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
Pacific-Basin finance journal
1
Quantitative finance
1
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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
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:
8
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
Saved in:
9
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
10
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
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