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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Regressionsanalyse"
~subject:"Share price"
~type:"article"
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Kapitaleinkommen
ARCH-Modell
Regressionsanalyse
Share price
Estimation
26
Schätzung
26
Capital income
17
Börsenkurs
14
Volatility
14
Volatilität
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Forecasting model
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Chang, Chia-Lin
Gupta, Rangan
Pelger, Markus
Xiu, Dacheng
Zhou, Liyun
Todorov, Viktor
10
Bollerslev, Tim
6
Li, Jia
5
Tauchen, George Eugene
5
Zakoïan, Jean-Michel
5
Dai, Zhifeng
4
Francq, Christian
4
Ghysels, Eric
4
Hau, Liya
4
Kang, Sang Hoon
4
Karathanasopoulos, Andreas
4
Kim, Donggyu
4
Mensi, Walid
4
Pierdzioch, Christian
4
Zhu, Huiming
4
Ai, Chunrong
3
Andersen, Torben
3
Caporin, Massimiliano
3
Cepni, Oguzhan
3
Chen, Mei-Ping
3
Hoderlein, Stefan
3
Lamarche, Carlos
3
McAleer, Michael
3
Paolella, Marc S.
3
Phillips, Peter C. B.
3
Rombouts, Jeroen V. K.
3
Su, Liangjun
3
Wang, Yazhen
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Xuan Vinh Vo
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Yang, Chunpeng
3
Yoon, Seong-min
3
Al-Yahyaee, Khamis Hamed
2
Andreou, Elena
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Balcilar, Mehmet
2
Bertanha, Marinho
2
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Journal of econometrics
Journal of forecasting
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
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
International review of economics & finance : IREF
4
Applied economics
3
Economic modelling
3
Energy economics
3
Journal of multinational financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
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Economic systems
2
Economics and Business Letters : EBL
2
Emerging markets review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economics and finance
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Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied economics letters
1
Applied financial economics
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economics letters
1
Economies : open access journal
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Journal of behavioral and experimental finance
1
Journal of business economics and management
1
Journal of emerging market finance
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Journal of macroeconomics
1
Journal of risk
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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:
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
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
5
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:
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
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
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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