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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"Open economies review"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Aït-Sahalia, Yacine"
~person:"Chang, Chia-Lin"
~person:"Fan, Jianqing"
~person:"Gupta, Rangan"
~person:"Hamori, Shigeyuki"
~person:"Kim, Dong H."
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Theorie"
~subject:"Volatilität"
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Kapitaleinkommen
ARCH-Modell
Theorie
Volatilität
Estimation
35
Schätzung
35
Capital income
21
Volatility
21
Börsenkurs
17
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Yield curve
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Behavioural finance
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Nichtparametrisches Verfahren
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Aït-Sahalia, Yacine
Chang, Chia-Lin
Fan, Jianqing
Gupta, Rangan
Hamori, Shigeyuki
Kim, Dong H.
Pelger, Markus
Xiu, Dacheng
Zhou, Liyun
Todorov, Viktor
14
Bollerslev, Tim
8
Tauchen, George Eugene
8
Zhu, Huiming
7
Hau, Liya
6
Andersen, Torben
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
McAleer, Michael
5
Pierdzioch, Christian
5
Wohar, Mark E.
5
Zakoïan, Jean-Michel
5
Dai, Zhifeng
4
Francq, Christian
4
Ghysels, Eric
4
Kang, Sang Hoon
4
Mensi, Walid
4
Yoon, Seong-min
4
Asai, Manabu
3
Balcilar, Mehmet
3
Barnett, William A.
3
Bleaney, Michael F.
3
Caporin, Massimiliano
3
Frühwirth-Schnatter, Sylvia
3
MacDonald, Ronald
3
Paolella, Marc S.
3
Patton, Andrew J.
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Rombouts, Jeroen V. K.
3
Serletis, Apostolos
3
Steel, Mark F. J.
3
Taylor, Robert
3
Tian, Mo
3
Wang, Yazhen
3
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Journal of econometrics
Open economies review
The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
22
Econometric Institute research papers
9
Finance research letters
6
International journal of finance & economics : IJFE
6
Research in international business and finance
6
Economic modelling
5
International review of economics & finance : IREF
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working paper
5
Working papers / University of Connecticut, Department of Economics
5
Applied economics letters
3
Economics and Business Letters : EBL
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Journal of economics and finance
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Journal of macroeconomics
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Journal of multinational financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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Applied economics
2
Applied financial economics
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Chicago Booth Research Paper
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Economics letters
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Emerging markets review
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
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Journal of forecasting
2
Macroeconomic dynamics
2
Structural change and economic dynamics : SC+ED
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Swiss Finance Institute Research Paper
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The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Annales d'économie et de statistique
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Annals of economics and finance
1
Annals of financial economics
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CEA_372Cass working paper series
1
Defence and peace economics
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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
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3
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
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4
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
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
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6
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
7
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:
8
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
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9
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:
10
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
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