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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Caporin, Massimiliano"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
~type:"article"
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Kapitaleinkommen
ARCH-Modell
Aktienmarkt
Estimation
25
Schätzung
25
Capital income
16
Börsenkurs
15
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15
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Caporin, Massimiliano
Chang, Chia-Lin
Gupta, Rangan
Pelger, Markus
Xiu, Dacheng
Zhou, Liyun
Todorov, Viktor
8
Bollerslev, Tim
5
Zakoïan, Jean-Michel
5
Dai, Zhifeng
4
Francq, Christian
4
Hau, Liya
4
Kang, Sang Hoon
4
Zhu, Huiming
4
Andersen, Torben
3
Kim, Donggyu
3
McAleer, Michael
3
Mensi, Walid
3
Paolella, Marc S.
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Rombouts, Jeroen V. K.
3
Tauchen, George Eugene
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Ur Rehman, Mobeen
3
Xuan Vinh Vo
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Yang, Chunpeng
3
Andreou, Elena
2
Asai, Manabu
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Aït-Sahalia, Yacine
2
Balcilar, Mehmet
2
Chen, Mei-Ping
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Cho, Hoon
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Dash, Saumya Ranjan
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Fan, Jianqing
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Ghysels, Eric
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Hamori, Shigeyuki
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Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kong, Xin-Bing
2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
6
Research in international business and finance
6
International journal of finance & economics : IJFE
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
Economic modelling
3
Journal of multinational financial management
3
The European journal of finance
3
Economics and Business Letters : EBL
2
Emerging markets review
2
Energy economics
2
Journal of economics and finance
2
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Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Applied economics letters
1
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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Economic systems
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Economics letters
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1
Emerging markets, finance and trade : EMFT
1
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
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Journal of behavioral and experimental finance
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
1
Quantitative finance
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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
News and intraday jumps : evidence from regularization and class imbalance
Caporin, Massimiliano
;
Poli, Francesco
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534219
Saved in:
4
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:
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
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
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
Saved in:
10
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
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