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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:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Paolella, Marc S."
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"United States"
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Kapitaleinkommen
ARCH-Modell
Capital income
United States
Estimation
26
Schätzung
26
Volatility
16
Volatilität
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Börsenkurs
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Chang, Chia-Lin
Gupta, Rangan
Paolella, Marc S.
Pelger, Markus
Xiu, Dacheng
Zhou, Liyun
Todorov, Viktor
8
Bollerslev, Tim
6
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Francq, Christian
4
McAleer, Michael
4
Aït-Sahalia, Yacine
3
Dai, Zhifeng
3
Hau, Liya
3
Ji, Qiang
3
Kang, Sang Hoon
3
Kim, Donggyu
3
Koop, Gary
3
Mensi, Walid
3
Pierdzioch, Christian
3
Rombouts, Jeroen V. K.
3
Tauchen, George Eugene
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Zhu, Huiming
3
Andreou, Elena
2
Asai, Manabu
2
Caporin, Massimiliano
2
Chen, Mei-Ping
2
Cho, Hoon
2
Fan, Jianqing
2
Fulop, Andras
2
Ghysels, Eric
2
Hamori, Shigeyuki
2
Harvey, Andrew C.
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Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kong, Xin-Bing
2
Li, Jia
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
26
Working papers / University of Connecticut, Department of Economics
11
Econometric Institute research papers
10
CFS working paper series
6
Finance research letters
6
International review of economics & finance : IREF
6
Working paper
6
Economics letters
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Research in international business and finance
4
The European journal of finance
4
Economic modelling
3
Economics and Business Letters : EBL
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Journal of multinational financial management
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Research paper series / Swiss Finance Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of economics and finance
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Journal of forecasting
2
Open economies review
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Structural change and economic dynamics : SC+ED
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Annals of financial economics
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Applied financial economics
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Asia-Pacific financial markets
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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CEA_372Cass working paper series
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CESifo Working Paper Series
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CESifo working papers
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Cardiff economics working papers
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DIW Berlin Discussion Paper
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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
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2
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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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
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821423
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
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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