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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:"Theory"
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Kapitaleinkommen
ARCH-Modell
Theory
Estimation
26
Schätzung
26
Capital income
18
Volatility
16
Volatilität
16
Börsenkurs
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Chang, Chia-Lin
Gupta, Rangan
Paolella, Marc S.
Pelger, Markus
Xiu, Dacheng
Zhou, Liyun
Todorov, Viktor
9
Bollerslev, Tim
5
Koop, Gary
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Dai, Zhifeng
4
Francq, Christian
4
McAleer, Michael
4
Tauchen, George Eugene
4
Asai, Manabu
3
Caporin, Massimiliano
3
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Hau, Liya
3
Kang, Sang Hoon
3
Kim, Donggyu
3
Mensi, Walid
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Rombouts, Jeroen V. K.
3
Steel, Mark F. J.
3
Xuan Vinh Vo
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Yang, Chunpeng
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Yoon, Seong-min
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Zhu, Huiming
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Andreou, Elena
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Cho, Hoon
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Dong, Xiyong
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Ergemen, Yunus Emre
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Fan, Jianqing
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
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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
18
Econometric Institute research papers
9
CFS working paper series
6
Finance research letters
6
International journal of finance & economics : IJFE
5
Working paper
5
International review of economics & finance : IREF
4
Research in international business and finance
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working papers / University of Connecticut, Department of Economics
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
Economic modelling
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Journal of macroeconomics
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Journal of multinational financial management
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Swiss Finance Institute Research Paper
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Applied economics letters
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Economics and Business Letters : EBL
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Journal of economics and finance
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Structural change and economic dynamics : SC+ED
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Annals of financial economics
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Applied 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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Chicago Booth Research Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economies : open access journal
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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
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:
4
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:
5
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:
6
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:
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
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:
9
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
10
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
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