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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:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Xuan Vinh Vo"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Anlageverhalten"
~subject:"Factor analysis"
~subject:"Theory"
~subject:"USA"
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Kapitaleinkommen
ARCH-Modell
Anlageverhalten
Factor analysis
Theory
USA
Estimation
27
Schätzung
27
Capital income
17
Börsenkurs
15
Share price
15
Volatility
15
Volatilität
15
Forecasting model
8
Prognoseverfahren
8
United States
8
Theorie
7
ARCH model
6
Aktienmarkt
6
Stock market
6
Time series analysis
6
Zeitreihenanalyse
6
Behavioural finance
5
CAPM
5
Portfolio selection
5
Portfolio-Management
5
Spillover effect
5
Spillover-Effekt
5
Risikomaß
4
Risk measure
4
Factor model
3
Faktorenanalyse
3
Hedging
3
High-dimensional data
3
Investor sentiment
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Oil price
3
Regression analysis
3
Regressionsanalyse
3
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24
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Chang, Chia-Lin
Gupta, Rangan
Pelger, Markus
Xiu, Dacheng
Xuan Vinh Vo
Zhou, Liyun
Todorov, Viktor
9
Bollerslev, Tim
6
Koop, Gary
5
McAleer, Michael
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Dai, Zhifeng
4
Francq, Christian
4
Ghysels, Eric
4
Kang, Sang Hoon
4
Mensi, Walid
4
Tauchen, George Eugene
4
Zhu, Huiming
4
Asai, Manabu
3
Baltagi, Badi H.
3
Caporin, Massimiliano
3
Chen, Mei-Ping
3
Frühwirth-Schnatter, Sylvia
3
Han, Xu
3
Hau, Liya
3
Heckman, James J.
3
Ji, Qiang
3
Kim, Donggyu
3
Paolella, Marc S.
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Pierdzioch, Christian
3
Rombouts, Jeroen V. K.
3
Sickles, Robin C.
3
Steel, Mark F. J.
3
Su, Liangjun
3
Wang, Fa
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Andreou, Elena
2
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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
29
Working papers / University of Connecticut, Department of Economics
13
Econometric Institute research papers
12
Finance research letters
9
International review of economics & finance : IREF
9
Working paper
8
International journal of finance & economics : IJFE
6
Applied economics letters
5
Economics letters
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economic modelling
3
Economics and Business Letters : EBL
3
Energy economics
3
International review of financial analysis
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied economics
2
Chicago Booth Research Paper
2
Economic systems
2
Emerging markets review
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of forecasting
2
Macroeconomic dynamics
2
NBER working paper series
2
Open economies review
2
Pacific-Basin finance journal
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of economics and finance
1
Applied financial economics
1
Australian economic papers
1
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ECONIS (ZBW)
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1
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
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
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
4
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:
5
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
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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