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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:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Anlageverhalten"
~subject:"Factor analysis"
~subject:"Theory"
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Kapitaleinkommen
ARCH-Modell
Anlageverhalten
Factor analysis
Theory
Estimation
23
Schätzung
23
Capital income
15
Börsenkurs
13
Share price
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Volatility
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Volatilität
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Forecasting model
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Prognoseverfahren
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Theorie
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Portfolio-Management
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Factor model
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Faktorenanalyse
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High-dimensional data
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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Regressionsanalyse
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Risikomaß
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Risk measure
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Spillover effect
3
Spillover-Effekt
3
Ansteckungseffekt
2
Asset pricing
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Chang, Chia-Lin
Gupta, Rangan
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
Kang, Sang Hoon
4
McAleer, Michael
4
Mensi, Walid
4
Tauchen, George Eugene
4
Zhu, Huiming
4
Asai, Manabu
3
Caporin, Massimiliano
3
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Han, Xu
3
Hau, Liya
3
Kim, Donggyu
3
Paolella, Marc S.
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Rombouts, Jeroen V. K.
3
Steel, Mark F. J.
3
Su, Liangjun
3
Wang, Fa
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Andreou, Elena
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Chen, Mei-Ping
2
Cho, Hoon
2
Dong, Xiyong
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
17
Econometric Institute research papers
11
Working paper
7
Finance research letters
6
International review of economics & finance : IREF
5
Research in international business and finance
5
International journal of finance & economics : IJFE
4
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
Economic modelling
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Applied economics letters
2
Chicago Booth Research Paper
2
Economic systems
2
Economics and Business Letters : EBL
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of forecasting
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Open economies review
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Structural change and economic dynamics : SC+ED
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 economics
1
Applied financial economics
1
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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Discussion paper / Tinbergen Institute
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
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Economies : open access journal
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Emerging markets review
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
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Energy economics
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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
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:
4
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:
5
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:
6
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:
7
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:
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
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
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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