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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:"Polak, Pawel"
~person:"Seok, Sang Ik"
~person:"Xiu, Dacheng"
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Kapitaleinkommen
Estimation
8
Schätzung
8
Capital income
7
Börsenkurs
5
Share price
5
Volatility
5
Volatilität
5
ARCH model
3
ARCH-Modell
3
Portfolio selection
3
Portfolio-Management
3
Theorie
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3
Anlageverhalten
2
Behavioural finance
2
Estimation theory
2
Factor analysis
2
Factor model
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2
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2
Multivariate generalized hyperbolic distribution
2
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Arbitrageur
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Asynchronous data
1
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Polak, Pawel
Seok, Sang Ik
Xiu, Dacheng
Todorov, Viktor
8
Gupta, Rangan
6
Bollerslev, Tim
5
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
3
Paolella, Marc S.
3
Tauchen, George Eugene
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
3
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Cho, Hoon
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Li, Jia
2
Li, Yingying
2
McAleer, Michael
2
Meddahi, Nour
2
Mo, Guoli
2
Nonejad, Nima
2
Patton, Andrew J.
2
Pelger, Markus
2
Pierdzioch, Christian
2
Ryu, Doojin
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Tan, Chunzhi
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Ur Rehman, Mobeen
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Wohar, Mark E.
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Xuan Vinh Vo
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Zaremba, Adam
2
Zhang, Weiguo
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Ahmad, Nasir
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Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
CEA_372Cass working paper series
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
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ECONIS (ZBW)
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1
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:
2
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:
3
Firm-specific investor sentiment and daily stock returns
Seok, Sang Ik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012204504
Saved in:
4
Firm-specific investor sentiment and the stock market response to earnings news
Seok, Sang Ik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 221-240
Persistent link: https://www.econbiz.de/10012120234
Saved in:
5
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
6
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
7
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
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