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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"
~subject:"ARCH model"
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Kapitaleinkommen
ARCH model
Capital income
4
Estimation
4
Schätzung
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Börsenkurs
3
Share price
3
ARCH-Modell
2
Anlageverhalten
2
Behavioural finance
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GARCH
2
Multivariate generalized hyperbolic distribution
2
Statistical distribution
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Statistische Verteilung
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Volatilität
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Aktienmarkt
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Ankündigungseffekt
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CCC
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Conditional stock returns
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Correlation
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Fat tails
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Firm characteristics
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Firm-specific investor sentiment
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Forecasting model
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Gewinn
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Inflation expectations
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Polak, Pawel
Seok, Sang Ik
Todorov, Viktor
8
Gupta, Rangan
7
Bollerslev, Tim
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Xiu, Dacheng
4
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
3
Kim, Donggyu
3
McAleer, Michael
3
Paolella, Marc S.
3
Rombouts, Jeroen V. K.
3
Tauchen, George Eugene
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
3
Andreou, Elena
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Cho, Hoon
2
Fan, Jianqing
2
Hamori, Shigeyuki
2
Ji, Qiang
2
Jung, Hojin
2
Kang, Sang Hoon
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Kim, Dong H.
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Kim, Jong-Min
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Kong, Xin-Bing
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Li, Jia
2
Li, Yingying
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Liu, Fang
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Meddahi, Nour
2
Mensi, Walid
2
Mo, Guoli
2
Nonejad, Nima
2
Patton, Andrew J.
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Pelger, Markus
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Swiss Finance Institute Research Paper
2
Annals of financial economics
1
Research paper series / Swiss Finance Institute
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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
Saved in:
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