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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:"Tauchen, George Eugene"
~person:"Zhu, Huiming"
~subject:"Regression analysis"
~subject:"Regressionsanalyse"
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Kapitaleinkommen
Regression analysis
Regressionsanalyse
Estimation
16
Schätzung
16
Volatility
12
Volatilität
12
Börsenkurs
7
Estimation theory
7
Schätztheorie
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7
Capital income
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Tauchen, George Eugene
Zhu, Huiming
Todorov, Viktor
8
Gupta, Rangan
6
Bollerslev, Tim
5
Hau, Liya
4
Andersen, Torben
3
Dai, Zhifeng
3
Ghysels, Eric
3
Hoderlein, Stefan
3
Lamarche, Carlos
3
Paolella, Marc S.
3
Phillips, Peter C. B.
3
Su, Liangjun
3
Xiu, Dacheng
3
Yang, Chunpeng
3
Zhou, Liyun
3
Ai, Chunrong
2
Al-Yahyaee, Khamis Hamed
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Bertanha, Marinho
2
Chen, Heng
2
Chernozhukov, Victor
2
Chiang, Harold D.
2
Cho, Hoon
2
Fan, Yanqin
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Francq, Christian
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Gao, Jiti
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Kang, Sang Hoon
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Kim, Dong H.
2
Kim, Jong-Min
2
Kim, Tae-hwan
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Lee, Nayoung
2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
7
ERID working paper
2
Energy economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Computation and estimation in finance and economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
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Economic Research Initiatives at Duke (ERID) Working Paper
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Economic modelling
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Finance and economics discussion series
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Finance research letters
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Journal of financial economics
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Macroeconomic dynamics
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Quantitative economics : QE ; journal of the Econometric Society
1
The North American journal of economics and finance : a journal of theory and practice
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The review of financial studies
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ECONIS (ZBW)
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1
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
2
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
3
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
4
Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Hau, Liya
;
Zhu, Huiming
;
Shahbaz, Muhammad
;
Sun, Wuqin
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667385
Saved in:
5
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
6
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
7
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
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