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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:"Xiu, Dacheng"
~person:"Xuan Vinh Vo"
~subject:"ARCH-Modell"
~subject:"Schätzung"
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Kapitaleinkommen
ARCH-Modell
Schätzung
Estimation
8
Capital income
5
Volatility
5
Volatilität
5
Börsenkurs
4
Share price
4
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
ARCH model
2
Estimation theory
2
Factor analysis
2
Factor model
2
Faktorenanalyse
2
Forecasting model
2
Hedging
2
Prognoseverfahren
2
Schätztheorie
2
Spillover effect
2
Spillover-Effekt
2
State space model
2
Time series analysis
2
USA
2
United States
2
Zeitreihenanalyse
2
Zustandsraummodell
2
Aktienindex
1
Aktienmarkt
1
Anlageverhalten
1
Anleihe
1
Arbeitszeit
1
Asynchronous data
1
Behavioural finance
1
Beta risk
1
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1
Big data
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8
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Xiu, Dacheng
Xuan Vinh Vo
Todorov, Viktor
14
Gupta, Rangan
12
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Kang, Sang Hoon
7
Zhu, Huiming
7
Hau, Liya
6
Koop, Gary
6
Mensi, Walid
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
McAleer, Michael
5
Pierdzioch, Christian
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Callaway, Brantly
4
Chen, Mei-Ping
4
Dai, Zhifeng
4
Francq, Christian
4
Gouriéroux, Christian
4
Heckman, James J.
4
Hsiao, Cheng
4
Li, Kunpeng
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Salisu, Afees A.
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Wang, Wendun
4
Yoon, Seong-min
4
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
International review of economics & finance : IREF
7
International review of financial analysis
5
Chicago Booth Research Paper
4
Applied economics
3
Finance research letters
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Cogent economics & finance
2
Applied financial economics
1
Australian economic papers
1
Borsa Istanbul Review
1
CEA_372Cass working paper series
1
Discussion papers / CEPR
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 and Business Letters : EBL
1
Emerging markets review
1
Financial innovation : FIN
1
Global finance journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
Journal of financial stability
1
Journal of international financial markets, institutions & money
1
Journal of international trade & economic development : an international and comparative review
1
Journal of political economy
1
NBER Working Paper
1
NBER working paper series
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Risk management : an international journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
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:
2
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:
3
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
4
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
5
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:
6
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:
7
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:
8
Quasi-maximum likelihood estimation of volatility with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Saved in:
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