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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Bayesian inference"
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Kapitaleinkommen
ARCH model
Bayesian inference
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Stock market
61
Theorie
60
Theory
60
Forecasting model
48
Prognoseverfahren
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USA
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United States
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ARCH-Modell
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Welt
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World
42
Exchange rate
37
Wechselkurs
37
Portfolio selection
34
Portfolio-Management
34
Time series analysis
34
Zeitreihenanalyse
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Cointegration
33
Kointegration
33
Spillover effect
33
Spillover-Effekt
33
VAR model
29
VAR-Modell
29
Geldpolitik
28
Monetary policy
28
Anlageverhalten
26
Behavioural finance
26
CAPM
25
China
23
Risiko
21
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English
123
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Gupta, Rangan
9
Dai, Zhifeng
3
Hau, Liya
3
Ji, Qiang
3
Pierdzioch, Christian
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
3
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Cho, Hoon
2
Hamori, Shigeyuki
2
Jung, Hojin
2
Kang, Sang Hoon
2
Kim, Dong H.
2
Kim, Jong-Min
2
Liu, Fang
2
McAleer, Michael
2
Mensi, Walid
2
Mo, Guoli
2
Nonejad, Nima
2
Risse, Marian
2
Ryu, Doojin
2
Seok, Sang Ik
2
Tan, Chunzhi
2
Tian, Shuairu
2
Ur Rehman, Mobeen
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Yoon, Seong-min
2
Zaremba, Adam
2
Zhang, Weiguo
2
Ahelegbey, Daniel Felix
1
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Shboul, Mohammad
1
Al-Yahyaee, Khamis Hamed
1
Alemany, Nuria
1
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
193
International review of financial analysis
162
Applied economics
161
Journal of banking & finance
157
Economic modelling
155
International review of economics & finance : IREF
155
Journal of empirical finance
144
Journal of financial economics
128
Applied economics letters
117
Energy economics
110
Applied financial economics
109
Journal of econometrics
105
NBER working paper series
105
Journal of international financial markets, institutions & money
100
Working paper / National Bureau of Economic Research, Inc.
98
Working paper
91
Research in international business and finance
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
NBER Working Paper
79
Pacific-Basin finance journal
77
The European journal of finance
77
Journal of international money and finance
74
Economics letters
73
Review of quantitative finance and accounting
68
CESifo working papers
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
International journal of finance & economics : IJFE
63
Journal of risk and financial management : JRFM
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
International journal of forecasting
60
Discussion paper / Tinbergen Institute
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Management science : journal of the Institute for Operations Research and the Management Sciences
55
International journal of economics and finance
54
Journal of economic dynamics & control
51
Journal of forecasting
47
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Research paper series / Swiss Finance Institute
45
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ECONIS (ZBW)
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1
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:
2
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
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3
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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4
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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5
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
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6
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
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7
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
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8
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
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9
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
10
Cognitive biases, downside risk shocks, and stock expected returns
Li, Si
;
He, Fangyi
;
Shi, Fangquan
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485480
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