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source:"econis"
subject:"Kapitaleinkommen"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Nonejad, Nima"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~type:"article"
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Kapitaleinkommen
ARCH-Modell
Estimation
217
Schätzung
217
Volatility
85
Volatilität
85
Forecasting model
83
Prognoseverfahren
83
Capital income
80
Börsenkurs
68
Share price
68
USA
55
United States
55
Time series analysis
48
Zeitreihenanalyse
48
Welt
47
World
47
Aktienmarkt
42
Stock market
42
Risiko
39
Risk
39
ARCH model
32
Theorie
32
Theory
32
VAR model
27
VAR-Modell
27
Oil price
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Ölpreis
26
Inflation
23
Immobilienpreis
21
Real estate price
21
Causality analysis
19
Geldpolitik
19
Kausalanalyse
19
Monetary policy
19
Schock
19
Shock
19
South Africa
19
Südafrika
19
Nichtparametrisches Verfahren
18
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1
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1
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English
95
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Chang, Chia-Lin
Gupta, Rangan
Nonejad, Nima
Pelger, Markus
Xiu, Dacheng
Zhou, Liyun
Zaremba, Adam
59
McMillan, David G.
34
Ma, Feng
30
Wohar, Mark E.
28
Narayan, Paresh Kumar
24
Wang, Yudong
22
Zhang, Yaojie
22
Kumar, Dilip
21
Pierdzioch, Christian
21
Bollerslev, Tim
20
Bouri, Elie
20
Tiwari, Aviral Kumar
20
Gil-Alaña, Luis A.
19
Balcilar, Mehmet
18
Bali, Turan G.
18
Cakici, Nusret
18
Sehgal, Sanjay
18
Todorov, Viktor
18
Chiang, Thomas C.
16
McAleer, Michael
16
Brooks, Robert
14
Jawadi, Fredj
14
Lee, Chien-chiang
14
Long, Huaigang
14
Yoon, Seong-min
14
Caporale, Guglielmo Maria
13
Xuan Vinh Vo
13
Apergēs, Nikolaos
12
Demirer, Rıza
12
Jareño, Francisco
12
Malik, Farooq
12
Salisu, Afees A.
12
Umutlu, Mehmet
12
Westerlund, Joakim
12
Wu, Xinyu
12
Yin, Libo
12
Auer, Benjamin R.
11
Bohl, Martin T.
11
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The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
7
Journal of econometrics
6
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Energy economics
3
Journal of multinational financial management
3
The European journal of finance
3
Economics and Business Letters : EBL
2
Economics letters
2
Journal of economics and finance
2
Journal of forecasting
2
Open economies review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Economic systems
1
Economies : open access journal
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
Journal of risk
1
Pacific-Basin finance journal
1
Quantitative finance
1
Risks : open access journal
1
Structural change and economic dynamics : SC+ED
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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31
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
32
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
33
Unemployment fluctuations and currency returns in the United Kingdom : Evidence from over one and a half century of data
Bathia, Deven
;
Demirer, Rıza
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Journal of multinational financial management
61
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012887858
Saved in:
34
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Saved in:
35
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
36
Predicting equity premium by conditioning on macroeconomic variables : a prediction selection strategy using the price of crude oil
Nonejad, Nima
- In:
Finance research letters
41
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013335945
Saved in:
37
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
38
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
39
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:
40
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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