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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
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80
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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
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Lee, Chien-chiang
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Long, Huaigang
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Yoon, Seong-min
14
Caporale, Guglielmo Maria
13
Xuan Vinh Vo
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Apergēs, Nikolaos
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Demirer, Rıza
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Jareño, Francisco
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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
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International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
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International review of financial analysis
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Research in international business and finance
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The European journal of finance
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Structural change and economic dynamics : SC+ED
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61
The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan
;
Muteba Mwamba, John
;
Wohar, Mark E.
- In:
Finance research letters
25
(
2018
),
pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
Saved in:
62
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Saved in:
63
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
64
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Journal of economics and finance
42
(
2018
)
4
,
pp. 795-806
Persistent link: https://www.econbiz.de/10012031147
Saved in:
65
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
66
Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach
Apergēs, Nikolaos
;
Bonato, Matteo
;
Gupta, Rangan
; …
- In:
Defence and peace economics
29
(
2018
)
6
,
pp. 684-696
Persistent link: https://www.econbiz.de/10011957107
Saved in:
67
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:
68
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:
69
Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model
Christou, Christina
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of multinational financial management
40
(
2017
),
pp. 92-102
Persistent link: https://www.econbiz.de/10011927815
Saved in:
70
Time-varying persistence of infllation : evidence from a wavelet-based approach
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011755461
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