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subject:"Capital income"
subject:"Japan"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation theory"
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Capital income
Japan
Estimation theory
Estimation
1,035
Schätzung
1,035
Theorie
202
Theory
202
USA
149
United States
149
Volatility
139
Volatilität
139
Cointegration
115
Kointegration
115
Börsenkurs
114
Share price
114
Time series analysis
112
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112
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109
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EU countries
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EU-Staaten
65
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64
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64
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Gupta, Rangan
7
Dai, Zhifeng
3
Hau, Liya
3
Nonejad, Nima
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
3
Cho, Hoon
2
Egger, Peter
2
Hamori, Shigeyuki
2
Hasegawa, Hikaru
2
Jung, Hojin
2
Kanas, Angelos
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lee, Hyejin
2
Liu, Qiang
2
Lux, Thomas
2
Meng, Ming
2
Mo, Guoli
2
Motegi, Kaiji
2
Nemoto, Jiro
2
Oh, Dong-Yop
2
Pierdzioch, Christian
2
Ryu, Doojin
2
Seok, Sang Ik
2
Tan, Chunzhi
2
Tian, Shuairu
2
Ur Rehman, Mobeen
2
Weber, Enzo
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Yamada, Hiroshi
2
Zaremba, Adam
2
Zhang, Weiguo
2
Adachi, Takanori
1
Afonso, António
1
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
254
Applied economics
189
Finance research letters
176
Applied economics letters
173
NBER working paper series
173
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
172
Journal of banking & finance
169
Working paper / National Bureau of Economic Research, Inc.
158
Economics letters
153
NBER Working Paper
150
Economic modelling
147
International review of financial analysis
143
Journal of empirical finance
139
International review of economics & finance : IREF
138
Journal of financial economics
133
Applied financial economics
117
Journal of international money and finance
101
Journal of international financial markets, institutions & money
92
CESifo working papers
90
Working paper
81
Discussion paper series / IZA
79
The European journal of finance
79
RIETI discussion paper series
78
Econometric reviews
76
Research in international business and finance
76
Pacific-Basin finance journal
74
Review of quantitative finance and accounting
69
Energy economics
65
Discussion paper / Centre for Economic Policy Research
62
Management science : journal of the Institute for Operations Research and the Management Sciences
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
International journal of finance & economics : IJFE
58
Journal of risk and financial management : JRFM
58
International journal of forecasting
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Discussion paper
54
Journal of the Japanese and international economies : an international journal ; JJIE
54
Discussion paper / Tinbergen Institute
52
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ECONIS (ZBW)
194
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
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
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3
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
Saved in:
4
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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5
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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6
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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7
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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8
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
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9
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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10
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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