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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Economics and Business Letters : EBL"
~isPartOf:"Finance research letters"
~person:"Li, Yan"
~person:"Wohar, Mark E."
~subject:"USA"
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Estimation
Zeitreihenanalyse
USA
Capital income
7
Forecasting model
7
Kapitaleinkommen
7
Prognoseverfahren
7
Schätzung
7
Börsenkurs
5
Share price
5
Aktienmarkt
4
Stock market
4
United States
3
ARCH model
2
ARCH-Modell
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Aggressive stock-selection opportunity
1
Ankündigungseffekt
1
Anlageverhalten
1
Announcement effect
1
Behavioural finance
1
China
1
Chinese stock market
1
Daily tug of war
1
Einkommensverteilung
1
Equity premium
1
Forecast
1
Forecasting
1
Forecasting returns
1
Forestry
1
Forstwirtschaft
1
Geldpolitik
1
Großbritannien
1
Income distribution
1
Inequality measures
1
Inflation expectations
1
Inflationserwartung
1
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1
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7
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English
7
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Li, Yan
Wohar, Mark E.
Gupta, Rangan
14
Tiwari, Aviral Kumar
7
Salisu, Afees A.
6
Thornton, John
6
Pierdzioch, Christian
5
Bouri, Elie
4
Corbet, Shaen
4
Gil-Alaña, Luis A.
4
Ma, Feng
4
Xuan Vinh Vo
4
Yarovaya, Larisa
4
Zaremba, Adam
4
Altunbaş, Yener
3
Caporale, Guglielmo Maria
3
Christiansen, Charlotte
3
Demirer, Rıza
3
Han, Liyan
3
Ji, Qiang
3
Lau, Chi Keung
3
Li, Xiao
3
Long, Huaigang
3
Lyócsa, Štefan
3
Shahzad, Syed Jawad Hussain
3
Shen, Dehua
3
Wu, Xinyu
3
Zhang, Yaojie
3
Österholm, Pär
3
Akyildirim, Erdinc
2
Apergēs, Nikolaos
2
Ardia, David
2
Aslanidis, Nektarios
2
Asteriou, Dimitrios
2
Babalos, Vassilios
2
Bossman, Ahmed
2
Božović, Miloš
2
Brzeszczyński, Janusz
2
Będowska-Sójka, Barbara
2
Cao, Zhen
2
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Economics and Business Letters : EBL
Finance research letters
International review of economics & finance : IREF
8
International journal of finance & economics : IJFE
4
Journal of economic research
4
Applied economics
3
Applied economics letters
3
Energy economics
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Journal of macroeconomics
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Department of Economics working paper series
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of international economics
2
Macroeconomic dynamics
2
Open economies review
2
Research Department working paper / Federal Reserve Bank of Dallas
2
Research in international business and finance
2
Southern economic journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working papers / University of Connecticut, Department of Economics
2
Cardiff economics working papers
1
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series ; part B
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Economic systems
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Federal Reserve Bank of Cleveland working paper series
1
Global finance journal
1
International journal of economic policy studies
1
International journal of forecasting
1
International journal of social economics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance
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ECONIS (ZBW)
7
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1
The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
Saved in:
2
News sentiment and stock return : evidence from managers' news coverages
Xu, Yongan
;
Liang, Chao
;
Li, Yan
;
Toan Luu Duc Huynh
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463167
Saved in:
3
Forecasting US stock market returns by the aggressive stock-selection opportunity
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Finance research letters
50
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014245366
Saved in:
4
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
5
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
6
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:
7
Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo
;
McMillan, David G.
;
Wohar, Mark E.
- In:
Finance research letters
10
(
2013
)
1
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
Saved in:
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