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subject:"Volatility"
~accessRights:"restricted"
~person:"Chang, Chia-Lin"
~person:"Chiang, Thomas C."
~person:"McAleer, Michael"
~subject:"Kapitaleinkommen"
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Volatility
Kapitaleinkommen
Estimation
26
Schätzung
24
Volatilität
17
Capital income
14
Börsenkurs
13
Share price
13
Aktienmarkt
11
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Chang, Chia-Lin
Chiang, Thomas C.
McAleer, Michael
Gupta, Rangan
77
Zaremba, Adam
50
Ma, Feng
32
Wohar, Mark E.
26
Pierdzioch, Christian
25
Tiwari, Aviral Kumar
25
Bouri, Elie
24
Balcilar, Mehmet
23
Wang, Yudong
23
Zhang, Yaojie
23
Bahmani-Oskooee, Mohsen
21
Xuan Vinh Vo
21
Todorov, Viktor
18
McMillan, David G.
17
Narayan, Paresh Kumar
17
Kang, Sang Hoon
16
Jawadi, Fredj
15
Mensi, Walid
15
Salisu, Afees A.
15
Yoon, Seong-min
15
Kelly, Bryan T.
14
Long, Huaigang
14
Sehgal, Sanjay
14
Wei, Yu
14
Yin, Libo
14
Zhu, Huiming
14
Bollerslev, Tim
13
Demirer, Rıza
13
Hammoudeh, Shawkat
13
Lee, Chien-chiang
13
Li, Jia
13
Nonejad, Nima
13
Wu, Xinyu
13
Cakici, Nusret
12
Kumar, Dilip
12
Gil-Alaña, Luis A.
11
Shahzad, Syed Jawad Hussain
11
Umar, Zaghum
11
Apergēs, Nikolaos
10
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International review of economics & finance : IREF
4
Econometric reviews
2
Finance research letters
2
Journal of econometrics
2
Research in international business and finance
2
Applied economics
1
Econometrics : open access journal
1
European financial management : the journal of the European Financial Management Association
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Journal of mathematical finance
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Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
21
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1
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
Saved in:
2
Real stock market returns and inflation : evidence from uncertainty hypotheses
Chiang, Thomas C.
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472359
Saved in:
3
Empirical investigation of changes in policy uncertainty on stock returns : evidence from China's market
Chen, Xiaoyu
;
Chiang, Thomas C.
- In:
Research in international business and finance
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012549183
Saved in:
4
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
Saved in:
5
Economic policy uncertainty, risk and stock returns : evidence from G7 stock markets
Chiang, Thomas C.
- In:
Finance research letters
29
(
2019
),
pp. 41-49
Persistent link: https://www.econbiz.de/10012417704
Saved in:
6
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
7
Empirical analysis of intertemporal relations between downside risks and expected returns : evidence from Asian markets
Chiang, Thomas C.
- In:
Research in international business and finance
47
(
2019
),
pp. 264-278
Persistent link: https://www.econbiz.de/10012135733
Saved in:
8
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
9
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
10
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
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