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~person:"Caporale, Guglielmo Maria"
~person:"Fehn, Rainer"
~person:"Liddle, Brantley"
~person:"Wang, Yudong"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Kapitaleinkommen
Estimation
147
Schätzung
147
Time series analysis
43
Zeitreihenanalyse
43
Theorie
40
Theory
40
Cointegration
33
Kointegration
33
Volatility
29
Volatilität
29
Capital income
28
USA
27
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27
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26
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23
Prognoseverfahren
23
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Panel study
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11
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11
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28
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Aufsatz in Zeitschrift
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28
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9
Graue Literatur
9
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9
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9
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English
28
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Caporale, Guglielmo Maria
Fehn, Rainer
Liddle, Brantley
Wang, Yudong
Zaremba, Adam
58
Gupta, Rangan
57
McMillan, David G.
31
Wohar, Mark E.
27
Narayan, Paresh Kumar
20
Pierdzioch, Christian
19
Bollerslev, Tim
18
Cakici, Nusret
18
Tiwari, Aviral Kumar
18
Todorov, Viktor
18
Ma, Feng
17
Bali, Turan G.
16
Gil-Alaña, Luis A.
16
Kumar, Dilip
15
Sehgal, Sanjay
15
Chiang, Thomas C.
14
Long, Huaigang
14
Zhang, Yaojie
14
Balcilar, Mehmet
13
Bouri, Elie
13
Brooks, Robert
12
Umutlu, Mehmet
12
Bohl, Martin T.
11
Demirer, Rıza
11
Jareño, Francisco
11
Tauchen, George Eugene
11
Xuan Vinh Vo
11
Apergēs, Nikolaos
10
Lee, Chien-chiang
10
Li, Bin
10
Yin, Libo
10
Zhou, Guofu
10
Andersen, Torben
9
Chiah, Mardy
9
Faff, Robert W.
9
Jawadi, Fredj
9
Kim, Jae H.
9
McAleer, Michael
9
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Economic modelling
3
Energy economics
2
Finance research letters
2
International review of economics & finance : IREF
2
Journal of empirical finance
2
Applied economics letters
1
Applied financial economics letters
1
Computational economics
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Financial markets and portfolio management
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of economics and finance : JEF
1
Journal of forecasting
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
28
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1
Limited attention of individual investors and stock performance : evidence from the ChiNext market
Zhang, Bing
;
Wang, Yudong
- In:
Economic modelling
50
(
2015
),
pp. 94-104
Persistent link: https://www.econbiz.de/10011439953
Saved in:
2
Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
Saved in:
3
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
4
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
5
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
6
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong
;
Diao, Xundi
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
Saved in:
7
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
8
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
9
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
10
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
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