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isPartOf:"International review of economics & finance : IREF"
subject:"Kapitaleinkommen"
~person:"Caporin, Massimiliano"
~person:"Wang, Jianqiu"
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Kapitaleinkommen
Capital income
4
Estimation
4
Schätzung
4
Volatility
3
Volatilität
3
Firm characteristics
2
Forecasting model
2
Prognoseverfahren
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Adaptive group LASSO
1
Asymmetry
1
Bias
1
Biofuel
1
Biokraftstoff
1
Block structures
1
Börsenkurs
1
CAPM
1
China
1
Commodity derivative
1
Conditional factor models
1
Cross-sectional return predictability
1
Crude oil futures
1
Day-night realized volatility
1
Day-night returns
1
Day-night volume
1
Erdgas
1
Erdgasmarkt
1
Erdöl
1
Ethanol futures
1
Forecast
1
Heavy-tailed distribution
1
Idiosyncratic volatility
1
Index futures
1
Index-Futures
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Information aggregation
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Intra-day prices and returns
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Caporin, Massimiliano
Wang, Jianqiu
Wohar, Mark E.
4
Brooks, Robert
3
Gupta, Rangan
3
Balcilar, Mehmet
2
Bissoondoyal-Bheenick, Emawtee
2
Chen, Mei-Ping
2
Do, Hung Xuan
2
Hueng, C. James
2
Kumar, Dilip
2
Lee, Doowon
2
Lee, Hyunchul
2
McAleer, Michael
2
Salisu, Afees A.
2
Shamsuddin, Abul
2
Sousa, Ricardo M.
2
Wang, Yudong
2
Wu, Ke
2
Zhong, Angel
2
Zhu, Min
2
Ahmad, Wasim
1
Aktürk, Halit
1
Alexeev, Vitali
1
Ali, Heba Ahmed Abass
1
Alsubaiei, Bader Jawid
1
Andraz, Jorge M.
1
Ang, Tze Chuan
1
Apostolakis, George N.
1
Asai, Manabu
1
Atilgan, Yigit
1
Auer, Benjamin R.
1
Bannigidadmath, Deepa
1
Binswanger, Mathias
1
Boughrara, Adel
1
Byun, Suk Joon
1
Calice, Giovanni
1
Cao, N.
1
Cauchie, Séverine
1
Chai, Daniel
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International review of economics & finance : IREF
Working papers on finance
2
Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
1
Energy economics
1
Journal of risk and financial management : JRFM
1
Marco Fanno Working Paper
1
The North American journal of economics and finance : a journal of financial economics studies
1
University of St. Gallen, School of Finance Research Paper
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ECONIS (ZBW)
4
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1
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
2
Nonlinearity in the cross-section of stock returns : evidence from China
Wang, Jianqiu
;
Wu, Ke
;
Tong, Guoshi
;
Chen, Dongxu
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 174-205
Persistent link: https://www.econbiz.de/10014424128
Saved in:
3
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:
4
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
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