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~language:"eng"
~person:"McAleer, Michael"
~person:"Zhou, Guofu"
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"USA"
~type_genre:"Article in journal"
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ARCH-Modell
Capital income
USA
Theorie
114
Theory
114
Volatility
77
Volatilität
77
Estimation
51
Schätzung
50
ARCH model
49
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48
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48
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McAleer, Michael
Zhou, Guofu
Gupta, Rangan
228
Cebula, Richard J.
175
Bahmani-Oskooee, Mohsen
132
Wohar, Mark E.
119
Neumark, David
104
Gil-Alaña, Luis A.
101
McMillan, David G.
100
Viscusi, W. Kip
99
Uri, Noel Dean
97
Poterba, James M.
96
Zaremba, Adam
94
Gruber, Jonathan
87
Ma, Feng
84
Madura, Jeff
83
Narayan, Paresh Kumar
81
Apergēs, Nikolaos
80
Caporale, Guglielmo Maria
79
Partridge, Mark D.
79
Glaeser, Edward L.
77
Krueger, Alan B.
77
Serletis, Apostolos
76
Bouri, Elie
74
Burkhauser, Richard V.
74
Auerbach, Alan J.
73
Heckman, James J.
72
Hammoudeh, Shawkat
71
Payne, James E.
71
Cutler, David M.
70
Feldstein, Martin S.
70
Sirmans, Clemon F.
70
Fabozzi, Frank J.
69
Jorgenson, Dale Weldeau
69
Mishra, Ashok K.
69
Card, David E.
68
Tiwari, Aviral Kumar
68
Faff, Robert W.
67
Mixon, Franklin G.
67
Hassan, M. Kabir
66
Audretsch, David B.
65
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Journal of econometrics
7
Journal of financial economics
7
Journal of risk and financial management : JRFM
7
Econometric reviews
6
Journal of financial and quantitative analysis : JFQA
6
Energy economics
5
International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
5
The review of financial studies
5
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4
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3
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3
The journal of finance : the journal of the American Finance Association
3
Applied financial economics
2
Finance research letters
2
International journal of forecasting
2
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2
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2
The journal of portfolio management : a publication of Institutional Investor
2
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2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
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1
Bulletin of economic research
1
China finance review international
1
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1
Economia : revista da ANPEC
1
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International Journal of Financial Studies : open access journal
1
Journal of applied econometrics
1
Journal of derivatives & hedge funds
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of time series econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
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ECONIS (ZBW)
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1
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
2
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
3
Employee sentiment and stock returns
Chen, Jian
;
Tang, Guohao
;
Yao, Jiaquan
;
Zhou, Guofu
- In:
Journal of economic dynamics & control
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014285101
Saved in:
4
Anomalies and the expected market return
Xi, Dong
;
Li, Yan
;
Rapach, David E.
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
Saved in:
5
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
6
Expected return, volume, and mispricing
Han, Yufeng
;
Huang, Dashan
;
Huang, Dayong
;
Zhou, Guofu
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1295-1315
Persistent link: https://www.econbiz.de/10013402177
Saved in:
7
Investor attention and stock returns
Chen, Jian
;
Tang, Guohao
;
Yao, Jiaquan
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
2
,
pp. 455-484
Persistent link: https://www.econbiz.de/10012805803
Saved in:
8
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
9
Predictive information in corporate bond yields
Guo, Xu
;
Lin, Hai
;
Wu, Chunchi
;
Zhou, Guofu
- In:
Journal of financial markets
59
(
2022
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013346711
Saved in:
10
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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