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~language:"eng"
~type_genre:"Article in journal"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~person:"Bollerslev, Tim"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Time series analysis
195
Zeitreihenanalyse
195
Estimation
173
Schätzung
173
Theorie
146
Theory
146
USA
113
United States
113
Volatility
107
Volatilität
107
China
94
Börsenkurs
90
Share price
90
Capital income
87
Cointegration
66
Kointegration
66
Aktienmarkt
56
Stock market
56
Fractional integration
55
Großbritannien
51
United Kingdom
51
Welt
47
World
47
fractional integration
44
Einheitswurzeltest
39
Unit root test
39
Persistence
38
Structural break
38
Strukturbruch
38
Forecasting model
37
Prognoseverfahren
37
Long memory
35
Exchange rate
34
Wechselkurs
34
Anlageverhalten
28
Arbeitslosigkeit
28
Behavioural finance
28
Unemployment
28
persistence
25
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Undetermined
48
Free
6
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Article
87
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Article in journal
Aufsatz in Zeitschrift
87
Arbeitspapier
55
Working Paper
55
Graue Literatur
54
Non-commercial literature
54
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1
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1
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English
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Gil-Alaña, Luis A.
Zhang, Wei
Bollerslev, Tim
Gupta, Rangan
119
Zaremba, Adam
93
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
45
Bouri, Elie
44
Cakici, Nusret
41
Bali, Turan G.
40
Ma, Feng
40
Tiwari, Aviral Kumar
38
Fletcher, Jonathan
36
Demirer, Rıza
35
Wang, Yudong
35
Brooks, Robert
34
Chiang, Thomas C.
33
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Nguyen, Duc Khuong
31
Zhou, Guofu
30
Timmermann, Allan
29
Xuan Vinh Vo
28
Lee, Bong-soo
27
Wei, K. C. John
27
Guidolin, Massimo
26
Hammoudeh, Shawkat
26
Ryu, Doojin
26
Shahzad, Syed Jawad Hussain
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
Shen, Dehua
25
Fabozzi, Frank J.
24
Harvey, Campbell R.
24
Kumar, Dilip
24
Li, Bin
24
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Journal of econometrics
8
Finance research letters
7
Journal of financial economics
5
Applied economics letters
4
Economic modelling
4
Computational economics
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Research in international business and finance
3
Asia Pacific financial markets
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
International journal of economics and finance
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Pacific-Basin finance journal
2
Review of quantitative finance and accounting
2
The review of economics and statistics
2
Applied financial economics
1
Applied financial economics letters
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
European review of economics and finance
1
Financial innovation : FIN
1
International economic review
1
International journal of economics and financial issues : IJEFI
1
Journal of applied econometrics
1
Journal of behavioral and experimental finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic interaction and coordination : JEIC
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
Review of development finance
1
Review of economics & finance
1
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ECONIS (ZBW)
87
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
5
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
6
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
7
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
8
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
9
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
10
Behavioural heterogeneity and equity premium volatility in China
Zhou, Zhong-Qiang
;
Huang, Ping
;
Fu, Desheng
;
Zhang, Wei
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1399-1404
Persistent link: https://www.econbiz.de/10013412190
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