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isPartOf:"Econometric reviews"
subject:"Volatilität"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Kapitaleinkommen"
~subject:"USA"
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Volatilität
Kapitaleinkommen
USA
Estimation
387
Schätzung
387
Theorie
110
Theory
110
Volatility
95
Capital income
94
Börsenkurs
80
Share price
80
Aktienmarkt
63
Stock market
63
Estimation theory
60
Schätztheorie
60
Time series analysis
58
Zeitreihenanalyse
58
Welt
50
World
50
Forecasting model
49
Prognoseverfahren
49
ARCH model
47
ARCH-Modell
47
United States
44
Exchange rate
43
Wechselkurs
43
Cointegration
36
Kointegration
36
Risikoprämie
35
Risk premium
35
Panel
33
Panel study
33
CAPM
31
Stochastic process
29
Stochastischer Prozess
29
Portfolio selection
27
Portfolio-Management
27
Regression analysis
27
Regressionsanalyse
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Article
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English
177
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Narayan, Paresh Kumar
6
McAleer, Michael
4
Zaremba, Adam
4
Asai, Manabu
3
Cakici, Nusret
3
Jawadi, Fredj
3
Kanas, Angelos
3
Maasoumi, Esfandiar
3
Sharma, Susan Sunila
3
Bilgin, Mehmet Huseyin
2
Bley, Jorg
2
Bouri, Elie
2
Brooks, Robert
2
Bu, Ruijun
2
Caporale, Guglielmo Maria
2
Chan, Joshua
2
Chiah, Mardy
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Hou, Ai Jun
2
Long, Huaigang
2
McKenzie, Michael D.
2
Meyer, Renate
2
Nguyen, Duc Khuong
2
Saad, Mohsen M.
2
Sakemoto, Ryuta
2
Silvennoinen, Annastiina
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
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Teräsvirta, Timo
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Vithessonthi, Chaiporn
2
Wohar, Mark E.
2
Abaye, A.
1
Adolfson, Malin
1
Ahn, Seung Chan
1
Akhtaruzzaman, Md.
1
Al-Khazali, Osamah
1
Alghalith, Moawia
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Econometric reviews
Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
1,553
Discussion paper series / IZA
438
Applied economics
426
Discussion paper / Centre for Economic Policy Research
426
NBER working paper series
294
Applied economics letters
258
CESifo working papers
233
Journal of banking & finance
221
Finance research letters
220
NBER Working Paper
212
International review of economics & finance : IREF
209
Economic modelling
208
Applied financial economics
206
Working paper
197
International review of financial analysis
195
Finance and economics discussion series
185
Energy economics
184
The review of economics and statistics
175
The North American journal of economics and finance : a journal of financial economics studies
172
Journal of empirical finance
169
Journal of financial economics
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Journal of econometrics
164
Journal of international money and finance
164
The journal of finance : the journal of the American Finance Association
160
Economics letters
157
The American economic review
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
149
The journal of futures markets
124
Journal of applied econometrics
117
Research in international business and finance
113
Discussion paper
106
Review of quantitative finance and accounting
105
Journal of money, credit and banking : JMCB
101
The European journal of finance
100
Journal of financial and quantitative analysis : JFQA
98
Discussion paper / Tinbergen Institute
95
The review of financial studies
94
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
91
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ECONIS (ZBW)
177
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
4
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
5
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
6
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
7
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
8
Hedging effectiveness of cryptocurrencies in the European stock market
Gambarelli, Luca
;
Marchi, Gianluca
;
Muzzioli, Silvia
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014333731
Saved in:
9
The long-run risk premium in the intertemporal CAPM : international evidence
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490038
Saved in:
10
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
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