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subject:"Time series analysis"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
Aktienmarkt
Estimation
138
Schätzung
138
Capital income
66
Kapitaleinkommen
66
Börsenkurs
53
Share price
53
Stock market
40
Volatility
33
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Forecasting model
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Aufsatz in Zeitschrift
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Cheema, Muhammad A.
2
Chiah, Mardy
2
Demirer, Rıza
2
Hammoudeh, Shawkat
2
Kang, Sang Hoon
2
Ko, Kuan-Cheng
2
Liang, Chao
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Lin, Chaonan
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1
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1
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1
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1
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1
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1
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1
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Pacific-Basin finance journal
Economic modelling
175
Applied economics
169
Applied economics letters
150
Finance research letters
124
International review of economics & finance : IREF
122
Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
International review of financial analysis
101
The North American journal of economics and finance : a journal of financial economics studies
91
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Research in international business and finance
87
Applied financial economics
84
Energy economics
83
Economics letters
81
International journal of forecasting
80
Journal of international financial markets, institutions & money
73
Journal of empirical finance
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Journal of banking & finance
64
International journal of finance & economics : IJFE
58
Journal of forecasting
56
Journal of risk and financial management : JRFM
55
International journal of economics and finance
51
Journal of international money and finance
49
The empirical economics letters : a monthly international journal of economics
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Econometric reviews
43
International journal of economics and financial issues : IJEFI
43
Cogent economics & finance
42
The European journal of finance
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
Journal of applied econometrics
39
Journal of financial economics
37
Journal of economic dynamics & control
36
Computational economics
34
Emerging markets, finance and trade : EMFT
34
Macroeconomic dynamics
32
Review of quantitative finance and accounting
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
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ECONIS (ZBW)
46
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
3
Corporate payouts in Australia
Cheema, Muhammad A.
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
Saved in:
4
Is there the maturity premium in Taiwan?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463261
Saved in:
5
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
6
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
7
Stock market risk and suicide
Koh, Kanghyock
;
Han, Hyojin
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463761
Saved in:
8
Financial stress and returns predictability : fresh evidence from China
Xu, Yongan
;
Liang, Chao
;
Wang, Jianqiong
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463762
Saved in:
9
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
10
A new momentum measurement in the Chinese stock market
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013388944
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