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isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"China"
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ARCH model
China
Börsenkurs
602
Share price
602
Capital income
245
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245
Stock market
207
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205
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Cai, Charlie X.
2
Chen, Shihua
2
Chiang, Thomas C.
2
Dai, Zhifeng
2
Fu, Yishu
2
Guo, Shuxin
2
Gupta, Rangan
2
Ho, Kin-Yip
2
Jebran, Khalil
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Qiao, Gaoxiu
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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
Cam, Marie-Anne
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Chan, Kam C.
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1
Cheffou, Abdoulkarim Idi
1
Chen, Gong-meng
1
Chen, Jerry W.
1
Chen, Yajiao
1
Chen, Yiwen
1
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1
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Review of quantitative finance and accounting
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
143
Pacific-Basin finance journal
109
International review of financial analysis
99
International review of economics & finance : IREF
91
Applied economics
77
Economic modelling
73
Energy economics
71
Research in international business and finance
69
Emerging markets, finance and trade : EMFT
66
Applied economics letters
65
Journal of international financial markets, institutions & money
53
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
47
Journal of empirical finance
43
Journal of banking & finance
39
Journal of risk and financial management : JRFM
37
Emerging markets review
29
Economics letters
27
International journal of economics and finance
25
International Journal of Financial Studies : open access journal
24
Journal of econometrics
24
Cogent economics & finance
23
Review of Pacific Basin financial markets and policies
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Applied financial economics
21
International journal of finance & economics : IJFE
21
International Journal of Energy Economics and Policy : IJEEP
20
International journal of economics and financial issues : IJEFI
20
International journal of forecasting
20
The European journal of finance
20
The journal of corporate finance : contracting, governance and organization
20
Economic research
19
The empirical economics letters : a monthly international journal of economics
18
Global finance journal
17
Journal of forecasting
17
The Chinese economy
17
China finance review international
16
The journal of futures markets
16
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
90
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90
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
2
Investor sentiment and stock price jumps : a network analysis based on China's carbon-neutral sectors
Gao, Yang
;
Zhao, Chengjie
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485225
Saved in:
3
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
4
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
5
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
6
Systemic risk of Chinese financial institutions and asset price bubbles
Zhang, Xiaoming
;
Wei, Chunyan
;
Lee, Chien-chiang
;
Tian, …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014247015
Saved in:
7
Board social capital and stock price crash risk
Jebran, Khalil
;
Chen, Shihua
;
Zhang, Ruibin
- In:
Review of quantitative finance and accounting
58
(
2022
)
2
,
pp. 499-540
Persistent link: https://www.econbiz.de/10012818243
Saved in:
8
Liquidity and asset pricing : evidence from the Chinese stock markets
Zhang, Tianyang
;
Lence, Sergio H.
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013413342
Saved in:
9
Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks' connectedness
Aloui, Chaker
;
Asadov, Alam
;
Al-Kayed, Lama Tarek
; …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013413468
Saved in:
10
Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing
;
Mei, Xiaowen
;
Gao, Tianqing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
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