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source:"econis"
subject:"Volatility"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Prognoseverfahren"
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Volatility
Prognoseverfahren
Estimation
145
Schätzung
145
Capital income
71
Kapitaleinkommen
71
Börsenkurs
54
Share price
54
Aktienmarkt
43
Stock market
43
Forecasting model
34
Volatilität
34
CAPM
28
China
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Australia
24
Australien
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Portfolio selection
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Behavioural finance
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Capital market returns
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Risikoprämie
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Return predictability
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Securities trading
10
Time series analysis
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Wertpapierhandel
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Zeitreihenanalyse
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Long, Huaigang
3
Ang, Tze Chuan
2
Chuang, Hui-Ching
2
Jiang, Yuexiang
2
Lee, Deok-Hyeon
2
Liang, Chao
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Min, Byoung-Kyu
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Narayan, Paresh Kumar
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1
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Chen, Yi-Chi
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Chuang, O-Chia
1
Cohen, Michael
1
Dai, Zhifeng
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Pacific-Basin finance journal
Finance research letters
199
Energy economics
186
Applied economics
184
International journal of forecasting
161
Economic modelling
160
International review of economics & finance : IREF
146
International review of financial analysis
144
Journal of econometrics
142
Journal of banking & finance
137
Journal of empirical finance
129
Working paper / National Bureau of Economic Research, Inc.
124
The North American journal of economics and finance : a journal of financial economics studies
122
Applied economics letters
121
NBER working paper series
116
Working paper
115
Journal of forecasting
114
NBER Working Paper
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
Journal of international money and finance
101
Discussion paper / Centre for Economic Policy Research
100
Economics letters
93
Research in international business and finance
92
Applied financial economics
91
Journal of international financial markets, institutions & money
88
CESifo working papers
84
Journal of financial economics
81
Discussion paper / Tinbergen Institute
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
The journal of futures markets
74
Journal of risk and financial management : JRFM
68
The European journal of finance
68
International journal of finance & economics : IJFE
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Journal of applied econometrics
50
Quantitative finance
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Discussion papers / CEPR
45
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
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:
3
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
4
Profitability of technical trading rules in the Chinese stock market
Chuang, O-Chia
;
Chuang, Hui-Ching
;
Wang, Zixuan
;
Xu, Jin
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534566
Saved in:
5
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
6
Can convertible bond trading predict stock returns? : evidence from China
Chen, Zhiyu
;
Xu, Yun
;
Wang, Yu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463165
Saved in:
7
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
8
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
9
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:
10
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
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