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subject:"Kapitaleinkommen"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Stock index"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
Stock index
ARCH model
38
ARCH-Modell
38
Volatility
28
Volatilität
28
Aktienmarkt
20
Stock market
20
Capital income
16
Estimation
13
Schätzung
13
Forecasting model
12
Prognoseverfahren
12
China
11
Börsenkurs
10
Share price
10
Spillover effect
8
Spillover-Effekt
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Risikomaß
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Risk measure
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Theorie
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Theory
7
Volatility forecasting
6
USA
5
United States
5
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4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
Multivariate Verteilung
4
Multivariate distribution
4
Statistical distribution
4
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Taiwan
4
Aktienindex
3
Bond market
3
CAPM
3
Correlation
3
Devisenmarkt
3
Foreign exchange market
3
Hedging
3
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English
16
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Diao, Xundi
2
Boulter, Terry
1
Chang, Hui-Wen
1
Choe, Kwang-il
1
Choi, Pilsun
1
Chou, Robin K.
1
Chung, Chien-Ping
1
Cohen, Michael
1
Dean, Warren G.
1
Faff, Robert W.
1
Gao, Guangyuan
1
Gong, Xiao-Li
1
Gui, Pingshu
1
Ho, Kin-Yip
1
Lee, Hsiu-chuan
1
Li, Xiaoping
1
Liao, Tzu-Hsiang
1
Lin, Chaonan
1
Liu, Xi-Hua
1
Loudon, Geoffrey F.
1
Ma, Feng
1
Nam, Kiseok
1
Nanda, Swagatika
1
Nartea, Gilbert V.
1
Pan, Zhiyuan
1
Panda, Ajaya Kumar
1
Panda, Pradiptarathi
1
Parad, Atul
1
Pornpinun Chantapacdepong
1
Qin, Xiao
1
Shi, Yanlin
1
Shim, Ilhyock
1
Tong, Bin
1
Vahid, Farshid
1
Vo, Minh T.
1
Wahab, M. I. M.
1
Wang, Yudong
1
Wu, Chongfeng
1
Wu, Ji
1
Xiong, Xiong
1
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Pacific-Basin finance journal
Finance research letters
72
The North American journal of economics and finance : a journal of financial economics studies
54
International review of financial analysis
53
Journal of empirical finance
53
Energy economics
47
International review of economics & finance : IREF
47
Research in international business and finance
46
Journal of international financial markets, institutions & money
40
Economic modelling
39
Applied economics
38
International journal of forecasting
36
Journal of banking & finance
33
Journal of risk and financial management : JRFM
33
Journal of forecasting
31
Applied financial economics
30
The European journal of finance
29
Journal of econometrics
27
Applied economics letters
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
International journal of economics and financial issues : IJEFI
20
Journal of financial econometrics
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Review of quantitative finance and accounting
19
International journal of economics and finance
17
International journal of finance & economics : IJFE
17
Discussion paper / Tinbergen Institute
16
Working paper
16
Afro-Asian Journal of Finance and Accounting : AAJFA
15
Cogent economics & finance
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Global business review
13
Global finance journal
13
International Journal of Financial Studies : open access journal
13
Journal of risk
13
The journal of futures markets
13
Economics letters
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ECONIS (ZBW)
16
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1
Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin
;
Diao, Xundi
;
Li, Xiaoping
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
Saved in:
2
Overnight versus intraday returns of anomalies in China
Lin, Chaonan
;
Chang, Hui-Wen
;
Chou, Robin K.
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463263
Saved in:
3
Value at risk and the cross-section of expected returns : evidence from China
Gui, Pingshu
;
Zhu, Yifeng
- In:
Pacific-Basin finance journal
66
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013252854
Saved in:
4
Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns
Chung, Chien-Ping
;
Liao, Tzu-Hsiang
;
Lee, Hsiu-chuan
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013209559
Saved in:
5
Information bias and its spillover effect on return volatility : a study on stock markets in the Asia-Pacific region
Panda, Ajaya Kumar
;
Panda, Pradiptarathi
;
Nanda, Swagatika
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013370265
Saved in:
6
Time-varying asymmetric tail dependence of international equities markets
Zhou, Chunyang
;
Qin, Xiao
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013332425
Saved in:
7
Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan
;
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
Saved in:
8
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
9
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong
;
Diao, Xundi
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
Saved in:
10
Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
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