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~isPartOf:"Applied economics letters"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Welt"
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Search: subject_exact:"ARCH-Modell"
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Kapitaleinkommen
Portfolio-Management
Welt
ARCH model
79
ARCH-Modell
79
Volatility
51
Volatilität
51
Estimation
32
Schätzung
32
Börsenkurs
25
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25
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22
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21
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Wu, Xinyu
2
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Ardia, David
1
Balli, Faruk
1
Bautista, Carlos C.
1
Bonilla, Claudio A.
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Brännäs, Kurt
1
Chang, Kuang-Liang
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Diao, Xundi
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Essaddam, Naceur
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Hattori, Takahiro
1
He, Zhifang
1
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1
Hoogerheide, Lennart F.
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Hsu Ku, Yuan-Hung
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Jean-Louis, Rosmy
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Applied economics letters
Energy economics
125
Finance research letters
103
International review of financial analysis
66
Research in international business and finance
65
International review of economics & finance : IREF
63
The North American journal of economics and finance : a journal of financial economics studies
63
Journal of empirical finance
61
Applied economics
59
Economic modelling
58
Journal of international financial markets, institutions & money
51
Journal of banking & finance
50
International journal of forecasting
44
Journal of risk and financial management : JRFM
43
Journal of forecasting
35
The European journal of finance
35
International Journal of Energy Economics and Policy : IJEEP
31
Journal of econometrics
27
Applied financial economics
25
Working paper
25
International journal of finance & economics : IJFE
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Review of quantitative finance and accounting
20
Journal of financial econometrics
19
Pacific-Basin finance journal
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Cogent economics & finance
18
Econometric Institute research papers
18
Economics letters
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
International journal of economics and finance
18
International journal of economics and financial issues : IJEFI
18
Journal of risk
18
Quantitative finance
17
Department of Economics working paper series
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International Journal of Financial Studies : open access journal
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Discussion paper / Tinbergen Institute
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
29
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1
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
2
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
3
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
4
Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
Saved in:
5
Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh
;
Chiu, Chien-Liang
;
Chang, Tsangyao
- In:
Applied economics letters
28
(
2021
)
16
,
pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680
Saved in:
6
The information content of Chinese volatility index for volatility forecasting
Li, Zhe
;
Zhang, Wei-guo
;
Zhang, Yue
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 365-372
Persistent link: https://www.econbiz.de/10012484999
Saved in:
7
Corona, crisis and conditional heteroscedasticity
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics letters
28
(
2021
)
9
,
pp. 755-759
Persistent link: https://www.econbiz.de/10012501608
Saved in:
8
KODAKCoin : a blockchain revolution or exploiting a potential cryptocurrency bubble?
Corbet, Shaen
;
Larkin, Charles
;
Lucey, Brian M.
; …
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 518-524
Persistent link: https://www.econbiz.de/10012205716
Saved in:
9
A forecast comparison of volatility models using realized volatility : evidence from the Bitcoin market
Hattori, Takahiro
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 591-595
Persistent link: https://www.econbiz.de/10012205740
Saved in:
10
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
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