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~isPartOf:"Applied financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Kapitaleinkommen"
~subject:"Spillover-Effekt"
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Search: subject:"conditional heteroskedasticity"
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Kapitaleinkommen
Spillover-Effekt
ARCH model
224
ARCH-Modell
224
Volatility
161
Volatilität
161
Estimation
70
Schätzung
70
Capital income
68
Forecasting model
56
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56
Aktienmarkt
54
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Börsenkurs
49
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49
Spillover effect
35
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Kang, Sang Hoon
4
Mensi, Walid
4
Hamori, Shigeyuki
3
Chang, Chia-Lin
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
McAleer, Michael
2
Nonejad, Nima
2
Tian, Shuairu
2
Wu, Xinyu
2
Xuan Vinh Vo
2
Yang, Lu
2
Zhuang, Xintian
2
Ahn, Eun S.
1
Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alañón Pardo, Ángel
1
Andrikopulos, Andreas A.
1
Ané, Thierry
1
Arellano, Miguel Ataurima
1
Asai, Manabu
1
Aslan, Aylin
1
Azibi, Jamel
1
Ben Sita, Bernard
1
Besarria, Cássio da Nóbrega
1
Bhattacharya, Kaushik
1
Brugal, Ivan
1
Brännäs, Kurt
1
Candido, Osvaldo
1
Chang, Kuang-Liang
1
Chebbi, A.
1
Chen, Zan
1
Cheng, Hung-Wen
1
Chiang, Min-Hsien
1
Chuang, Wen-i
1
Dai, Zhifeng
1
Davis, Nicole
1
Degiannakis, Stavros
1
Demiralay, Sercan
1
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Applied financial economics
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
85
Finance research letters
77
International review of financial analysis
67
Research in international business and finance
61
Economic modelling
58
International review of economics & finance : IREF
56
Journal of empirical finance
50
Journal of international financial markets, institutions & money
45
Applied economics
41
Journal of banking & finance
36
International journal of forecasting
35
Journal of risk and financial management : JRFM
32
The European journal of finance
29
Applied economics letters
28
Journal of forecasting
28
Journal of econometrics
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
24
Discussion paper / Tinbergen Institute
22
Cogent economics & finance
21
Pacific-Basin finance journal
21
International journal of economics and finance
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Working paper
19
Econometric Institute research papers
18
Economics letters
18
International journal of economics and financial issues : IJEFI
18
International journal of finance & economics : IJFE
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Global business review
17
International Journal of Energy Economics and Policy : IJEEP
17
International Journal of Financial Studies : open access journal
17
Review of quantitative finance and accounting
17
Financial innovation : FIN
14
Global finance journal
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
91
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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
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
3
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
4
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:
5
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
6
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
7
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:
8
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
9
How does inter-industry spillover improve the performance of volatility forecasting?
Liu, Bin
;
Xiao, Wen
;
Zhu, Xingting
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309851
Saved in:
10
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
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