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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Jacobsen, Ben"
~person:"Wu, Chongfeng"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Capital income
5
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4
Volatilität
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ARCH-Modell
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Estimation
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3
Prognoseverfahren
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Jacobsen, Ben
Wu, Chongfeng
Wang, Yudong
5
Cheng, Tingting
3
Christiansen, Charlotte
3
Engsted, Tom
3
Hur, Jungshik
3
In, Francis Haeuck
3
Karanasos, Menelaos
3
Kim, Tong Suk
3
Ko, Kuan-Cheng
3
Martens, Martin
3
Min, Byoung-Kyu
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Nelson, Charles R.
3
Turtle, Harry J.
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Bekaert, Geert
2
Blitz, David
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Cakici, Nusret
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Cenesizoglu, Tolga
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Conrad, Christian
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Gospodinov, Nikolaj
2
Granger, C. W. J.
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Gu, Chen
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Hasan, Iftekhar
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Hjalmarsson, Erik
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Huang, Dayong
2
Huang, Difang
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Jiang, George J.
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Kim, Chang-jin
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Kim, Dongcheol
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Kim, Jae H.
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Kolari, James W.
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Kryzanowski, Lawrence
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Kwok, Simon Sai Man
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Li, Youwei
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Li, Yuming
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Liesenfeld, Roman
2
Linton, Oliver
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Lu, Zheng
2
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Journal of empirical finance
Journal of banking & finance
5
Applied economics
3
Economic modelling
2
Energy economics
2
Pacific-Basin finance journal
2
International journal of forecasting
1
Journal of financial economics
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of financial economics : RFE
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The journal of financial research
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ECONIS (ZBW)
5
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1
Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Journal of empirical finance
59
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012437933
Saved in:
2
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
3
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
4
Volatility clustering in monthly stock returns
Jacobsen, Ben
;
Dannenburg, Dennis Ramon
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 479-503
Persistent link: https://www.econbiz.de/10001782292
Saved in:
5
Long term dependence in stock returns
Jacobsen, Ben
- In:
Journal of empirical finance
3
(
1996
)
4
,
pp. 393-417
Persistent link: https://www.econbiz.de/10001215361
Saved in:
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