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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~person:"McAleer, Michael"
~person:"Zhou, Guofu"
~subject:"ARCH-Modell"
~subject:"Capital income"
~type_genre:"Article in journal"
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ARCH-Modell
Capital income
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4
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4
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3
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3
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3
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2
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McAleer, Michael
Zhou, Guofu
Bali, Turan G.
6
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Wei, K. C. John
4
Chan, Louis K. C.
3
Da, Zhi
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Doukas, John A.
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Journal of financial and quantitative analysis : JFQA
Journal of financial economics
6
Journal of econometrics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Econometric reviews
4
Econometrics : open access journal
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Energy economics
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Journal of economic surveys
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Journal of risk and financial management : JRFM
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Annals of economics and finance
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Econometric theory
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International review of economics & finance : IREF
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China finance review international
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Economia : revista da ANPEC
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International Journal of Financial Studies : open access journal
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Journal of applied econometrics
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Journal of derivatives & hedge funds
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of time series econometrics
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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1
Asymmetry in stock comovements : an entropy approach
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
Saved in:
2
A new anomaly : the cross-sectional profitability of technical analysis
Han, Yufeng
;
Yang, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1433-1461
Persistent link: https://www.econbiz.de/10010343641
Saved in:
3
Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Tu, Jun
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 959-986
Persistent link: https://www.econbiz.de/10008758064
Saved in:
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