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~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of applied business research"
~subject:"Kapitaleinkommen"
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Search: subject:"conditional heteroskedasticity"
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Kapitaleinkommen
ARCH model
181
ARCH-Modell
181
Volatility
144
Volatilität
144
Capital income
73
Aktienmarkt
65
Stock market
65
Estimation
62
Schätzung
62
Börsenkurs
61
Share price
61
Forecasting model
50
Prognoseverfahren
50
Spillover effect
44
Spillover-Effekt
44
Risikomaß
33
Risk measure
33
Theorie
27
Theory
27
China
25
Time series analysis
25
Zeitreihenanalyse
25
GARCH
24
Welt
23
World
23
Portfolio selection
20
Portfolio-Management
20
Aktienindex
18
Stock index
18
Financial crisis
17
Finanzkrise
17
USA
17
United States
17
Exchange rate
16
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Correlation
15
Korrelation
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Emerging economies
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English
73
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Kang, Sang Hoon
3
Mensi, Walid
3
Chaibi, Anissa
2
Diao, Xundi
2
Gupta, Rangan
2
Nonejad, Nima
2
Teulon, Frédéric
2
Xuan Vinh Vo
2
Ahmed, Neveen
1
Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alañón Pardo, Ángel
1
Aouadi, Amal
1
Arellano, Miguel Ataurima
1
Arouri, Mohamed
1
Asai, Manabu
1
Aslan, Aylin
1
Azibi, Jamel
1
Bejaoui, Azza
1
Bonga-Bonga, Lumengo
1
Bouaddi, Mohammed
1
Boulter, Terry
1
Brugal, Ivan
1
Candido, Osvaldo
1
Chang, Chia-Lin
1
Chang, Hui-Wen
1
Chen, Zan
1
Cheng, Hung-Wen
1
Choe, Kwang-il
1
Choi, Pilsun
1
Chou, Robin K.
1
Chuang, Wen-i
1
Chung, Chien-Ping
1
Cohen, Michael
1
Dai, Zhifeng
1
Dean, Warren G.
1
Demiralay, Sercan
1
Demirer, Rıza
1
Denault, Michel
1
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Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
The journal of applied business research
Finance research letters
54
Journal of empirical finance
49
International review of financial analysis
47
Energy economics
41
International review of economics & finance : IREF
41
Research in international business and finance
38
Journal of international financial markets, institutions & money
35
International journal of forecasting
34
Economic modelling
33
Applied economics
31
Journal of banking & finance
30
Journal of forecasting
28
Journal of risk and financial management : JRFM
27
The European journal of finance
26
Journal of econometrics
25
Applied economics letters
22
Applied financial economics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Review of quantitative finance and accounting
17
International journal of economics and finance
16
International journal of finance & economics : IJFE
15
Working paper
15
Cogent economics & finance
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of economics and financial issues : IJEFI
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Afro-Asian Journal of Finance and Accounting : AAJFA
12
Discussion paper / Tinbergen Institute
12
Economics letters
12
Global finance journal
12
International Journal of Financial Studies : open access journal
12
Global business review
11
Theoretical economics letters
11
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ECONIS (ZBW)
73
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing
;
Mei, Xiaowen
;
Gao, Tianqing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
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