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~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
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Search: subject:"conditional heteroskedasticity"
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Exchange rate
Kapitaleinkommen
ARCH model
160
ARCH-Modell
160
Volatility
128
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128
Capital income
62
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57
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Kang, Sang Hoon
3
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2
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Nonejad, Nima
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Xuan Vinh Vo
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Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
62
Journal of empirical finance
58
Energy economics
52
International review of financial analysis
52
Journal of international financial markets, institutions & money
47
Research in international business and finance
47
International review of economics & finance : IREF
46
Economic modelling
45
Applied economics
41
International journal of forecasting
37
Journal of forecasting
37
Applied financial economics
35
Journal of risk and financial management : JRFM
33
Journal of banking & finance
32
Applied economics letters
30
Journal of econometrics
28
The European journal of finance
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
International journal of economics and finance
23
International journal of economics and financial issues : IJEFI
23
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
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Discussion paper / Tinbergen Institute
19
International Journal of Energy Economics and Policy : IJEEP
19
Review of quantitative finance and accounting
19
Journal of financial econometrics
18
Working paper
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Cogent economics & finance
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Economics letters
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of international money and finance
15
Global business review
14
Journal of multinational financial management
14
Afro-Asian Journal of Finance and Accounting : AAJFA
13
CBN journal of applied statistics
13
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ECONIS (ZBW)
74
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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
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
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