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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:"Finanzkrise"
~subject:"Kapitaleinkommen"
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Search: subject:"conditional heteroskedasticity"
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Finanzkrise
Kapitaleinkommen
ARCH model
160
ARCH-Modell
160
Volatility
128
Volatilität
128
Capital income
62
Estimation
57
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57
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53
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Kang, Sang Hoon
3
Mensi, Walid
3
Diao, Xundi
2
Gupta, Rangan
2
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2
Nonejad, Nima
2
Xuan Vinh Vo
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Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
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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
60
International review of financial analysis
59
International review of economics & finance : IREF
55
Journal of empirical finance
50
Energy economics
48
Journal of international financial markets, institutions & money
48
Economic modelling
45
Research in international business and finance
45
Applied economics
40
Journal of banking & finance
37
International journal of forecasting
35
The European journal of finance
31
Journal of forecasting
30
Journal of risk and financial management : JRFM
29
Applied financial economics
26
Journal of econometrics
25
Applied economics letters
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
International journal of economics and finance
20
Review of quantitative finance and accounting
19
Cogent economics & finance
18
International journal of economics and financial issues : IJEFI
18
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
Working paper
16
International journal of finance & economics : IJFE
15
Economics letters
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International Journal of Financial Studies : open access journal
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Afro-Asian Journal of Finance and Accounting : AAJFA
13
Global finance journal
13
Journal of international money and finance
13
The journal of applied business research
13
Discussion paper / Tinbergen Institute
12
Global business review
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ECONIS (ZBW)
71
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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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