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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:"Kapitaleinkommen"
~subject:"Multivariate Verteilung"
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Search: subject:"conditional heteroskedasticity"
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Kapitaleinkommen
Multivariate Verteilung
ARCH model
160
ARCH-Modell
160
Volatility
128
Volatilität
128
Capital income
62
Estimation
57
Schätzung
57
Aktienmarkt
53
Stock market
53
Börsenkurs
50
Share price
50
Forecasting model
49
Prognoseverfahren
49
Spillover effect
40
Spillover-Effekt
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32
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Theory
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China
24
Time series analysis
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GARCH
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Welt
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World
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18
Portfolio-Management
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United States
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Correlation
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Exchange rate
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Finanzkrise
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Multivariate distribution
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68
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Kang, Sang Hoon
4
Mensi, Walid
3
Yoon, Seong-min
3
Diao, Xundi
2
Gupta, Rangan
2
Hanif, Waqas
2
Nonejad, Nima
2
Xuan Vinh Vo
2
Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alañón Pardo, Ángel
1
Aloui, Riadh
1
Arellano, Miguel Ataurima
1
Areola Hernandez, Jose
1
Asai, Manabu
1
Aslan, Aylin
1
Azibi, Jamel
1
Ben Aïssa, Mohamed Safouane
1
Boulter, Terry
1
Brugal, Ivan
1
Candido, Osvaldo
1
Chang, Chia-Lin
1
Chang, Hui-Wen
1
Chang, Kuang-Liang
1
Chen, Wei Peng
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
Ding, Xiaoyi
1
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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
52
Journal of empirical finance
50
Energy economics
47
International review of economics & finance : IREF
44
Economic modelling
38
Journal of international financial markets, institutions & money
38
Research in international business and finance
38
International journal of forecasting
37
Applied economics
34
Journal of banking & finance
34
The European journal of finance
34
Journal of risk and financial management : JRFM
30
Journal of forecasting
28
Journal of econometrics
27
Applied financial economics
23
Applied economics letters
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Review of quantitative finance and accounting
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of financial econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
International journal of economics and finance
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International journal of finance & economics : IJFE
15
Working paper
15
Cogent economics & finance
14
International Journal of Financial Studies : open access journal
14
International journal of economics and financial issues : IJEFI
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of risk
14
Discussion paper / Tinbergen Institute
13
Economics letters
13
Afro-Asian Journal of Finance and Accounting : AAJFA
12
Global finance journal
12
Quantitative finance
12
Risks : open access journal
12
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ECONIS (ZBW)
68
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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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