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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:"Share price"
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Search: subject:"conditional heteroskedasticity"
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Kapitaleinkommen
Share price
ARCH model
160
ARCH-Modell
160
Volatility
128
Volatilität
128
Capital income
62
Estimation
57
Schätzung
57
Aktienmarkt
53
Stock market
53
Börsenkurs
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Forecasting model
49
Prognoseverfahren
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Spillover effect
40
Spillover-Effekt
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32
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China
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Welt
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18
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87
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Kang, Sang Hoon
4
Mensi, Walid
4
Gupta, Rangan
3
Wu, Xinyu
3
Xuan Vinh Vo
3
Diao, Xundi
2
Ho, Kin-Yip
2
Liu, Fang
2
Nonejad, Nima
2
Qiao, Gaoxiu
2
Shi, Yanlin
2
Zhang, Yaojie
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
Asai, Manabu
1
Aslan, Aylin
1
Auer, Benjamin R.
1
Azibi, Jamel
1
Balcilar, Mehmet
1
Ben Aïssa, Mohamed Safouane
1
Boulter, Terry
1
Brugal, Ivan
1
Candido, Osvaldo
1
Chang, Chia-Lin
1
Chang, Hao Wen
1
Chang, Hui-Wen
1
Chang, Tsangyao
1
Chen, Yajiao
1
Chen, Zan
1
Cheng, Hang
1
Cheng, Hung-Wen
1
Choe, Kwang-il
1
Choi, Pilsun
1
Chou, Robin K.
1
Chuang, Wen-i
1
Chung, Chien-Ping
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
79
Energy economics
68
International review of economics & finance : IREF
68
Journal of empirical finance
67
International review of financial analysis
65
Research in international business and finance
63
Applied economics
60
Journal of international financial markets, institutions & money
54
Economic modelling
52
Journal of risk and financial management : JRFM
47
Journal of econometrics
40
International journal of forecasting
39
Journal of banking & finance
39
Journal of forecasting
34
Applied economics letters
32
The European journal of finance
32
Applied financial economics
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
Economics letters
23
International Journal of Energy Economics and Policy : IJEEP
23
Discussion paper / Tinbergen Institute
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
International journal of economics and finance
21
Journal of financial econometrics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Working paper
20
Cogent economics & finance
19
International Journal of Financial Studies : open access journal
19
International journal of economics and financial issues : IJEFI
19
International journal of finance & economics : IJFE
19
Review of quantitative finance and accounting
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Global business review
16
Afro-Asian Journal of Finance and Accounting : AAJFA
15
Emerging markets, finance and trade : EMFT
15
Global finance journal
15
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ECONIS (ZBW)
87
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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