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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"
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Kapitaleinkommen
ARCH model
160
ARCH-Modell
160
Volatility
128
Volatilität
128
Capital income
62
Estimation
57
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57
Aktienmarkt
53
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Kang, Sang Hoon
3
Mensi, Walid
3
Diao, Xundi
2
Gupta, Rangan
2
Nonejad, Nima
2
Xuan Vinh Vo
2
Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Alañón Pardo, Ángel
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1
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Chou, Robin K.
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Chuang, Wen-i
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Chung, Chien-Ping
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Cohen, Michael
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Dean, Warren G.
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Demiralay, Sercan
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Do, A.
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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
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
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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
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Discussion paper / Tinbergen Institute
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Economics letters
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Global finance journal
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International Journal of Financial Studies : open access journal
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Global business review
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The journal of applied business research
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Theoretical economics letters
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ECONIS (ZBW)
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51
Correlations across Asia-Pacific bond markets and the impact of capital flow management measures
Pornpinun Chantapacdepong
;
Shim, Ilhyock
- In:
Pacific-Basin finance journal
34
(
2015
),
pp. 71-101
Persistent link: https://www.econbiz.de/10011535298
Saved in:
52
Non-linear volatility dynamics and risk management of precious metals
Demiralay, Sercan
;
Ulusoy, Veysel
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 183-202
Persistent link: https://www.econbiz.de/10010463518
Saved in:
53
Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates
Su, Jung-bin
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 1-39
Persistent link: https://www.econbiz.de/10010463599
Saved in:
54
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
55
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Saved in:
56
Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i
;
Huang, Teng-ching
;
Lin, Bing-huei
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
Saved in:
57
Decomposing US Stock Market Comovement into spillovers and common factors
Weber, Enzo
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 106-118
Persistent link: https://www.econbiz.de/10010364818
Saved in:
58
Is there a volatility effect in the Hong Kong stock market?
Nartea, Gilbert V.
;
Wu, Ji
- In:
Pacific-Basin finance journal
25
(
2013
),
pp. 119-135
Persistent link: https://www.econbiz.de/10010346752
Saved in:
59
Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
Saved in:
60
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il
;
Choi, Pilsun
;
Nam, Kiseok
;
Vahid, Farshid
- In:
Pacific-Basin finance journal
20
(
2012
)
2
,
pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
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