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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Kapitaleinkommen"
~subject:"Spillover-Effekt"
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Search: subject:"conditional heteroskedasticity"
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Kapitaleinkommen
Spillover-Effekt
ARCH model
177
ARCH-Modell
177
Volatility
139
Volatilität
139
Capital income
64
Estimation
63
Schätzung
63
Börsenkurs
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Aktienmarkt
55
Stock market
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Spillover effect
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GARCH
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Mensi, Walid
5
Kang, Sang Hoon
4
Gupta, Rangan
3
McAleer, Michael
3
Xuan Vinh Vo
3
Al-Yahyaee, Khamis Hamed
2
Chang, Chia-Lin
2
Hammoudeh, Shawkat
2
Hamori, Shigeyuki
2
Mohammadi, Hassan
2
Nonejad, Nima
2
Tian, Shuairu
2
Tiwari, Aviral Kumar
2
Ur Rehman, Mobeen
2
Wu, Xinyu
2
Zhuang, Xintian
2
Ahmed, Mohamed S.
1
Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
1
Alañón Pardo, Ángel
1
Arellano, Miguel Ataurima
1
Asai, Manabu
1
Aslan, Aylin
1
Awartani, Basel
1
Azibi, Jamel
1
Besarria, Cássio da Nóbrega
1
Bohl, Martin T.
1
Bonga-Bonga, Lumengo
1
Boughrara, Adel
1
Bourdeau-Brien, Michael
1
Bouri, Elie
1
Brugal, Ivan
1
Candido, Osvaldo
1
Carnero, M. Angeles
1
Chaiechi, Taha
1
Chang, Kuang-Liang
1
Chen, Zan
1
Cheng, Hung-Wen
1
Chuang, Wen-i
1
Cuñado Eizaguirre, Juncal
1
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The North American journal of economics and finance : a journal of financial economics studies
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
85
Finance research letters
77
International review of financial analysis
67
Research in international business and finance
61
Economic modelling
58
International review of economics & finance : IREF
56
Journal of empirical finance
50
Journal of international financial markets, institutions & money
45
Applied economics
41
Journal of banking & finance
36
International journal of forecasting
35
Journal of risk and financial management : JRFM
32
The European journal of finance
29
Applied economics letters
28
Journal of forecasting
28
Journal of econometrics
27
Applied financial economics
25
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
24
Discussion paper / Tinbergen Institute
22
Cogent economics & finance
21
Pacific-Basin finance journal
21
International journal of economics and finance
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Working paper
19
Econometric Institute research papers
18
Economics letters
18
International journal of economics and financial issues : IJEFI
18
International journal of finance & economics : IJFE
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Global business review
17
International Journal of Energy Economics and Policy : IJEEP
17
International Journal of Financial Studies : open access journal
17
Review of quantitative finance and accounting
17
Financial innovation : FIN
14
Global finance journal
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
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ECONIS (ZBW)
93
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1
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
2
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
3
Skewness in energy returns : estimation, testing and implications for tail risk
Carnero, M. Angeles
;
León, Angel
;
Ñíguez, Trino-Manuel
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 178-189
Persistent link: https://www.econbiz.de/10014431948
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
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
7
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:
8
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:
9
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:
10
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
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