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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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ARCH model
Portfolio selection
Volatility
324
Volatilität
324
Börsenkurs
115
Share price
115
ARCH-Modell
101
Stock market
99
Aktienmarkt
98
Estimation
96
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96
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Kang, Sang Hoon
6
Mensi, Walid
6
Hammoudeh, Shawkat
5
Gupta, Rangan
4
McAleer, Michael
4
Wu, Xinyu
4
Chang, Chia-Lin
3
Qiao, Gaoxiu
3
Zhuang, Xintian
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Asai, Manabu
2
Jiang, Yong
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Kok Haur Ng
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Li, Weiping
2
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Nonejad, Nima
2
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Su, Xianfang
2
Ur Rehman, Mobeen
2
Xuan Vinh Vo
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1
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1
Alañón Pardo, Ángel
1
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1
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1
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Besarria, Cássio da Nóbrega
1
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1
Bouri, Elie
1
Brugal, Ivan
1
Candido, Osvaldo
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
233
Finance research letters
156
International review of financial analysis
126
Economic modelling
119
Applied economics
116
Journal of empirical finance
115
International review of economics & finance : IREF
104
Research in international business and finance
101
Journal of banking & finance
86
Journal of international financial markets, institutions & money
84
Journal of risk and financial management : JRFM
83
Journal of econometrics
75
International journal of forecasting
68
Applied financial economics
67
Journal of forecasting
60
Economics letters
57
Applied economics letters
56
International Journal of Energy Economics and Policy : IJEEP
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
International journal of finance & economics : IJFE
45
The European journal of finance
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
The journal of futures markets
40
Quantitative finance
37
Pacific-Basin finance journal
36
Cogent economics & finance
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
International journal of economics and financial issues : IJEFI
35
Journal of financial economics
34
International journal of economics and finance
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Journal of international money and finance
32
Review of quantitative finance and accounting
32
Journal of financial econometrics
30
Risks : open access journal
30
Investment management and financial innovations
29
The empirical economics letters : a monthly international journal of economics
29
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ECONIS (ZBW)
121
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1
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:
2
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
3
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:
4
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:
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
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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
How does economic policy uncertainty drive time-frequency connectedness across commodity and financial markets?
Wu, Hao
;
Zhu, Huiming
;
Huang, Fei
;
Mao, Weifang
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246897
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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