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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Kapitaleinkommen"
~subject:"Risk measure"
~subject:"Stock market"
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Kapitaleinkommen
Risk measure
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ARCH model
123
ARCH-Modell
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101
Volatilität
101
Capital income
46
Estimation
44
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Kang, Sang Hoon
5
Mensi, Walid
5
Gupta, Rangan
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Hammoudeh, Shawkat
2
Jiang, Yong
2
Lin, Ling
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Liu, Fang
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Nonejad, Nima
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Powell, Robert
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Su, Xianfang
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Xuan Vinh Vo
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Zhuang, Xintian
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Asai, Manabu
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Chan, Jennifer So Kuen
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Demirer, Rıza
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Do, A.
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
91
Energy economics
84
International review of financial analysis
78
Journal of empirical finance
76
Applied economics
74
Economic modelling
74
Research in international business and finance
73
International review of economics & finance : IREF
72
Journal of international financial markets, institutions & money
62
Journal of banking & finance
60
International journal of forecasting
54
Journal of risk and financial management : JRFM
51
Journal of forecasting
45
Applied financial economics
41
Applied economics letters
40
The European journal of finance
37
Journal of econometrics
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
International journal of economics and financial issues : IJEFI
27
Journal of risk
27
Pacific-Basin finance journal
27
International journal of economics and finance
26
Review of quantitative finance and accounting
26
International journal of finance & economics : IJFE
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Working papers
22
Cogent economics & finance
21
Journal of financial econometrics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Working paper
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International Journal of Energy Economics and Policy : IJEEP
19
Discussion paper / Tinbergen Institute
18
International Journal of Financial Studies : open access journal
18
Journal of international money and finance
18
The journal of applied business research
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ECONIS (ZBW)
72
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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
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2
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:
3
Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic
Caiado, Jorge
;
Lúcio, Francisco
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485321
Saved in:
4
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:
5
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
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6
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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7
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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8
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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9
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
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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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