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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:"United States"
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Kapitaleinkommen
Risk measure
United States
ARCH model
123
ARCH-Modell
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Volatility
101
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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
Hamori, Shigeyuki
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Nonejad, Nima
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Powell, Robert
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Tian, Shuairu
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Xuan Vinh Vo
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Do, A.
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1
Ferrer, Román
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1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of empirical finance
80
Energy economics
72
Finance research letters
71
International review of financial analysis
64
Economic modelling
63
Applied economics
61
Journal of banking & finance
58
International journal of forecasting
52
International review of economics & finance : IREF
51
Journal of international financial markets, institutions & money
51
Research in international business and finance
49
Journal of risk and financial management : JRFM
42
Journal of forecasting
39
Journal of econometrics
36
Applied financial economics
35
The journal of futures markets
35
The European journal of finance
34
Applied economics letters
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
30
Journal of risk
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Discussion paper / Tinbergen Institute
25
Economics letters
25
Review of quantitative finance and accounting
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of economics and financial issues : IJEFI
23
Pacific-Basin finance journal
23
Econometric Institute research papers
22
International journal of economics and finance
22
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
Working paper
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Journal of financial econometrics
20
Working papers
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Global finance journal
17
Cogent economics & finance
16
Journal of multinational financial management
16
International Journal of Energy Economics and Policy : IJEEP
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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
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:
4
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:
5
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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6
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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7
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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8
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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9
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
Saved in:
10
Return and volatility spillovers across the Western and MENA countries
Habibi, Hamidreza
;
Mohammadi, Hassan
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449121
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