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~language:"eng"
~person:"Brooks, Robert"
~person:"McAleer, Michael"
~person:"Zhou, Guofu"
~subject:"ARCH-Modell"
~subject:"Capital income"
~type_genre:"Article in journal"
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ARCH-Modell
Capital income
Theorie
151
Theory
151
Volatility
109
Volatilität
109
Estimation
86
Schätzung
85
Kapitaleinkommen
82
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66
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Brooks, Robert
McAleer, Michael
Zhou, Guofu
Gupta, Rangan
142
Zaremba, Adam
94
McMillan, David G.
90
Ma, Feng
83
Narayan, Paresh Kumar
65
Wohar, Mark E.
64
Bouri, Elie
63
Tiwari, Aviral Kumar
54
Wang, Yudong
51
Faff, Robert W.
50
Bali, Turan G.
48
Hammoudeh, Shawkat
48
Nguyen, Duc Khuong
46
Zhang, Yaojie
45
Cakici, Nusret
43
Caporale, Guglielmo Maria
42
Demirer, Rıza
41
Xuan Vinh Vo
40
Sehgal, Sanjay
39
Chiang, Thomas C.
37
Kumar, Dilip
37
Fletcher, Jonathan
36
Fabozzi, Frank J.
35
Kang, Sang Hoon
35
Pierdzioch, Christian
35
Zhang, Wei
35
Balcilar, Mehmet
34
Gil-Alaña, Luis A.
32
Liang, Chao
32
Titman, Sheridan
32
Bollerslev, Tim
31
Brooks, Chris
31
Yoon, Seong-min
31
Apergēs, Nikolaos
30
Lucey, Brian M.
30
Shahzad, Syed Jawad Hussain
30
Yin, Libo
30
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International review of economics & finance : IREF
7
Energy economics
6
Journal of financial economics
6
Applied financial economics
5
Journal of econometrics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
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4
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4
International review of financial analysis
4
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4
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4
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
Risks : open access journal
2
The journal of finance : the journal of the American Finance Association
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of financial studies
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Annual review of financial economics
1
Applied economics
1
Australian journal of management
1
China finance review international
1
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1
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1
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1
Economies : open access journal
1
Emerging markets, finance and trade : EMFT
1
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International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
131
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1
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
2
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
3
Employee sentiment and stock returns
Chen, Jian
;
Tang, Guohao
;
Yao, Jiaquan
;
Zhou, Guofu
- In:
Journal of economic dynamics & control
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014285101
Saved in:
4
ESG and firm performance : the role of size and media channels
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Economic modelling
121
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014384536
Saved in:
5
The nexus between oil and airline stock returns : does time frequency matter?
Asadi, Mehrad
;
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
; …
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437120
Saved in:
6
Asymmetric effect of FEARS sentiment on stock returns : short-sale constraints, limits to arbitrage, and behavioural biases
Goel, Garima
;
Dash, Saumya Ranjan
;
Brooks, Robert
; …
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
11
,
pp. 3119-3135
Persistent link: https://www.econbiz.de/10013355046
Saved in:
7
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
8
Expected return, volume, and mispricing
Han, Yufeng
;
Huang, Dashan
;
Huang, Dayong
;
Zhou, Guofu
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1295-1315
Persistent link: https://www.econbiz.de/10013402177
Saved in:
9
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
10
Predictive information in corporate bond yields
Guo, Xu
;
Lin, Hai
;
Wu, Chunchi
;
Zhou, Guofu
- In:
Journal of financial markets
59
(
2022
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013346711
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