//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~person:"Zhou, Guofu"
~subject:"ARCH-Modell"
~subject:"Capital income"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Capital income
Theorie
196
Theory
196
Portfolio selection
124
Portfolio-Management
124
Volatility
104
Volatilität
104
USA
75
United States
75
Kapitaleinkommen
72
Estimation
71
Schätzung
70
ARCH model
62
Forecasting model
62
Prognoseverfahren
62
Stochastic process
57
Stochastischer Prozess
57
CAPM
53
Estimation theory
47
Schätztheorie
47
Börsenkurs
45
Share price
45
Time series analysis
44
Zeitreihenanalyse
44
Option pricing theory
41
Optionspreistheorie
41
Welt
41
World
41
Risikomaß
38
Risk measure
38
Risk management
35
Risikomanagement
33
Risikoprämie
32
Risk premium
32
Statistical distribution
27
Statistische Verteilung
27
Derivat
26
Derivative
26
Risk
23
more ...
less ...
Online availability
All
Undetermined
45
Free
11
Type of publication
All
Article
124
Type of publication (narrower categories)
All
Article in journal
Working Paper
164
Arbeitspapier
159
Graue Literatur
157
Non-commercial literature
157
Aufsatz in Zeitschrift
124
Aufsatz im Buch
9
Book section
9
Systematic review
2
Übersichtsarbeit
2
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
Author
All
Fabozzi, Frank J.
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
Brooks, Robert
42
Caporale, Guglielmo Maria
42
Demirer, Rıza
41
Xuan Vinh Vo
40
Sehgal, Sanjay
39
Chiang, Thomas C.
37
Kumar, Dilip
37
Fletcher, Jonathan
36
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
more ...
less ...
Published in...
All
Journal of financial economics
6
Econometric reviews
5
Journal of econometrics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Annals of economics and finance
4
Applied financial economics
4
Econometrics : open access journal
4
Energy economics
4
Journal of banking & finance
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
The journal of portfolio management : a publication of Institutional Investor
4
Applied economics
3
Computational economics
3
Econometric theory
3
Finance research letters
3
International review of economics & finance : IREF
3
Journal of financial and quantitative analysis : JFQA
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of finance : the journal of the American Finance Association
3
Economics letters
2
International journal of forecasting
2
International review of financial analysis
2
Journal of financial markets
2
Journal of forecasting
2
Risks : open access journal
2
The journal of fixed income
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
Annual review of financial economics
1
Applied economics letters
1
China finance review international
1
Economia : revista da ANPEC
1
Economies : open access journal
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European financial management : the journal of the European Financial Management Association
1
International Journal of Financial Studies : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
124
Showing
1
-
10
of
124
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
5
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:
6
Finding value using momentum
Pani, Bijon
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 264-283
Persistent link: https://www.econbiz.de/10012802503
Saved in:
7
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
8
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:
9
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
Saved in:
10
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->