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~language:"eng"
~person:"McAleer, Michael"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Zhou, Guofu"
~subject:"ARCH-Modell"
~subject:"Capital income"
~type_genre:"Article in journal"
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ARCH-Modell
Capital income
Theorie
122
Theory
122
Volatility
104
Volatilität
104
Estimation
78
Schätzung
77
Kapitaleinkommen
74
Portfolio selection
62
Portfolio-Management
62
Welt
58
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58
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55
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54
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McAleer, Michael
Shahzad, Syed Jawad Hussain
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
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
Yin, Libo
30
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Finance research letters
9
Energy economics
7
Journal of financial economics
6
Journal of econometrics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The North American journal of economics and finance : a journal of financial economics studies
5
Econometric reviews
4
Econometrics : open access journal
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
Annals of economics and finance
3
Applied economics
3
Econometric theory
3
Journal of financial and quantitative analysis : JFQA
3
Economics letters
2
Emerging markets review
2
International journal of forecasting
2
Journal of financial markets
2
Journal of forecasting
2
Risks : open access journal
2
The energy 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
Accounting research journal
1
Annual review of financial economics
1
Applied financial economics
1
China finance review international
1
Computational economics
1
Economia : revista da ANPEC
1
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1
Economies : open access journal
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Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
Journal of applied econometrics
1
Journal of derivatives & hedge funds
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
119
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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
Systemic risk in the global energy sector : structure, determinants and portfolio management implications
Shahzad, Syed Jawad Hussain
;
Ferrer, Román
;
Bouri, Elie
- In:
The energy journal
44
(
2023
)
6
,
pp. 211-243
Persistent link: https://www.econbiz.de/10014449894
Saved in:
5
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:
6
Comparing the risk spillover from oil and gas to investment grade and high-yield bonds through optimal copulas
Rahman, Md Lutfur
;
Shahzad, Syed Jawad Hussain
;
Uddin, …
- In:
The energy journal
43
(
2022
)
1
,
pp. 215-239
Persistent link: https://www.econbiz.de/10013187659
Saved in:
7
Dependence dynamics of stock markets during COVID-19
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Shahzad, Syed Jawad Hussain
- In:
Emerging markets review
51
(
2022
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013418824
Saved in:
8
Dependence dynamics of US REITs
Ur Rehman, Mobeen
;
Shahzad, Syed Jawad Hussain
;
Ahmad, Nasir
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013411148
Saved in:
9
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:
10
A grey-based correlation with multi-scale analysis : S&P 500 VIX and individual VIXs of large US company stocks
Wang, Zhenkun
;
Bouri, Elie
;
Ferreira, Paulo
;
Shahzad, …
- In:
Finance research letters
48
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013459296
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