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~language:"eng"
~person:"McAleer, Michael"
~person:"Zhou, Guofu"
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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ARCH-Modell
Capital income
Portfolio-Management
Theorie
114
Theory
114
Volatility
77
Volatilität
77
Estimation
51
Schätzung
50
ARCH model
49
Kapitaleinkommen
48
Portfolio selection
48
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47
Prognoseverfahren
47
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41
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41
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39
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McAleer, Michael
Zhou, Guofu
Gupta, Rangan
148
Fabozzi, Frank J.
104
Zaremba, Adam
96
McMillan, David G.
92
Ma, Feng
83
Bouri, Elie
74
Faff, Robert W.
70
Tiwari, Aviral Kumar
70
Wohar, Mark E.
68
Hammoudeh, Shawkat
67
Narayan, Paresh Kumar
67
Wong, Wing Keung
61
Nguyen, Duc Khuong
56
Brooks, Robert
55
Kang, Sang Hoon
55
Wang, Yudong
53
Xuan Vinh Vo
53
Bali, Turan G.
51
Satchell, Stephen
51
Demirer, Rıza
45
Zhang, Yaojie
45
Cakici, Nusret
44
Guidolin, Massimo
44
Caporale, Guglielmo Maria
42
Yoon, Seong-min
41
Fletcher, Jonathan
40
Lien, Da-hsiang Donald
40
Mensi, Walid
40
Ur Rehman, Mobeen
40
Sehgal, Sanjay
39
Titman, Sheridan
39
Zhang, Wei
39
Chiang, Thomas C.
38
Hassan, M. Kabir
38
Kumar, Dilip
38
Lucey, Brian M.
38
Shahzad, Syed Jawad Hussain
38
Auer, Benjamin R.
37
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Journal of financial economics
9
Journal of economic surveys
7
International review of economics & finance : IREF
5
Journal of econometrics
5
Journal of forecasting
5
Journal of risk and financial management : JRFM
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
The journal of portfolio management : a publication of Institutional Investor
5
Econometric reviews
4
Econometrics : open access journal
4
Energy economics
4
Journal of financial and quantitative analysis : JFQA
4
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3
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3
The journal of finance : the journal of the American Finance Association
3
Annual review of financial economics
2
Applied economics
2
Economics letters
2
Finance research letters
2
International journal of forecasting
2
Journal of financial markets
2
Risks : open access journal
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
Annals of financial economics
1
Annals of operations research
1
Applied financial economics
1
China finance review international
1
Computational economics
1
Economia : revista da ANPEC
1
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1
Financial analysts' journal : FAJ
1
International Journal of Financial Studies : open access journal
1
International Journal of Portfolio Analysis and Management
1
Japan and the world economy : international journal of theory and policy
1
Journal of applied econometrics
1
Journal of derivatives & hedge funds
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
117
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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
Anomalies and the expected market return
Xi, Dong
;
Li, Yan
;
Rapach, David E.
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
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
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:
7
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:
8
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:
9
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:
10
Asset investment diversification, bankruptcy risk and the mediating role of business diversification
Vu Huu Thanh
;
Nguyen Minh Ha
;
McAleer, Michael
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012650173
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