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~subject:"Kapitaleinkommen"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Kapitaleinkommen
ARCH model
123
ARCH-Modell
123
Volatility
101
Volatilität
101
Capital income
46
Estimation
44
Schätzung
44
Börsenkurs
40
Share price
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Forecasting model
38
Prognoseverfahren
38
Aktienmarkt
33
Stock market
33
Spillover effect
32
Spillover-Effekt
32
Risikomaß
25
Risk measure
25
Time series analysis
21
Zeitreihenanalyse
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GARCH
20
Theorie
20
Theory
20
Welt
19
World
19
Portfolio selection
16
Portfolio-Management
16
Aktienindex
15
Stock index
15
China
13
Exchange rate
12
Oil price
12
Wechselkurs
12
Ölpreis
12
Option pricing theory
11
Optionspreistheorie
11
USA
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United States
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10
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English
46
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Kang, Sang Hoon
3
Mensi, Walid
3
Gupta, Rangan
2
Nonejad, Nima
2
Xuan Vinh Vo
2
Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alañón Pardo, Ángel
1
Arellano, Miguel Ataurima
1
Asai, Manabu
1
Aslan, Aylin
1
Azibi, Jamel
1
Brugal, Ivan
1
Candido, Osvaldo
1
Chang, Chia-Lin
1
Chen, Zan
1
Cheng, Hung-Wen
1
Chuang, Wen-i
1
Dai, Zhifeng
1
Demiralay, Sercan
1
Demirer, Rıza
1
Denault, Michel
1
Ding, Xiaoyi
1
Do, A.
1
Díaz-Mendoza, Ana-Carmen
1
Ferrer, Román
1
Gao, Tianqing
1
Gao, Yang
1
Gao, Zhenbin
1
Gillas, Konstantinos Gkillas
1
González Sánchez, Mariano
1
Guillén, Montserrat
1
Guo, Shuxin
1
Haas, Markus
1
Habibi, Hamidreza
1
Hamori, Shigeyuki
1
Hasim, Haslifah Mohamad
1
Horpestad, Jone B.
1
Horváth, Roman
1
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
53
Journal of empirical finance
49
International review of financial analysis
47
Energy economics
41
International review of economics & finance : IREF
41
Research in international business and finance
38
Journal of international financial markets, institutions & money
35
International journal of forecasting
34
Economic modelling
33
Applied economics
31
Journal of banking & finance
30
Journal of forecasting
28
Journal of risk and financial management : JRFM
27
The European journal of finance
26
Journal of econometrics
25
Applied economics letters
22
Applied financial economics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Review of quantitative finance and accounting
17
International journal of economics and finance
16
Journal of financial econometrics
16
Pacific-Basin finance journal
16
International journal of finance & economics : IJFE
15
Working paper
15
Cogent economics & finance
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of economics and financial issues : IJEFI
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Afro-Asian Journal of Finance and Accounting : AAJFA
12
Discussion paper / Tinbergen Institute
12
Economics letters
12
Global finance journal
12
International Journal of Financial Studies : open access journal
12
Global business review
11
The journal of applied business research
11
Theoretical economics letters
11
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ECONIS (ZBW)
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1
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
8
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:
9
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
Saved in:
10
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
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