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~subject:"Kapitaleinkommen"
~subject:"Risk measure"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Kapitaleinkommen
Risk measure
ARCH model
123
ARCH-Modell
123
Volatility
101
Volatilität
101
Capital income
46
Estimation
44
Schätzung
44
Börsenkurs
40
Share price
40
Forecasting model
38
Prognoseverfahren
38
Aktienmarkt
33
Stock market
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Spillover effect
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Spillover-Effekt
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Risikomaß
25
Time series analysis
21
Zeitreihenanalyse
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GARCH
20
Theorie
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Welt
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World
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Portfolio selection
16
Portfolio-Management
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13
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Oil price
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Ölpreis
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Option pricing theory
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Optionspreistheorie
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Kang, Sang Hoon
5
Mensi, Walid
5
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Nonejad, Nima
2
Powell, Robert
2
Xuan Vinh Vo
2
Al Rababa'a, Abdel Razzaq
1
Alañón Pardo, Ángel
1
Allen, David E.
1
Alves, Isabel Fraga
1
Arellano, Miguel Ataurima
1
Asai, Manabu
1
Aslan, Aylin
1
Azibi, Jamel
1
Brugal, Ivan
1
Cabello, Alejandra
1
Candido, Osvaldo
1
Chan, Jennifer So Kuen
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, Fei
1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of empirical finance
69
Finance research letters
67
Energy economics
61
International review of financial analysis
55
Economic modelling
50
International journal of forecasting
50
Journal of banking & finance
49
Applied economics
48
International review of economics & finance : IREF
46
Research in international business and finance
44
Journal of international financial markets, institutions & money
40
Journal of forecasting
38
Journal of risk and financial management : JRFM
38
Journal of econometrics
31
The European journal of finance
31
Applied economics letters
27
Journal of risk
27
Applied financial economics
25
Review of quantitative finance and accounting
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
International journal of economics and financial issues : IJEFI
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of financial econometrics
20
Pacific-Basin finance journal
20
Working papers
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
International journal of economics and finance
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Discussion paper / Tinbergen Institute
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Working paper
16
International journal of finance & economics : IJFE
15
Risks : open access journal
15
The journal of risk model validation
15
Afro-Asian Journal of Finance and Accounting : AAJFA
14
Cogent economics & finance
14
Econometric Institute research papers
14
International Journal of Financial Studies : open access journal
14
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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
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
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9
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:
10
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
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