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~isPartOf:"Applied economics"
~subject:"ARCH-Modell"
~subject:"Capital income"
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ARCH-Modell
Capital income
Theorie
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Blazsek, Szabolcs
3
Bollen, Bernard
2
Bonaparte, Yosef
2
Fabozzi, Frank J.
2
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2
Li, Jinfang
2
Wang, Yi-Hsien
2
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1
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Applied economics
NBER working paper series
199
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Journal of banking & finance
155
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155
Journal of empirical finance
148
Journal of financial economics
124
Finance research letters
122
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101
International review of financial analysis
90
The journal of finance : the journal of the American Finance Association
87
Economics letters
85
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80
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77
The European journal of finance
77
International journal of forecasting
75
International review of economics & finance : IREF
73
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68
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67
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60
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55
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55
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53
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50
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48
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48
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31
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra
;
Barai, Parama
;
Rajib, Prabina
- In:
Applied economics
50
(
2018
)
23
,
pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
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32
Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
33
Modelling exchange rate volatility with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
Saved in:
34
Trend shifts in the forward premium and the predictability of excess returns in currency markets
Cho, Dooyeon
;
Chun, Sungju
- In:
Applied economics
49
(
2017
)
18
,
pp. 1821-1832
Persistent link: https://www.econbiz.de/10011815429
Saved in:
35
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
36
The cross-section and time-series effects of individual stock sentiment on stock prices
Li, Jinfang
;
Yang, Chunpeng
- In:
Applied economics
49
(
2017
)
47
,
pp. 4806-4815
Persistent link: https://www.econbiz.de/10011844801
Saved in:
37
Forecasting volatility in the Indian equity market using return and range-based models
Raju, Karthik
;
Rangaswamy, Saravanan
- In:
Applied economics
49
(
2017
)
49
,
pp. 5027-5039
Persistent link: https://www.econbiz.de/10011844848
Saved in:
38
Growth and value hybrid valuation model based on mean reversion
Yeh, I-Cheng
;
Lien, Che-hui
- In:
Applied economics
49
(
2017
)
50
,
pp. 5092-5116
Persistent link: https://www.econbiz.de/10011844893
Saved in:
39
Stock returns and interest rates in China : the prequential approach
Fang, Lu
;
Bessler, David A.
- In:
Applied economics
49
(
2017
)
53
,
pp. 5412-5425
Persistent link: https://www.econbiz.de/10011845154
Saved in:
40
Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
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