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accessRights:"restricted"
subject:"Capital income"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Pacific-Basin finance journal"
~subject:"ARCH model"
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Capital income
ARCH model
Estimation
235
Schätzung
235
Kapitaleinkommen
91
Börsenkurs
73
Share price
73
Volatility
60
Volatilität
60
Aktienmarkt
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Forecasting model
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Article
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101
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Gupta, Rangan
4
Chiah, Mardy
3
Long, Huaigang
3
Zhong, Angel
3
Ang, Tze Chuan
2
Cheema, Muhammad A.
2
Chuang, Hui-Ching
2
Hammoudeh, Shawkat
2
Jiang, Yuexiang
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Ko, Kuan-Cheng
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Lee, Deok-Hyeon
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2
Liang, Chao
2
Lin, Chaonan
2
Ma, Feng
2
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2
Narayan, Paresh Kumar
2
Salisu, Afees A.
2
Yang, Chunpeng
2
Yang, Nien-Tzu
2
Zaremba, Adam
2
Zhang, Yaojie
2
Zhu, Jie
2
Zhu, Xiaoneng
2
Acquah, Benjamin K.
1
Alonso-Conde, Ana Belén
1
Areola Hernandez, Jose
1
Asai, Manabu
1
Azimli, Asil
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1
Bathia, Deven
1
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1
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1
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1
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1
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International journal of finance & economics : IJFE
Pacific-Basin finance journal
Finance research letters
178
International review of economics & finance : IREF
115
International review of financial analysis
114
The North American journal of economics and finance : a journal of financial economics studies
97
Applied economics
96
Journal of banking & finance
89
Journal of empirical finance
88
Economic modelling
84
Journal of financial economics
80
Energy economics
79
Research in international business and finance
67
Journal of international financial markets, institutions & money
62
Applied economics letters
57
Journal of econometrics
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Review of quantitative finance and accounting
42
Journal of international money and finance
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Economics letters
35
International journal of forecasting
35
The European journal of finance
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Journal of financial markets
32
Emerging markets, finance and trade : EMFT
28
International journal of economics and finance
28
Discussion papers / CEPR
26
Journal of financial econometrics
25
Quantitative finance
25
Discussion paper / Centre for Economic Policy Research
22
Working paper / National Bureau of Economic Research, Inc.
22
Theoretical economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
International journal of emerging markets
18
Journal of economic dynamics & control
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of risk
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
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ECONIS (ZBW)
101
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
3
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
4
Investor trading behavior and asset prices : evidence from quantile regression analysis
Zhou, Liyun
;
Lin, Weinan
;
Yang, Chunpeng
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1722-1744
Persistent link: https://www.econbiz.de/10014533320
Saved in:
5
New Zealand long-term equity returns and their determinants
Ma, Rui
;
Marshall, Ben R.
;
Nguyen, Nhut
; …
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014575304
Saved in:
6
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
7
Profitability of technical trading rules in the Chinese stock market
Chuang, O-Chia
;
Chuang, Hui-Ching
;
Wang, Zixuan
;
Xu, Jin
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534566
Saved in:
8
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
9
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
10
Can convertible bond trading predict stock returns? : evidence from China
Chen, Zhiyu
;
Xu, Yun
;
Wang, Yu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463165
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