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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Anlageverhalten"
~subject:"Forecasting model"
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Zeitreihenanalyse
Anlageverhalten
Forecasting model
Estimation
199
Schätzung
199
Capital income
76
Kapitaleinkommen
76
Börsenkurs
54
Share price
54
Volatility
45
Volatilität
45
Estimation theory
44
Schätztheorie
44
Theorie
43
Theory
43
Prognoseverfahren
42
Aktienmarkt
38
Stock market
38
Time series analysis
32
China
25
Portfolio selection
25
Portfolio-Management
25
CAPM
23
Panel
21
Panel study
21
Behavioural finance
20
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Risiko
19
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19
Australia
17
Australien
17
Risikoprämie
17
Risk premium
17
ARCH model
16
ARCH-Modell
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Stochastic process
16
Stochastischer Prozess
16
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15
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78
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78
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78
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English
78
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Long, Huaigang
3
Chuang, Hui-Ching
2
Jawadi, Fredj
2
Jiang, Yuexiang
2
Lee, Deok-Hyeon
2
Liang, Chao
2
Min, Byoung-Kyu
2
Narayan, Paresh Kumar
2
Veiga, Helena
2
Westerlund, Joakim
2
Zaremba, Adam
2
Allen, David E.
1
Amado, Cristina
1
Ando, Tomohiro
1
Ang, Tze Chuan
1
Antoch, Jaromír
1
Asai, Manabu
1
Astill, Sam
1
Audrino, Francesco
1
Bahrami, Afsaneh
1
Bai, Hengyu
1
Bannigidadmath, Deepa
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bessec, Marie
1
Bohn Nielsen, Heino
1
Boulter, Terry
1
Bu, Ruijun
1
Cai, Yuzhi
1
Casini, Alessandro
1
Catania, Leopoldo
1
Chan, Joshua
1
Chao, Ching-Hsiang
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Cheema, Muhammad A.
1
Chen, Lifang
1
Chen, Tsung-Yu
1
Chen, Yi-Chi
1
Chen, Zhiyu
1
Chiah, Mardy
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Econometric reviews
Pacific-Basin finance journal
Finance research letters
147
Applied economics
116
Journal of econometrics
115
Economic modelling
110
International journal of forecasting
110
International review of economics & finance : IREF
92
Energy economics
83
The North American journal of economics and finance : a journal of financial economics studies
79
Discussion paper / Centre for Economic Policy Research
78
Journal of banking & finance
77
International review of financial analysis
73
Applied economics letters
72
Journal of empirical finance
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Economics letters
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of financial economics
50
Research in international business and finance
47
Journal of forecasting
42
Journal of economic dynamics & control
41
Discussion papers / CEPR
38
Journal of international financial markets, institutions & money
35
Journal of international money and finance
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
Computational economics
29
Working paper / National Bureau of Economic Research, Inc.
29
Quantitative finance
28
Management science : journal of the Institute for Operations Research and the Management Sciences
27
SpringerLink / Bücher
27
The European journal of finance
27
International journal of finance & economics : IJFE
26
Journal of financial econometrics
26
Journal of financial markets
25
Journal of macroeconomics
25
Journal of applied econometrics
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Review of quantitative finance and accounting
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ECONIS (ZBW)
78
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
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:
3
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
4
Profitability of technical trading rules in the Chinese stock market
Chuang, O-Chia
;
Chuang, Hui-Ching
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534566
Saved in:
5
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
6
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
Saved in:
7
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
8
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
9
Trade links and return predictability : the Australian evidence
Yu, Miao
;
Hu, Xiaolu
;
Zhong, Angel
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463756
Saved in:
10
Financial stress and returns predictability : fresh evidence from China
Xu, Yongan
;
Liang, Chao
;
Wang, Jianqiong
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463762
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