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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of economics and finance"
~subject:"Capital income"
~subject:"Korrelation"
~subject:"World"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Capital income
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Chen, Yi-ting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics letters
International journal of economics and finance
Energy economics
125
Finance research letters
91
Research in international business and finance
70
International review of financial analysis
67
Journal of empirical finance
65
International review of economics & finance : IREF
62
The North American journal of economics and finance : a journal of financial economics studies
62
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59
Applied economics
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Journal of international financial markets, institutions & money
54
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of finance & economics : IJFE
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Journal of financial econometrics
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Review of quantitative finance and accounting
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Pacific-Basin finance journal
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Econometric Institute research papers
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International journal of economics and financial issues : IJEFI
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International Journal of Financial Studies : open access journal
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The journal of futures markets
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ECONIS (ZBW)
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1
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
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2
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
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3
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
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4
Integration of financial markets during COVID-19 : a dynamic correlation analysis on Euronext
Espinosa Méndez, Christian
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 264-268
Persistent link: https://www.econbiz.de/10013553137
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5
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
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6
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
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7
Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh
;
Chiu, Chien-Liang
;
Chang, Tsangyao
- In:
Applied economics letters
28
(
2021
)
16
,
pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680
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8
Corona, crisis and conditional heteroscedasticity
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics letters
28
(
2021
)
9
,
pp. 755-759
Persistent link: https://www.econbiz.de/10012501608
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9
Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
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10
The information content of Chinese volatility index for volatility forecasting
Li, Zhe
;
Zhang, Wei-guo
;
Zhang, Yue
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 365-372
Persistent link: https://www.econbiz.de/10012484999
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