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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Energy economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"ARCH model"
~type:"article"
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Kapitaleinkommen
ARCH model
Estimation
947
Schätzung
947
Theorie
261
Theory
261
Volatility
244
Volatilität
244
USA
206
United States
206
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Ma, Feng
6
Bouri, Elie
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Wang, Yudong
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Yoon, Seong-min
4
Nelson, Charles R.
3
Park, Sung Y.
3
Wu, Chongfeng
3
Xu, Yahua
3
Zaremba, Adam
3
Billio, Monica
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Brennan, Michael J.
2
Cenesizoglu, Tolga
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Chevallier, Julien
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Christiansen, Charlotte
2
Conrad, Christian
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Dimpfl, Thomas
2
Dutta, Anupam
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Guo, Yawei
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Hur, Jungshik
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Karanasos, Menelaos
2
Karathanasopoulos, Andreas
2
Kim, Chang-Jin
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Kim, Jae H.
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Li, Chen
2
Liu, Li
2
Liu, Xiaochun
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Lu, Xinjie
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Maio, Paulo
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Malik, Farooq
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Martens, Martin
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Min, Byoung-Kyu
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Nonejad, Nima
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Rahman, Md Lutfur
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Salvador, Enrique
2
Shamsuddin, Abul
2
Thai-Ha Le
2
Timmermann, Allan
2
Tiwari, Aviral Kumar
2
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Energy economics
Journal of empirical finance
The journal of finance : the journal of the American Finance Association
Finance research letters
184
International review of financial analysis
157
Journal of banking & finance
151
International review of economics & finance : IREF
150
Applied economics
143
Journal of financial economics
128
Economic modelling
117
The North American journal of economics and finance : a journal of financial economics studies
111
Applied economics letters
108
Applied financial economics
108
Journal of international financial markets, institutions & money
97
Research in international business and finance
84
Pacific-Basin finance journal
77
Journal of econometrics
74
The European journal of finance
73
Review of quantitative finance and accounting
68
Journal of international money and finance
62
Journal of risk and financial management : JRFM
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Economics letters
56
International journal of finance & economics : IJFE
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Management science : journal of the Institute for Operations Research and the Management Sciences
53
International journal of economics and finance
51
International journal of economics and financial issues : IJEFI
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
International journal of forecasting
42
Cogent economics & finance
41
Journal of financial markets
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
The journal of futures markets
37
Journal of forecasting
36
Investment management and financial innovations
35
Journal of financial and quantitative analysis : JFQA
33
Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
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1
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
2
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
3
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
4
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
5
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
6
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
7
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
8
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
Saved in:
9
Technology spillover, corporate investment, and stock returns
Hsu, Yen-Ju
;
Yanzhi, Wang
- In:
Journal of empirical finance
73
(
2023
),
pp. 238-250
Persistent link: https://www.econbiz.de/10014477016
Saved in:
10
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
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