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subject:"Börsenkurs"
subject:"Financial analysis"
~accessRights:"restricted"
~person:"Caporale, Guglielmo Maria"
~person:"Timmermann, Allan"
~person:"Todorov, Viktor"
~person:"Zhu, Huiming"
~subject:"Aktienmarkt"
~subject:"Risk"
~subject:"Stock market"
~subject:"Theorie"
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Börsenkurs
Financial analysis
Aktienmarkt
Risk
Stock market
Theorie
Estimation
84
Schätzung
84
Volatility
39
Volatilität
39
Capital income
32
Kapitaleinkommen
32
Share price
24
Time series analysis
21
Zeitreihenanalyse
21
Theory
16
Forecasting model
15
Prognoseverfahren
15
China
14
Cointegration
13
Kointegration
13
Oil price
12
Regression analysis
12
Regressionsanalyse
12
Risiko
12
Ölpreis
12
Fractional integration
11
Stochastic process
11
Stochastischer Prozess
11
Welt
10
World
10
Risikoprämie
9
Risk premium
9
USA
9
United States
9
Business cycle
8
Crude oil
8
Economic policy uncertainty
8
Estimation theory
8
High-frequency data
8
Interest rate
8
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124
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43
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7
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42
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42
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7
Working Paper
7
Graue Literatur
6
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English
50
Author
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Caporale, Guglielmo Maria
Timmermann, Allan
Todorov, Viktor
Zhu, Huiming
Gupta, Rangan
82
Zaremba, Adam
33
Gil-Alaña, Luis A.
27
Balcilar, Mehmet
24
Marcellino, Massimiliano
23
Wohar, Mark E.
23
Ma, Feng
22
Tiwari, Aviral Kumar
22
Salisu, Afees A.
21
Narayan, Paresh Kumar
19
Serletis, Apostolos
19
Jawadi, Fredj
17
Pierdzioch, Christian
17
Bahmani-Oskooee, Mohsen
16
Lee, Chien-chiang
15
McMillan, David G.
15
Sehgal, Sanjay
15
Bouri, Elie
14
Demirer, Rıza
14
Ghysels, Eric
14
Zhang, Yaojie
14
Apergēs, Nikolaos
13
Chiang, Thomas C.
13
Kang, Sang Hoon
13
Shahzad, Syed Jawad Hussain
13
Wang, Yudong
13
Xuan Vinh Vo
13
Yoon, Seong-min
13
Kelly, Bryan T.
12
Yin, Libo
12
Forni, Mario
11
Hammoudeh, Shawkat
11
Kumbhakar, Subal
11
Lau, Chi Keung
11
Massa, Massimo
11
Shi, Yanlin
11
Bekiros, Stelios
10
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Journal of econometrics
9
Discussion paper / Centre for Economic Policy Research
5
Journal of financial economics
5
Applied economics
4
Discussion papers / CEPR
2
Energy economics
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirica : journal of european economics
1
Financial markets and portfolio management
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economics and finance
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Open economies review
1
Recent econometric techniques for macroeconomic and financial data
1
The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
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1
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Zhu, Huiming
;
Huang, Xi
;
Ye, Fangyu
;
Li, Shuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014491952
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
5
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
6
Time-frequency connectedness of policy uncertainty, geopolitical risk and Chinese commodity markets : evidence from rolling window analysis
Wu, Hao
;
Zhu, Huiming
;
Chen, Yiwen
;
Huang, Fei
- In:
Applied economics
55
(
2023
)
1
,
pp. 90-112
Persistent link: https://www.econbiz.de/10013494402
Saved in:
7
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
8
Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming
;
Wu, Hao
;
Ren, Ying-hua
;
Yu, Dongwei
- In:
Applied economics
54
(
2022
)
53
,
pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
Saved in:
9
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
10
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
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