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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"
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Börsenkurs
Financial analysis
Aktienmarkt
Risk
Stock market
Estimation
84
Schätzung
84
Volatility
39
Volatilität
39
Capital income
32
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32
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24
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Caporale, Guglielmo Maria
Timmermann, Allan
Todorov, Viktor
Zhu, Huiming
Gupta, Rangan
73
Zaremba, Adam
33
Balcilar, Mehmet
24
Wohar, Mark E.
22
Ma, Feng
20
Salisu, Afees A.
19
Tiwari, Aviral Kumar
19
Jawadi, Fredj
15
McMillan, David G.
15
Narayan, Paresh Kumar
15
Sehgal, Sanjay
15
Gil-Alaña, Luis A.
14
Pierdzioch, Christian
14
Bouri, Elie
13
Demirer, Rıza
13
Chiang, Thomas C.
12
Kang, Sang Hoon
12
Lee, Chien-chiang
12
Xuan Vinh Vo
12
Zhang, Yaojie
12
Yin, Libo
11
Yoon, Seong-min
11
Cakici, Nusret
10
Ghysels, Eric
10
Kelly, Bryan T.
10
Lau, Chi Keung
10
Long, Huaigang
10
Shahzad, Syed Jawad Hussain
10
Wang, Yudong
10
Bali, Turan G.
9
Bollerslev, Tim
9
Dai, Zhifeng
9
Gozgor, Giray
9
Hammoudeh, Shawkat
9
Lettau, Martin
9
Li, Bin
9
Mensi, Walid
9
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Journal of econometrics
7
Journal of financial economics
5
Applied economics
4
Discussion paper / Centre for Economic Policy Research
3
Discussion papers / CEPR
2
Energy economics
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
Finance research letters
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ECONIS (ZBW)
40
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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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
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