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subject:"Capital income"
~isPartOf:"Journal of risk"
~person:"Amidu, Mohammed"
~person:"Feng, Yiyun"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
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Capital income
ARCH model
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Aktienmarkt
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Stock market
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conditional distribution
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Amidu, Mohammed
Feng, Yiyun
Gupta, Rangan
McAleer, Michael
Aharon, David Yechiam
1
Auer, Benjamin R.
1
Babbs, Simon H.
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Balbás de la Corte, Alejandro
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Peterson, Brian
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Qiao, Xiao
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Journal of risk
Department of Economics working paper series
16
The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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International review of economics & finance : IREF
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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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Discussion paper / Tinbergen Institute
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Econometric Institute research papers
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Economic modelling
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International journal of finance & economics : IJFE
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The European journal of finance
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Journal of economics and finance
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Journal of forecasting
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Journal of multinational financial management
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Forecasting the realized volatility of stock markets with financial stress
Guo, Chuan
;
Feng, Yiyun
- In:
Journal of risk
25
(
2022
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10013549680
Saved in:
2
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
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