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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Hacienda pública española : review of public economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Chinese stock markets"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU-Staaten
ARCH model
Chinese stock markets
Volatility
Estimation
311
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97
Capital income
89
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89
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Gupta, Rangan
7
Kang, Sang Hoon
5
Mensi, Walid
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Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Al-Yahyaee, Khamis Hamed
3
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Xuan Vinh Vo
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Lien, Da-hsiang Donald
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McAleer, Michael
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Nonejad, Nima
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Sosvilla-Rivero, Simón
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Tian, Shuairu
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Yoon, Seong-min
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Aiube, Fernando Antônio Lucena
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An, Jiyoun
1
Andrada Félix, Julián
1
Anjum, Hassan
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Ao, Zhiming
1
Arisoy, Yakup Eser
1
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Hacienda pública española : review of public economics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
210
Economic modelling
200
Energy economics
162
International review of economics & finance : IREF
146
Finance research letters
143
Applied economics letters
138
International review of financial analysis
118
Journal of econometrics
113
Journal of banking & finance
110
Journal of international money and finance
106
Journal of empirical finance
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Journal of international financial markets, institutions & money
92
Applied financial economics
91
Economics letters
88
Research in international business and finance
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
The journal of futures markets
69
The European journal of finance
67
International journal of finance & economics : IJFE
64
Journal of risk and financial management : JRFM
64
International journal of forecasting
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Empirica : journal of european economics
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
International journal of economics and finance
44
European economic review : EER
42
International Journal of Energy Economics and Policy : IJEEP
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of economics and financial issues : IJEFI
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Journal of economic dynamics & control
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Journal of financial economics
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39
Pacific-Basin finance journal
38
Journal of forecasting
37
Journal of macroeconomics
37
Quantitative finance
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
36
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
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118
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
4
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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5
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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6
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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7
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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8
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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9
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
10
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
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