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subject:"Kapitaleinkommen"
~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~subject:"China"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
China
ARCH model
63
ARCH-Modell
63
Volatility
50
Volatilität
50
Aktienmarkt
35
Stock market
35
Capital income
30
Börsenkurs
25
Share price
25
Estimation
21
Schätzung
21
Spillover effect
16
Spillover-Effekt
16
Emerging economies
12
Schwellenländer
12
volatility
10
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9
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9
Time series analysis
9
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9
Aktienindex
8
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8
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8
Derivat
7
Derivative
7
Theorie
7
Theory
7
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6
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6
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6
Risk measure
6
Financial crisis
5
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5
Turkey
5
Türkei
5
Ankündigungseffekt
4
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4
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4
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English
37
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Ryu, Doojin
2
Abuzayed, Bana
1
Al Refai, Hisham M.
1
Al-Fayoumi, Nedal
1
Amin, Abu S.
1
Aydogan, Berna
1
Bagchi, Debasis
1
Baklaci, Hasan F.
1
Balcilar, Mehmet
1
Ben Salem, Marwa
1
Bilgin, Mehmet Huseyin
1
Bley, Jorg
1
Cai, Weixian
1
Camiel Singh
1
Chang, Ming-Jen
1
Chen, Jian
1
Chen, Qian
1
Chen, Suduan
1
Chen, Zhian
1
Chow, Hwee-kwan
1
Debasish, Sathya Swaroop
1
Demir, Nazmi
1
Demiralay, Sercan
1
Eissa, Mohamed Abdelaziz
1
Fakhfekh, Mohamed
1
Fernández, Viviana
1
Gencer, Hatice Gaye
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Hong, Jimin
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Huang, Zehua
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Jeribi, Ahmed
1
Jiang, Fuwei
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Jiang, Hai
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Kabir, Sarkar Humayun
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Kim, Jun Sik
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Kumar, Arya
1
Kumaran, Sunitha
1
Kunjal, Damien
1
Lai, Yi-Hao
1
Lau, Chi Keung
1
Lee, Changjun
1
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Afro-Asian Journal of Finance and Accounting : AAJFA
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Finance research letters
80
International review of economics & finance : IREF
59
Energy economics
58
International review of financial analysis
55
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
50
Economic modelling
44
Research in international business and finance
43
Applied economics
42
Journal of international financial markets, institutions & money
39
International journal of forecasting
34
Journal of banking & finance
30
Journal of forecasting
29
The European journal of finance
29
Journal of risk and financial management : JRFM
28
Applied economics letters
25
Applied financial economics
23
Journal of econometrics
22
Pacific-Basin finance journal
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Review of quantitative finance and accounting
19
International journal of economics and finance
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
International journal of finance & economics : IJFE
17
Working paper
16
Cogent economics & finance
15
Emerging markets, finance and trade : EMFT
15
International journal of economics and financial issues : IJEFI
15
Discussion paper / Tinbergen Institute
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Economics letters
13
Global finance journal
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Economic research
12
Global business review
12
International Journal of Financial Studies : open access journal
12
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ECONIS (ZBW)
37
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1
Explanatory power of realised moments
Rehman, Seema
;
Sharif, Saqib
;
Ullah, Wali
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 22-42
Persistent link: https://www.econbiz.de/10014490919
Saved in:
2
The relationship between implied volatility and equity returns in South Africa
Peerbhai, Faeezah
;
Kunjal, Damien
;
Naidu, Delane D.
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 83-99
Persistent link: https://www.econbiz.de/10014490922
Saved in:
3
Structural change, information asymmetry and volatility in Indian stock market : evidence from pre-and-post-COVID-19 outbreak
Mohanasundaram, T.
;
Rizwana, M.
;
Sathyanarayana, Shyam …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
3
,
pp. 412-431
Persistent link: https://www.econbiz.de/10014546120
Saved in:
4
Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin
Ben Salem, Marwa
;
Fakhfekh, Mohamed
;
Jeribi, Ahmed
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 651-672
Persistent link: https://www.econbiz.de/10014391407
Saved in:
5
Forecasting volatility of Saudi stock market (TASI) and sectoral indices
Kumaran, Sunitha
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
6
,
pp. 819-842
Persistent link: https://www.econbiz.de/10014434354
Saved in:
6
Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets
Xuan Vinh Vo
;
Tran Thi Tuan Anh
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 479-490
Persistent link: https://www.econbiz.de/10013350691
Saved in:
7
The equity market returns and volatility spillover from the US and Japanese markets to Asian frontier markets
Thi Ngan Nguyen
;
Phan Thi Kieu Hoa
;
Parikh, Nirav
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 491-508
Persistent link: https://www.econbiz.de/10013350713
Saved in:
8
The quantile dependence between global crude oil price and stock markets in emerging Asia : evidence from major oil consuming nations
Mishra, Shekhar
;
Debasish, Sathya Swaroop
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
9
(
2019
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10012135603
Saved in:
9
Modelling and forecasting volatility for BSE and NSE stock index : linear vs. nonlinear approach
Shanthi, A.
;
Thamilselvan, R.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
9
(
2019
)
4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10012153148
Saved in:
10
Information flows between the US and China's agricultural commodity futures markets : based on VAR-BEKK-skew-t model
Chen, Qian
;
Weng, Xin
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 71-87
Persistent link: https://www.econbiz.de/10012122852
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