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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of empirical finance"
~subject:"EU-Staaten"
~subject:"Kapitaleinkommen"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Schock
Volatilität
EU-Staaten
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Estimation
254
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254
Capital income
119
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99
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99
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Karanasos, Menelaos
3
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2
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1
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Journal of empirical finance
Applied economics
315
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286
Finance research letters
259
International review of economics & finance : IREF
233
Applied economics letters
218
Energy economics
212
Journal of banking & finance
207
International review of financial analysis
202
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174
The North American journal of economics and finance : a journal of financial economics studies
170
Applied financial economics
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Economics letters
152
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144
Journal of international financial markets, institutions & money
134
Journal of econometrics
133
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
Research in international business and finance
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The European journal of finance
109
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International journal of economics and finance
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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European economic review : EER
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
167
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1
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
2
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
3
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
4
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
5
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
6
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
Saved in:
7
Technology spillover, corporate investment, and stock returns
Hsu, Yen-Ju
;
Yanzhi, Wang
- In:
Journal of empirical finance
73
(
2023
),
pp. 238-250
Persistent link: https://www.econbiz.de/10014477016
Saved in:
8
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
9
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
10
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
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