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subject:"Volatilität"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Mikroform"
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Volatilität
Kapitaleinkommen
Schätztheorie
Estimation
307
Schätzung
307
Volatility
96
Capital income
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Stock market
61
Theorie
60
Theory
60
Forecasting model
48
Prognoseverfahren
48
USA
45
United States
45
ARCH model
44
ARCH-Modell
44
Welt
42
World
42
Exchange rate
37
Wechselkurs
37
Portfolio selection
34
Portfolio-Management
34
Time series analysis
34
Zeitreihenanalyse
34
Cointegration
33
Kointegration
33
Spillover effect
33
Spillover-Effekt
33
VAR model
29
VAR-Modell
29
Geldpolitik
28
Monetary policy
28
Anlageverhalten
26
Behavioural finance
26
CAPM
25
China
23
Risiko
21
Risk
21
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Undetermined
135
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Article
154
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Aufsatz in Zeitschrift
Mikroform
Article in journal
154
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English
154
Author
All
Gupta, Rangan
9
Zhu, Huiming
7
Hau, Liya
6
Pierdzioch, Christian
5
Dai, Zhifeng
4
Kang, Sang Hoon
4
Mensi, Walid
4
Wohar, Mark E.
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Zhou, Liyun
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Qitong
2
Cho, Hoon
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Fang
2
Liu, Qiang
2
McAleer, Michael
2
Mo, Guoli
2
Nonejad, Nima
2
Risse, Marian
2
Ryu, Doojin
2
Seok, Sang Ik
2
Tan, Chunzhi
2
Tian, Shuairu
2
Ur Rehman, Mobeen
2
Yoon, Seong-min
2
Yu, Dongwei
2
Zaremba, Adam
2
Zhang, Weiguo
2
Zhang, Zhaoyong
2
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
285
Applied economics
232
Finance research letters
218
Journal of banking & finance
202
Economic modelling
201
Applied economics letters
190
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
International review of economics & finance : IREF
186
Economics letters
185
International review of financial analysis
185
Energy economics
169
Journal of empirical finance
165
Applied financial economics
148
Journal of financial economics
143
Journal of international financial markets, institutions & money
120
Journal of international money and finance
116
Research in international business and finance
111
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
The European journal of finance
95
Journal of risk and financial management : JRFM
84
Pacific-Basin finance journal
84
Econometric reviews
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
Review of quantitative finance and accounting
79
International journal of forecasting
76
International journal of finance & economics : IJFE
74
The journal of futures markets
71
International journal of economics and finance
70
Management science : journal of the Institute for Operations Research and the Management Sciences
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
International journal of economics and financial issues : IJEFI
63
Journal of applied econometrics
62
Journal of forecasting
61
Cogent economics & finance
60
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Journal of economic dynamics & control
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
Quantitative finance
52
Journal of financial markets
51
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ECONIS (ZBW)
154
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1
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154
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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
Saved in:
5
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
Saved in:
6
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Cognitive biases, downside risk shocks, and stock expected returns
Li, Si
;
He, Fangyi
;
Shi, Fangquan
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485480
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