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subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Pacific-Basin finance journal"
~source:"econis"
~subject:"Großbritannien"
~subject:"Prognoseverfahren"
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Volatility
Großbritannien
Prognoseverfahren
Estimation
117
Schätzung
117
Capital income
65
Kapitaleinkommen
65
Börsenkurs
49
Share price
49
Aktienmarkt
37
Stock market
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Forecasting model
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Volatilität
29
China
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Behavioural finance
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Securities trading
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Long, Huaigang
3
Ang, Tze Chuan
2
Chuang, Hui-Ching
2
Jiang, Yuexiang
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Lee, Deok-Hyeon
2
Liang, Chao
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Min, Byoung-Kyu
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Pacific-Basin finance journal
Finance research letters
190
Discussion paper / Centre for Economic Policy Research
165
Energy economics
152
Applied economics
132
International review of economics & finance : IREF
119
Economic modelling
117
International review of financial analysis
110
International journal of forecasting
108
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of econometrics
102
Journal of banking & finance
86
Journal of empirical finance
79
Research in international business and finance
75
Economics letters
73
Journal of international money and finance
67
Working paper / National Bureau of Economic Research, Inc.
65
Journal of international financial markets, institutions & money
64
Applied economics letters
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Journal of financial economics
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Discussion papers / CEPR
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
The European journal of finance
44
Journal of forecasting
43
International journal of finance & economics : IJFE
40
Management science : journal of the Institute for Operations Research and the Management Sciences
40
Quantitative finance
40
Journal of economic dynamics & control
37
Journal of financial markets
35
Journal of financial econometrics
33
Emerging markets, finance and trade : EMFT
30
Review of quantitative finance and accounting
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Journal of macroeconomics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Econometric reviews
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Journal of applied econometrics
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
3
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
4
Profitability of technical trading rules in the Chinese stock market
Chuang, O-Chia
;
Chuang, Hui-Ching
;
Wang, Zixuan
;
Xu, Jin
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534566
Saved in:
5
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
6
Can convertible bond trading predict stock returns? : evidence from China
Chen, Zhiyu
;
Xu, Yun
;
Wang, Yu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463165
Saved in:
7
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
8
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
9
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
10
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
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