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subject:"Volatility"
~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~source:"econis"
~subject:"Großbritannien"
~subject:"Prognoseverfahren"
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Volatility
Großbritannien
Prognoseverfahren
Estimation
144
Schätzung
144
Capital income
70
Kapitaleinkommen
70
Börsenkurs
54
Share price
54
Aktienmarkt
43
Stock market
43
Forecasting model
34
Volatilität
34
CAPM
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Australien
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Kapitalmarktrendite
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Risikoprämie
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ARCH-Modell
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Return predictability
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Securities trading
10
Time series analysis
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Wertpapierhandel
10
Zeitreihenanalyse
10
Ankündigungseffekt
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Long, Huaigang
3
Ang, Tze Chuan
2
Chuang, Hui-Ching
2
Jiang, Yuexiang
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Lee, Deok-Hyeon
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Liang, Chao
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Min, Byoung-Kyu
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Pacific-Basin finance journal
Applied economics
293
Discussion paper series / IZA
252
Discussion paper / Centre for Economic Policy Research
199
Working paper / National Bureau of Economic Research, Inc.
195
Finance research letters
194
Economic modelling
184
NBER working paper series
181
Energy economics
176
NBER Working Paper
167
International journal of forecasting
163
International review of economics & finance : IREF
156
International review of financial analysis
150
Journal of econometrics
149
Applied economics letters
147
Working paper
147
Journal of banking & finance
146
Applied financial economics
134
Journal of empirical finance
134
CESifo working papers
133
Journal of international money and finance
130
The North American journal of economics and finance : a journal of financial economics studies
126
Economics letters
118
Journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Discussion paper
96
IZA Discussion Paper
96
Journal of international financial markets, institutions & money
93
Research in international business and finance
88
Journal of financial economics
87
The journal of futures markets
87
Discussion paper / Tinbergen Institute
86
The European journal of finance
85
International journal of finance & economics : IJFE
76
Journal of applied econometrics
70
Journal of risk and financial management : JRFM
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Discussion papers in economics
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ECONIS (ZBW)
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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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