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subject:"Volatility"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Business cycle"
~subject:"Prognoseverfahren"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Volatility
Business cycle
Prognoseverfahren
United Kingdom
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
28
China
27
Australia
24
Australien
24
Portfolio selection
22
Portfolio-Management
22
Anlageverhalten
21
Behavioural finance
21
Risiko
20
Risk
20
Theorie
18
Theory
18
Capital market returns
15
Kapitalmarktrendite
15
Risikoprämie
15
Risk premium
15
ARCH model
13
ARCH-Modell
13
Return predictability
12
Securities trading
10
Time series analysis
10
Wertpapierhandel
10
Zeitreihenanalyse
10
Ankündigungseffekt
9
Announcement effect
9
Financial crisis
9
Welt
9
World
9
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Article
59
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Aufsatz in Zeitschrift
Article in journal
59
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English
59
Author
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Long, Huaigang
3
Ang, Tze Chuan
2
Chuang, Hui-Ching
2
Jiang, Yuexiang
2
Lee, Deok-Hyeon
2
Liang, Chao
2
Min, Byoung-Kyu
2
Narayan, Paresh Kumar
2
Walsh, David M.
2
Zaremba, Adam
2
Bahrami, Afsaneh
1
Bannigidadmath, Deepa
1
Boulter, Terry
1
Brooks, Robert
1
Brown, Philip
1
Cao, Jin
1
Chen, Chun-Da
1
Chen, Lifang
1
Chen, Pei-wen
1
Chen, Qi-an
1
Chen, Yi-Chi
1
Chen, Zhiyu
1
Chuang, O-Chia
1
Cohen, Michael
1
Dai, Zhifeng
1
Dash, Saumya Ranjan
1
Demirer, Rıza
1
Diao, Xundi
1
Docherty, Paul
1
Dokumentov, Alexander
1
Easton, Steve
1
Evans, John P.
1
Fan, Xiaoqian
1
Fang, Victor
1
Fu, Tao
1
Gao, Guangyuan
1
Gong, Xiao-Li
1
Han, Hyojin
1
Han, Xing
1
Hasan, Iftekhar
1
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Pacific-Basin finance journal
Applied economics
344
Economic modelling
241
Finance research letters
199
Applied economics letters
197
Energy economics
188
International review of economics & finance : IREF
167
International journal of forecasting
166
International review of financial analysis
155
Journal of banking & finance
155
Journal of econometrics
153
Economics letters
152
Journal of international money and finance
141
Applied financial economics
136
Journal of empirical finance
136
The North American journal of economics and finance : a journal of financial economics studies
136
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Journal of forecasting
117
Journal of international financial markets, institutions & money
98
Journal of financial economics
94
Research in international business and finance
93
Journal of economic dynamics & control
90
The journal of futures markets
87
The European journal of finance
85
International journal of finance & economics : IJFE
80
Journal of applied econometrics
77
Journal of macroeconomics
74
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Journal of risk and financial management : JRFM
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
Journal of monetary economics
64
Macroeconomic dynamics
61
Journal of money, credit and banking : JMCB
59
European economic review : EER
57
Oxford bulletin of economics and statistics
55
Management science : journal of the Institute for Operations Research and the Management Sciences
50
Econometric reviews
49
International journal of economics and finance
48
The economic journal : the journal of the Royal Economic Society
47
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ECONIS (ZBW)
59
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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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