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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Pacific-Basin finance journal"
~person:"Andrada Félix, Julián"
~person:"Briel, Stephanie"
~person:"Brooks, Robert"
~person:"Deniz, Pinar"
~person:"Wang, Yudong"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~subject:"Decomposition analysis"
~subject:"Herd behaviour"
~subject:"Realized volatility"
~subject:"Regressionsanalyse"
~subject:"Volatilität"
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ARCH-Modell
Aggregation
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Herd behaviour
Realized volatility
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Estimation
7
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7
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5
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Estimation theory
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Andrada Félix, Julián
Briel, Stephanie
Brooks, Robert
Deniz, Pinar
Wang, Yudong
Kang, Sang Hoon
2
Akpiliç, Ferdi
1
Altamimi, Sohale
1
Anastasiou, Athanasios
1
Andriansyah, Andriansyah
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Ang, Tze Chuan
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Dash, Saumya Ranjan
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Pacific-Basin finance journal
International review of economics & finance : IREF
5
Energy economics
4
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
International review of financial analysis
2
Journal of forecasting
2
Applied economics
1
Applied financial economics
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Australian journal of management
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Financial innovation : FIN
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Labour economics : official journal of the European Association of Labour Economists
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Review of Economic Analysis : REA
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Studies in economics and finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
2
Gender differences in wage expectations : the role of biased beliefs
Briel, Stephanie
;
Osikominu, Aderonke
;
Satlukal, Sascha
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10012819434
Saved in:
3
Time connectedness of fear
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 905-931
Persistent link: https://www.econbiz.de/10012819510
Saved in:
4
Revisiting the link between output growth and volatility : panel GARCH analysis
Deniz, Pinar
;
Stengos, Thanasēs
;
Yazgan, Mustafa Ege
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 743-771
Persistent link: https://www.econbiz.de/10012616893
Saved in:
5
Investor-herding and risk-profiles : a State-Space model-based assessment
Nath, Harmindar B.
;
Brooks, Robert
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012491773
Saved in:
6
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
7
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong
;
Diao, Xundi
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
Saved in:
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