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type_genre:"Dissertation"
type_genre:"Thesis"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Aktienmarkt"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation"
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Aktienmarkt
Volatility
Estimation
144
Schätzung
144
Capital income
70
Kapitaleinkommen
70
Börsenkurs
54
Share price
54
Stock market
43
Forecasting model
34
Prognoseverfahren
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
65
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Dissertation
Thesis
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Forschungsbericht
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65
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English
65
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Kang, Sang Hoon
3
Cheema, Muhammad A.
2
Chiah, Mardy
2
Demirer, Rıza
2
Hammoudeh, Shawkat
2
Jiang, Yuexiang
2
Ko, Kuan-Cheng
2
Liang, Chao
2
Lin, Chaonan
2
Long, Huaigang
2
Mensi, Walid
2
Narayan, Paresh Kumar
2
Yang, Nien-Tzu
2
Yoon, Seong-min
2
Zhu, Jie
2
Zhu, Xiaoneng
2
Ahmed, Walid M. A.
1
Al Kharusi, Sami
1
Al-Yahyaee, Khamis Hamed
1
Ang, Tze Chuan
1
Areola Hernandez, Jose
1
Bae, Jaewan
1
Balcılar, Mehmet
1
Bannigidadmath, Deepa
1
Boulter, Terry
1
Brooks, Robert
1
Brown, Philip
1
Cao, Jin
1
Chen, Chun-Da
1
Chen, Lifang
1
Chen, Qi-an
1
Chiang, Yi-Chein
1
Chuang, Hui-Ching
1
Chuang, O-Chia
1
Chung, Yi-Tsai
1
Cohen, Michael
1
Dash, Saumya Ranjan
1
Diao, Xundi
1
Docherty, Paul
1
Dokumentov, Alexander
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Pacific-Basin finance journal
Finance research letters
186
International review of economics & finance : IREF
178
Applied economics
173
Economic modelling
170
International review of financial analysis
164
Energy economics
149
Applied economics letters
133
The North American journal of economics and finance : a journal of financial economics studies
129
Applied financial economics
123
Journal of banking & finance
112
Research in international business and finance
111
Journal of econometrics
107
Journal of empirical finance
107
Journal of international financial markets, institutions & money
107
Journal of international money and finance
90
The European journal of finance
76
Journal of risk and financial management : JRFM
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
66
International journal of finance & economics : IJFE
65
The journal of futures markets
64
International journal of economics and finance
61
Journal of financial economics
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Cogent economics & finance
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
International journal of forecasting
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
International journal of economics and financial issues : IJEFI
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Emerging markets, finance and trade : EMFT
42
Review of quantitative finance and accounting
41
Quantitative finance
40
Global finance journal
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Journal of financial markets
38
International Journal of Energy Economics and Policy : IJEEP
37
The empirical economics letters : a monthly international journal of economics
37
Journal of forecasting
34
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ECONIS (ZBW)
65
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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
Switching spillovers and connectedness between Sukuk and international Islamic stock markets
Mensi, Walid
;
Lee, Yeonjeong
;
Al Kharusi, Sami
;
Yoon, …
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534551
Saved in:
5
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:
6
Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
7
Corporate payouts in Australia
Cheema, Muhammad A.
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
Saved in:
8
Is there the maturity premium in Taiwan?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463261
Saved in:
9
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:
10
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
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