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~isPartOf:"Applied economics"
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"Kapetanios, George"
~person:"Kim, Jong-Min"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Zaremba, Adam"
~person:"Zhang, Wei"
~subject:"Aktienmarkt"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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Aktienmarkt
Capital income
Großbritannien
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Prognoseverfahren
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Schätzung
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10
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25
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Bryson, Alex
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
Kapetanios, George
Kim, Jong-Min
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zaremba, Adam
Zhang, Wei
Gupta, Rangan
24
Moosa, Imad A.
22
Gil-Alaña, Luis A.
17
Jawadi, Fredj
11
Blazsek, Szabolcs
10
Ramiah, Vikash
8
Wohar, Mark E.
8
Yoon, Seong-min
8
Baghestani, Hamid
7
Bahmani-Oskooee, Mohsen
7
Balcilar, Mehmet
7
Chang, Tsangyao
7
Ma, Feng
7
Nguyen, Duc Khuong
7
Roca, Eduardo
7
Tiwari, Aviral Kumar
7
Turner, Paul
7
Allen, David E.
6
Franses, Philip Hans
6
Hammoudeh, Shawkat
6
Jawadi, Nabila
6
Leslie, Derek G.
6
Peel, David
6
Sloane, Peter J.
6
Sosvilla-Rivero, Simón
6
Speight, Alan E. H.
6
Zhang, Yaojie
6
Bhaskara Rao, Buddhavarapu
5
Brown, Sarah
5
Cheffou, Abdoulkarim Idi
5
Gausden, Robert
5
Grobys, Klaus
5
Lee, Chien-chiang
5
Leybourne, Stephen James
5
Li, Bin
5
McAleer, Michael
5
Omay, Tolga
5
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Applied economics
Economic modelling
21
International review of financial analysis
21
Finance research letters
17
Applied financial economics
16
Research in international business and finance
16
The European journal of finance
14
Scottish journal of political economy : the journal of the Scottish Economic Society
13
International journal of forecasting
12
Journal of international financial markets, institutions & money
12
Economics letters
11
Journal of banking & finance
11
Journal of forecasting
11
Oxford bulletin of economics and statistics
11
The Manchester School of Economic and Social Studies
11
Fiscal studies : the journal of the Institute for Fiscal Studies
10
Journal of applied econometrics
10
Applied economics letters
9
Bulletin of economic research
9
Journal of econometrics
9
New Zealand economic papers
9
The economic journal : the journal of the Royal Economic Society
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International journal of finance & economics : IJFE
8
International review of economics & finance : IREF
8
The Manchester School
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The North American journal of economics and finance : a journal of financial economics studies
8
Journal of economic studies
7
Journal of empirical finance
7
Journal of risk and financial management : JRFM
7
Oxford economic papers
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Pacific-Basin finance journal
7
The journal of asset management
7
Journal of business finance & accounting : JBFA
6
Journal of economic dynamics & control
6
Labour economics : official journal of the European Association of Labour Economists
6
National Institute economic review
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The economic record : er
6
Economic research
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The Australian economic review
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ECONIS (ZBW)
25
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1
Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations
Imai, Hiroyuki
;
Kim, Jong-Min
- In:
Applied economics
56
(
2024
)
47
,
pp. 5634-5649
Persistent link: https://www.econbiz.de/10015051126
Saved in:
2
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
3
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
4
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
5
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns
Umutlu, Mehmet
;
Bengitöz, Pelin
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
54
,
pp. 6213-6230
Persistent link: https://www.econbiz.de/10012650394
Saved in:
6
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
7
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
8
Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam
;
Maydybura, Alina
- In:
Applied economics
51
(
2019
)
49
,
pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
Saved in:
9
Predicting bid prices by using machine learning methods
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics
51
(
2019
)
19
,
pp. 2011-2018
Persistent link: https://www.econbiz.de/10012196635
Saved in:
10
Rational functions : an alternative approach to asset pricing
Bhaduri nee Chakraborty, Nilanjana
;
Elgammal, Mohammed …
- In:
Applied economics
51
(
2019
)
20
,
pp. 2091-2119
Persistent link: https://www.econbiz.de/10012196648
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