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~isPartOf:"Applied financial economics"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Stock market"
~subject:"Ölpreis"
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ARCH model
Capital income
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Volatility
265
Volatilität
265
Kapitaleinkommen
78
Estimation
75
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75
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McMillan, David G.
7
Speight, Alan E. H.
5
Asai, Manabu
3
Chelley-Steeley, Patricia L.
3
Ap Gwilym, Owain
2
Butler, Kirt Charles
2
Chiang, Min-Hsien
2
Degiannakis, Stavros
2
Loudon, Geoffrey F.
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1
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1
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1
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1
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1
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1
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1
Aliyu, Rano
1
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1
Ammann, Manuel
1
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1
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1
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1
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1
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1
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1
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1
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1
Basher, Syed Abul
1
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1
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1
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1
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Applied financial economics
Energy economics
481
Finance research letters
349
International review of financial analysis
261
International review of economics & finance : IREF
223
The North American journal of economics and finance : a journal of financial economics studies
212
Applied economics
198
Economic modelling
197
Research in international business and finance
181
Journal of empirical finance
174
Journal of banking & finance
173
Journal of international financial markets, institutions & money
152
International Journal of Energy Economics and Policy : IJEEP
151
Applied economics letters
134
Journal of econometrics
125
Journal of risk and financial management : JRFM
124
NBER working paper series
115
Pacific-Basin finance journal
108
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
107
Working paper / National Bureau of Economic Research, Inc.
101
Journal of financial economics
97
Economics letters
95
International journal of forecasting
94
The journal of futures markets
89
Working paper
89
The European journal of finance
88
NBER Working Paper
85
International journal of finance & economics : IJFE
83
Journal of forecasting
82
Journal of international money and finance
79
Discussion paper / Tinbergen Institute
78
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
77
Global finance journal
68
International journal of economics and financial issues : IJEFI
65
CESifo working papers
64
Cogent economics & finance
64
International journal of economics and finance
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Review of quantitative finance and accounting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
2
Examining volatility spillover in Asian REIT markets
Lin, Pin-te
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1701-1705
Persistent link: https://www.econbiz.de/10010336274
Saved in:
3
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
4
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
5
Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Ahmed, Walid M. A.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1347-1359
Persistent link: https://www.econbiz.de/10010460154
Saved in:
6
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
7
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.
;
Samitas, Aristeidis
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Saved in:
8
The reverse volatility asymmetry in Chinese financial market
Wan, Die
;
Cheng, Ke
;
Yang, Xiaoguang
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1555-1575
Persistent link: https://www.econbiz.de/10010460962
Saved in:
9
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
10
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
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