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~isPartOf:"Economic modelling"
~subject:"Estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"Börsenkurs"
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Estimation
Börsenkurs
250
Share price
250
Aktienmarkt
117
Stock market
117
Volatility
93
Volatilität
93
Capital income
89
Kapitaleinkommen
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Lee, Chien-chiang
3
Tiwari, Aviral Kumar
3
Chien, Mei-Se
2
Gatfaoui, Hayette
2
Gupta, Rangan
2
Liu, Li
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Mishra, Sagarika
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Modise, Mampho P.
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1
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1
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1
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Economic modelling
Finance research letters
125
Applied economics letters
111
International review of economics & finance : IREF
104
International review of financial analysis
100
Applied economics
95
Journal of banking & finance
94
The North American journal of economics and finance : a journal of financial economics studies
86
Applied financial economics
84
Journal of empirical finance
81
Journal of international financial markets, institutions & money
72
Research in international business and finance
67
Energy economics
60
Journal of financial economics
58
Journal of econometrics
54
Journal of risk and financial management : JRFM
53
Pacific-Basin finance journal
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Review of quantitative finance and accounting
51
The European journal of finance
47
International journal of economics and finance
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Cogent economics & finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
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42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
International journal of economics and financial issues : IJEFI
38
The journal of futures markets
37
The journal of finance : the journal of the American Finance Association
35
Management science : journal of the Institute for Operations Research and the Management Sciences
34
Economics letters
33
Journal of financial markets
33
Journal of international money and finance
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
The empirical economics letters : a monthly international journal of economics
30
Quantitative finance
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Investment management and financial innovations
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Economic research
27
Emerging markets, finance and trade : EMFT
25
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
88
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1
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10
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88
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1
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
2
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
3
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
4
Frequency heterogeneity of tail connectedness : evidence from global stock markets
Jian, Zhihong
;
Lu, Haisong
;
Zhu, Zhican
;
Xu, Huiling
- In:
Economic modelling
125
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463607
Saved in:
5
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
6
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
7
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
8
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
9
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
10
When are the effects of economic policy uncertainty on oil-stock correlations larger? : evidence from a regime-switching analysis
Liu, Zhenhua
;
Zhang, Huiying
;
Ding, Zhihua
;
Lv, Tao
; …
- In:
Economic modelling
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013367585
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