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~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
~subject:"Investmentfonds"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Search: subject:"Capital income"
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ARCH model
Investmentfonds
Capital income
378
Kapitaleinkommen
378
Börsenkurs
161
Share price
161
Volatility
148
Volatilität
147
Estimation
120
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120
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97
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97
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75
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Bollerslev, Tim
3
Aboura, Sofiane
2
Chaiyuth Padungsaksawasdi
2
Chevallier, Julien
2
Degiannakis, Stavros
2
Hammami, Yacine
2
Jilani, Faouzi
2
Paolella, Marc S.
2
Polak, Pawel
2
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2
Abedin, Mohammad Zoynul
1
Aharon, David Y.
1
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1
Al Rababa'a, Abdel Razzaq
1
Al Refai, Hisham M.
1
Alomari, Mohammad
1
Andersen, Torben
1
Auer, Benjamin R.
1
Aït-Sahalia, Yacine
1
Balcilar, Mehmet
1
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1
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1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
Ben Ouda, Olfa
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
Chan, Thomas W. C.
1
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1
Chen, Rong
1
Chen, Xiaoyu
1
Chiang, Thomas C.
1
Chu, Amanda M. Y.
1
Chunhachinda, Pornchai
1
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Journal of econometrics
Research in international business and finance
Journal of banking & finance
89
International review of financial analysis
85
Finance research letters
83
Journal of empirical finance
69
The North American journal of economics and finance : a journal of financial economics studies
62
International review of economics & finance : IREF
57
Journal of financial economics
55
Journal of international financial markets, institutions & money
48
The European journal of finance
48
Pacific-Basin finance journal
46
Applied economics
43
Energy economics
41
The journal of asset management
41
Economic modelling
39
Journal of risk and financial management : JRFM
39
Applied economics letters
38
Review of quantitative finance and accounting
38
Applied financial economics
36
International journal of forecasting
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Journal of financial and quantitative analysis : JFQA
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Journal of forecasting
28
International journal of economics and finance
26
The journal of finance : the journal of the American Finance Association
26
International journal of finance & economics : IJFE
24
Global finance journal
23
Financial markets and portfolio management
22
Financial services review : the journal of individual financial management
22
Managerial finance
22
International Journal of Financial Studies : open access journal
21
Investment management and financial innovations
21
The review of financial studies
21
Cogent economics & finance
20
International journal of economics and financial issues : IJEFI
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of economics and finance
19
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ECONIS (ZBW)
75
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1
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75
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1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
3
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya
;
Bouri, Elie
;
Wee, Jung Bum
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
Saved in:
4
Bootstrap analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
Saved in:
5
On the short-term persistence of mutual fund performance in Europe
Hammouda, Amira
;
Saeed, Asif
;
Vidal, Marta
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014435559
Saved in:
6
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
7
Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
8
COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014279046
Saved in:
9
Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets
Boonlert Jitmaneeroj
- In:
Research in international business and finance
64
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014279390
Saved in:
10
Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
Saved in:
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