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~isPartOf:"Journal of empirical finance"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Theorie"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Kapitaleinkommen
Portfolio-Management
Theorie
Welt
ARCH model
134
ARCH-Modell
134
Volatility
93
Volatilität
93
Theory
52
Capital income
50
Estimation
43
Schätzung
43
Time series analysis
37
Zeitreihenanalyse
37
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34
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33
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26
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19
United States
19
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18
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GARCH
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92
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92
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Karanasos, Menelaos
3
Conrad, Christian
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Molnár, Peter
2
Nam, Kiseok
2
Wang, Yudong
2
Wu, Chongfeng
2
Yin, Libo
2
Ali, Faek Menla
1
Amado, Cristina
1
Andersen, Torben
1
Antoniou, Antonios
1
Aragó Manzana, Vicent
1
Arize, Augustine Chuck
1
Bae, Jinho
1
Baillie, Richard
1
Ballocchi, Giuseppe
1
Bee, Marco
1
Beltratti, Andrea
1
BenSaïda, Ahmed
1
Bera, Anil K.
1
Bernardi, Mauro
1
Billio, Monica
1
Bollerslev, Tim
1
Brooks, Chris
1
Brownlees, Christian
1
Brunetti, Celso
1
Caglayan, Mustafa O.
1
Campbell, Rachel
1
Chang, Young-jae
1
Changchien, Chang-Cheng
1
Chen Zhou
1
Cheng, Wan-hsiu
1
Chiang, Min-Hsien
1
Choi, Pilsun
1
Chow, William W.
1
Christensen, Bent Jesper
1
Clare, Andrew D.
1
Clements, A.
1
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
Energy economics
136
Finance research letters
118
Applied economics
84
International review of financial analysis
83
Economic modelling
75
International review of economics & finance : IREF
75
Research in international business and finance
73
The North American journal of economics and finance : a journal of financial economics studies
73
Journal of econometrics
70
International journal of forecasting
69
Journal of banking & finance
65
Journal of international financial markets, institutions & money
61
Journal of forecasting
56
Economics letters
49
Journal of risk and financial management : JRFM
49
The European journal of finance
46
Applied economics letters
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Econometric theory
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Applied financial economics
34
International Journal of Energy Economics and Policy : IJEEP
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Econometric reviews
30
International journal of finance & economics : IJFE
28
Journal of applied econometrics
27
Computational economics
26
Quantitative finance
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Journal of financial econometrics
25
Review of quantitative finance and accounting
25
International journal of economics and financial issues : IJEFI
24
Journal of international money and finance
24
Journal of risk
23
Cogent economics & finance
22
International journal of economics and finance
22
Pacific-Basin finance journal
22
Risks : open access journal
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ECONIS (ZBW)
92
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1
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92
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1
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
4
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
5
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
6
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
7
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
8
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
9
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
10
Volatility forecasts, proxies and loss functions
Reschenhofer, Erhard
;
Mangat, Manveer Kaur
;
Stark, Thomas
- In:
Journal of empirical finance
59
(
2020
),
pp. 133-153
Persistent link: https://www.econbiz.de/10012437952
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