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~isPartOf:"Journal of financial markets"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~language:"eng"
~language:"nor"
~person:"Baruník, Jozef"
~person:"Zhang, Andrew Jianzhong"
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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ARCH model
Kapitaleinkommen
Capital income
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Estimation
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Theory
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Volatility
2
Volatilität
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ARCH-Modell
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Baruník, Jozef
Zhang, Andrew Jianzhong
Stivers, Christopher T.
5
Jiang, Xiaoquan
4
Lee, Bong-soo
4
Sun, Licheng
4
Wu, Chunchi
4
Fletcher, Jonathan
3
Amihud, Yakov
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Berkman, Henk
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Kadapakkam, Palani-Rajan
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Lee, Suzanne S.
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Li, Youwei
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Lin, Ji-chai
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Lin, Qi
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Massa, Massimo
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Najand, Mohammad
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Nguyen, Hung T.
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Nguyen, Nhut
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Pantzalis, Christos
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Pettway, Richard H.
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Pierdzioch, Christian
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Smith, Geoffrey Peter
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Tse, Yiuman
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Urquhart, Andrew
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Wang, Junbo
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Wang, Yudong
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Weber, Martin
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Journal of financial markets
The financial review : the official publication of the Eastern Finance Association
Finance a úvěr
2
Energy economics
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of banking & finance
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Journal of forecasting
1
Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The accounting review : a publication of the American Accounting Association
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ECONIS (ZBW)
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1
The alphas of beta and idiosyncratic volatility
Poon, Percy Siuping
;
Yao, Tong
;
Zhang, Andrew Jianzhong
- In:
Journal of financial markets
61
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013540567
Saved in:
2
Measurement of common risks in tails : a panel quantile regression model for financial returns
Baruník, Jozef
;
Čech, František
- In:
Journal of financial markets
52
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013266273
Saved in:
3
Short selling and market anomalies
Wu, Juan Julie
;
Zhang, Andrew Jianzhong
- In:
Journal of financial markets
46
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012317882
Saved in:
4
Asymmetric connectedness on the U.S. stock market : bad and good volatility spillovers
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
Journal of financial markets
27
(
2016
),
pp. 55-78
Persistent link: https://www.econbiz.de/10011722220
Saved in:
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