//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of forecasting"
~subject:"ARCH model"
~subject:"Investmentfonds"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Capital income"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Investmentfonds
Capital income
99
Kapitaleinkommen
99
Forecasting model
81
Prognoseverfahren
81
Theorie
47
Theory
47
Volatility
41
Volatilität
41
Börsenkurs
33
Share price
33
Estimation
31
Schätzung
31
ARCH-Modell
28
Time series analysis
22
Zeitreihenanalyse
22
Aktienmarkt
18
Stock market
18
Portfolio selection
16
Portfolio-Management
16
Forecast
14
Prognose
14
USA
12
United States
12
Statistical distribution
11
Statistische Verteilung
11
Regression analysis
10
Regressionsanalyse
10
realized volatility
10
Estimation theory
9
Schätztheorie
9
Yield curve
9
Zinsstruktur
9
Correlation
8
Korrelation
8
Neural networks
8
Neuronale Netze
8
Risikomaß
8
Risk measure
8
Aktienindex
7
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
Ma, Feng
3
Abraham, Bovas
2
Balakrishna, N.
2
Zhang, Yaojie
2
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Amendola, Alessandra
1
Asai, Manabu
1
Baruník, Jozef
1
Brännäs, Kurt
1
Chen, Bei
1
Chen, Cathy W. S.
1
Chevallier, Julien
1
Chong, Choo Wei
1
Choudhry, Taufiq
1
Ciarreta, Aitor
1
Dai, Zhifeng
1
Demirer, Rıza
1
Dendramis, Yiannis
1
Fei, Tianlun
1
Gel, Yulia R.
1
Gooijer, Jan G. de
1
Granger, C. W. J.
1
Guermat, Cherif
1
Harris, Richard D. F.
1
He, Mengxi
1
Huang, Tara F. J.
1
Koundouri, Phoebe
1
Kourogenis, Nikolaos
1
Lee, Jaewook
1
Lee, Yunyoung
1
Li, Chenxing
1
Li, Tingyu
1
Li, Yan
1
Li, Ziyang
1
Liang, Chao
1
Lin, Edward M. H.
1
Liu, Jing
1
Liu, Xiaoquan
1
Lu, Xinjie
1
more ...
less ...
Published in...
All
Journal of forecasting
Finance research letters
91
Journal of banking & finance
89
International review of financial analysis
86
Journal of empirical finance
70
International review of economics & finance : IREF
62
The North American journal of economics and finance : a journal of financial economics studies
62
Journal of financial economics
55
Research in international business and finance
53
The European journal of finance
51
Journal of international financial markets, institutions & money
48
Energy economics
46
Pacific-Basin finance journal
46
Applied economics
45
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
Working paper / National Bureau of Economic Research, Inc.
34
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Working paper / Centre for Financial Research
32
Journal of financial and quantitative analysis : JFQA
30
NBER working paper series
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
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
25
Global finance journal
24
Journal of econometrics
24
Managerial finance
23
Financial markets and portfolio management
22
Financial services review : the journal of individual financial management
22
International Journal of Financial Studies : open access journal
22
Investment management and financial innovations
21
The review of financial studies
21
Cogent economics & finance
20
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
2
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
3
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
4
Forecasting global stock market volatility : the impact of volatility spillover index in spatial-temporal graph-based model
Son, Bumho
;
Lee, Yunyoung
;
Park, Seongwan
;
Lee, Jaewook
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1539-1559
Persistent link: https://www.econbiz.de/10014432719
Saved in:
5
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
6
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH-MIDAS and deep learning models
Song, Yuping
;
Tang, Xiaolong
;
Wang, Hemin
;
Ma, Zhiren
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10013465760
Saved in:
7
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
8
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Saved in:
9
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
10
Forecasting stock return volatility : the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->