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~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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Search: ("Finanzpolitik" OR "Investition" OR "Nachhaltige Entwicklung" OR "Prognose" OR "Schuldenbremse") AND NOT isPartOf:Wirtschaftsdienst
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ARCH-Modell
Forecasting model
97
Prognoseverfahren
97
China
83
Capital income
77
Kapitaleinkommen
77
Börsenkurs
54
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Diao, Xundi
2
An, Yunbi
1
Boulter, Terry
1
Chen, Jian
1
Cheng, Hang
1
Cohen, Michael
1
Jiang, Fuwei
1
Jin, Xuejun
1
Li, Hongyi
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Li, Xiaoping
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Liu, Qingfu
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Luo, Xingguo
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Ma, Feng
1
Pan, Zhiyuan
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Qian, Jia
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Qu, Hui
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Tong, Bin
1
Vo, Minh T.
1
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1
Wang, Tianyang
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Wang, Yudong
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1
Wu, Chongfeng
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Wu, Xinyu
1
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1
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Zhang, Yaojie
1
Zhang, Yi
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Pacific-Basin finance journal
International journal of forecasting
78
Journal of forecasting
73
Energy economics
70
Finance research letters
50
International review of financial analysis
39
The North American journal of economics and finance : a journal of financial economics studies
39
Applied economics
38
Journal of empirical finance
34
International review of economics & finance : IREF
33
Economic modelling
28
Applied economics letters
21
Applied financial economics
20
Journal of econometrics
20
Journal of international financial markets, institutions & money
19
Journal of banking & finance
18
Economics letters
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
International journal of finance & economics : IJFE
15
The European journal of finance
15
Quantitative finance
14
Research in international business and finance
14
Journal of risk and financial management : JRFM
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Computational economics
12
Journal of financial econometrics
11
Risks : open access journal
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International Journal of Energy Economics and Policy : IJEEP
10
Journal of risk
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
International journal of economics and finance
8
Journal of applied econometrics
8
Journal of commodity markets
8
Econometric reviews
7
Econometrics : open access journal
7
Emerging markets, finance and trade : EMFT
7
Financial innovation : FIN
7
Review of quantitative finance and accounting
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
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ECONIS (ZBW)
11
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date (oldest first)
1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin
;
Diao, Xundi
;
Li, Xiaoping
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
Saved in:
3
Chinese stock market volatility and the role of U.S. economic variables
Chen, Jian
;
Jiang, Fuwei
;
Li, Hongyi
;
Xu, Weidong
- In:
Pacific-Basin finance journal
39
(
2016
),
pp. 70-83
Persistent link: https://www.econbiz.de/10011669190
Saved in:
4
Forecasting China's stock market variance
Cheng, Hang
;
Shi, Yongdong
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012493893
Saved in:
5
Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
Saved in:
6
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong
;
Diao, Xundi
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
Saved in:
7
Predicting the volatility of the iShares China Large-Cap ETF : what is the role of the SSE 50 ETF?
Zhu, Fangfei
;
Luo, Xingguo
;
Jin, Xuejun
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012170435
Saved in:
8
Dynamic hedging using the realized minimum-variance hedge ratio approach : examination of the CSI 300 index futures
Qu, Hui
;
Wang, Tianyang
;
Zhang, Yi
;
Sun, Pengfei
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012170622
Saved in:
9
Asymmetric risk and return : evidence from the Australian Stock Exchange
Vo, Minh T.
;
Cohen, Michael
;
Boulter, Terry
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 558-573
Persistent link: https://www.econbiz.de/10011543740
Saved in:
10
Asymmetric information and volatility forecasting in commodity futures markets
Liu, Qingfu
;
Wong, Ieokhou
;
An, Yunbi
;
Zhang, Jinqing
- In:
Pacific-Basin finance journal
26
(
2014
),
pp. 79-97
Persistent link: https://www.econbiz.de/10010498758
Saved in:
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