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~isPartOf:"Pacific-Basin finance journal"
~subject:"ARCH-Modell"
~subject:"Capital market returns"
~subject:"Financial market"
~subject:"Forecasting model"
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ARCH-Modell
Capital market returns
Financial market
Forecasting model
Volatility
172
Volatilität
172
Börsenkurs
71
Share price
71
Aktienmarkt
66
Stock market
66
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63
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Pacific-Basin finance journal
Energy economics
274
Finance research letters
225
International review of financial analysis
168
Economic modelling
155
Applied economics
146
The North American journal of economics and finance : a journal of financial economics studies
140
International review of economics & finance : IREF
139
International journal of forecasting
130
Journal of empirical finance
126
Journal of forecasting
120
Research in international business and finance
116
Journal of econometrics
112
Journal of banking & finance
105
Journal of risk and financial management : JRFM
93
Journal of international financial markets, institutions & money
91
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85
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Applied economics letters
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58
International Journal of Energy Economics and Policy : IJEEP
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
NBER Working Paper
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Quantitative finance
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Journal of international money and finance
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Journal of financial economics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of financial econometrics
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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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
Run risks of cash-redeemable ETFs
Leung, David Wing Yu
;
Wong, Joe Ho-Yeung
;
Fong, Tom
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014575236
Saved in:
3
From fundamental signals to stock volatility : a machine learning approach
Liao, Cunfei
;
Ma, Tian
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534531
Saved in:
4
Extrapolation and option-implied kurtosis in volatility forecasting
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014534532
Saved in:
5
Overnight versus intraday returns of anomalies in China
Lin, Chaonan
;
Chang, Hui-Wen
;
Chou, Robin K.
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463263
Saved in:
6
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
7
Market intraday momentum : APAC evidence
Limkriangkrai, Manapon
;
Chai, Daniel J. P.
;
Zheng, Gaoping
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463346
Saved in:
8
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
9
Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
Yousaf, Imran
;
Hunjra, Ahmed Imran
;
Alshater, Muneer Maher
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014463516
Saved in:
10
The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Syed Mabruk Billah
;
Amar, Amine Ben
;
Balli, Faruk
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463683
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