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~isPartOf:"Pacific-Basin finance journal"
~subject:"Capital market returns"
~subject:"Estimation"
~subject:"Financial market"
~subject:"Forecasting model"
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Search: subject_exact:"Volatility"
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Capital market returns
Estimation
Financial market
Forecasting model
Volatility
172
Volatilität
172
Börsenkurs
71
Share price
71
Aktienmarkt
66
Stock market
66
Capital income
63
Kapitaleinkommen
63
China
47
Schätzung
34
ARCH model
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24
Welt
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Portfolio-Management
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Docherty, Paul
2
Jiang, Fuwei
2
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1
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1
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1
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Pacific-Basin finance journal
Energy economics
244
Finance research letters
236
International review of financial analysis
181
Applied economics
176
Economic modelling
173
International review of economics & finance : IREF
163
The North American journal of economics and finance : a journal of financial economics studies
141
Journal of econometrics
140
Working paper / National Bureau of Economic Research, Inc.
130
International journal of forecasting
129
Journal of empirical finance
123
NBER working paper series
122
Journal of forecasting
121
Journal of banking & finance
118
Applied economics letters
107
NBER Working Paper
105
Applied financial economics
103
Research in international business and finance
102
Working paper
101
The journal of futures markets
99
Discussion paper / Tinbergen Institute
90
Journal of international financial markets, institutions & money
90
Journal of international money and finance
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Economics letters
80
Journal of risk and financial management : JRFM
79
International journal of finance & economics : IJFE
74
The European journal of finance
72
Quantitative finance
64
CESifo working papers
63
Discussion paper / Centre for Economic Policy Research
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Journal of financial economics
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of financial econometrics : official journal of the Society for Financial Econometrics
50
Journal of financial econometrics
48
International Journal of Energy Economics and Policy : IJEEP
46
Journal of economic dynamics & control
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ECONIS (ZBW)
57
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
7
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
8
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:
9
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:
10
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
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