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~isPartOf:"Pacific-Basin finance journal"
~subject:"Korrelation"
~subject:"Volatility"
~subject:"long memory"
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Korrelation
Volatility
long memory
Volatilität
8
Börsenkurs
5
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5
ARCH model
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1
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Kam Fong Chan
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Powell, John Gregory
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Pacific-Basin finance journal
Finance research letters
46
International journal of forecasting
36
Journal of econometrics
34
Energy economics
28
International review of economics & finance : IREF
28
Journal of forecasting
27
Economic modelling
25
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25
The North American journal of economics and finance : a journal of financial economics studies
23
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22
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International review of financial analysis
21
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18
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Department of Economics working paper series
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Economics letters
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International journal of finance & economics : IJFE
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Research in international business and finance
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Financial innovation : FIN
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IES working paper
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The journal of futures markets
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Emerging markets, finance and trade : EMFT
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global finance journal
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International journal of theoretical and applied finance
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ECONIS (ZBW)
8
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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
Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei
;
Yun, Mu Shu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
Saved in:
3
Extreme risk connectedness among global major financial institutions : links to globalization and emerging market fear
Liao, Yin
;
Pan, Zheyao
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013552682
Saved in:
4
How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? : the case of Bitcoin
Ahmed, Walid M. A.
- In:
Pacific-Basin finance journal
70
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013392319
Saved in:
5
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:
6
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:
7
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:
8
Currency jumps and crises : do developed and emerging market currencies jump together?
Kam Fong Chan
;
Powell, John Gregory
;
Sirimon Treepongkaruna
- In:
Pacific-Basin finance journal
30
(
2014
),
pp. 132-157
Persistent link: https://www.econbiz.de/10010496360
Saved in:
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