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~isPartOf:"Research in international business and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"swe"
~subject:"Kapitaleinkommen"
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Search: subject:"conditional heteroscedasticity"
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Kapitaleinkommen
ARCH model
250
ARCH-Modell
250
Volatility
192
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192
Börsenkurs
86
Share price
86
Capital income
84
Aktienmarkt
80
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Gupta, Rangan
3
Kang, Sang Hoon
3
Mensi, Walid
3
Aboura, Sofiane
2
Al Rababa'a, Abdel Razzaq
2
Chevallier, Julien
2
Degiannakis, Stavros
2
Demirer, Rıza
2
Hammami, Yacine
2
Jilani, Faouzi
2
McMillan, David G.
2
Nonejad, Nima
2
Suleman, Tahir
2
Xuan Vinh Vo
2
Abedin, Mohammad Zoynul
1
Aharon, David Y.
1
Ahmed, Abdullahi Dahir
1
Al Refai, Hisham M.
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alañón Pardo, Ángel
1
Alomari, Mohammad
1
Arellano, Miguel Ataurima
1
Asai, Manabu
1
Aslan, Aylin
1
Azibi, Jamel
1
Balcilar, Mehmet
1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
Ben Ouda, Olfa
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Ben Rejeb, Aymen
1
Bouri, Elie
1
Bouteska, Ahmed
1
Brik, Hatem
1
Brugal, Ivan
1
Candido, Osvaldo
1
Chang, Chia-Lin
1
Chen, Xiaoyu
1
Chen, Zan
1
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Research in international business and finance
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
59
Journal of empirical finance
50
International review of financial analysis
48
Energy economics
46
International review of economics & finance : IREF
43
Journal of international financial markets, institutions & money
35
International journal of forecasting
34
Applied economics
33
Economic modelling
33
Journal of banking & finance
30
Journal of forecasting
28
The European journal of finance
28
Journal of risk and financial management : JRFM
27
Applied economics letters
22
Applied financial economics
22
Journal of econometrics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Review of quantitative finance and accounting
17
International journal of economics and finance
16
International journal of finance & economics : IJFE
16
Pacific-Basin finance journal
16
Working paper
15
Cogent economics & finance
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of economics and financial issues : IJEFI
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Afro-Asian Journal of Finance and Accounting : AAJFA
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Economics letters
12
Global business review
12
Global finance journal
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International Journal of Financial Studies : open access journal
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Discussion paper / Tinbergen Institute
11
Financial innovation : FIN
11
Quantitative finance
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ECONIS (ZBW)
84
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1
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
2
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
3
COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014279046
Saved in:
4
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
5
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
6
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
7
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
8
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
9
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya
;
Bouri, Elie
;
Wee, Jung Bum
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
Saved in:
10
Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
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