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~language:"eng"
~language:"nor"
~language:"und"
~person:"Bollerslev, Tim"
~person:"McMillan, David G."
~subject:"Kapitaleinkommen"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Kapitaleinkommen
Wirkungsanalyse
Volatility
104
Volatilität
104
Capital income
93
Estimation
75
Schätzung
75
Börsenkurs
74
Forecasting model
74
Prognoseverfahren
74
Share price
74
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63
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63
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48
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48
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42
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42
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39
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39
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35
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34
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34
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Article in journal
Aufsatz im Buch
Collection of articles of several authors
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98
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45
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45
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42
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42
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Bollerslev, Tim
McMillan, David G.
Gupta, Rangan
161
Zaremba, Adam
107
Narayan, Paresh Kumar
73
Wohar, Mark E.
71
Bouri, Elie
51
Tiwari, Aviral Kumar
50
Faff, Robert W.
48
Ma, Feng
46
Apergēs, Nikolaos
44
Cakici, Nusret
42
Hassan, M. Kabir
42
Nguyen, Duc Khuong
42
Bali, Turan G.
41
Caporale, Guglielmo Maria
41
Xuan Vinh Vo
41
Demirer, Rıza
40
Pierdzioch, Christian
40
Zhang, Wei
40
Chiang, Thomas C.
38
Brooks, Robert
37
Wang, Yudong
37
Fletcher, Jonathan
36
Gil-Alaña, Luis A.
36
Heckman, James J.
36
Sehgal, Sanjay
35
Balcilar, Mehmet
34
Böhringer, Christoph
34
Kutan, Ali Mustafa
34
Caliendo, Marco
33
Titman, Sheridan
33
Hammoudeh, Shawkat
32
Lee, Chien-chiang
32
Ryu, Doojin
32
Salisu, Afees A.
32
Fabozzi, Frank J.
31
Lucey, Brian M.
31
Timmermann, Allan
31
Umar, Zaghum
31
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Journal of econometrics
8
Applied financial economics
5
Journal of financial economics
5
The European journal of finance
5
The journal of asset management
5
Research in international business and finance
4
International review of economics & finance : IREF
3
Studies in economics and finance
3
Cogent economics & finance
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of applied economics
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Oxford bulletin of economics and statistics
2
The American economic review
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of economics and statistics
2
Applied economics
1
Applied economics letters
1
Asia-Pacific financial markets
1
China finance review international
1
Credit and capital markets : Kredit und Kapital
1
Financial markets, institutions & instruments
1
International Journal of Financial Studies : open access journal
1
International economic review
1
International journal of banking, accounting and finance
1
International journal of monetary economics and finance : IJMEF
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business finance & accounting : JBFA
1
Journal of economics & business
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of international economics
1
Journal of macroeconomics
1
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ECONIS (ZBW)
98
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1
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98
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1
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
2
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
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:
5
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
6
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
Saved in:
7
Oil-stock nexus : the role of oil shocks for GCC markets
Ziadat, Salem Adel
;
McMillan, David G.
- In:
Studies in economics and finance
39
(
2022
)
5
,
pp. 801-818
Persistent link: https://www.econbiz.de/10013390919
Saved in:
8
The predictive ability of stock market factors
Elgammal, Mohammed Mohammed
;
Ahmed, Fatma Ehab
; …
- In:
Studies in economics and finance
39
(
2022
)
1
,
pp. 111-124
Persistent link: https://www.econbiz.de/10012798502
Saved in:
9
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
10
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
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