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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Malik, Farooq"
~person:"Wang, Yazhen"
~subject:"Kapitaleinkommen"
~subject:"Produktivität"
~subject:"Stochastic process"
~subject:"Volatility"
~subject:"Volatilität"
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Kapitaleinkommen
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Stochastic process
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4
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4
Schätzung
4
Share price
4
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Malik, Farooq
Wang, Yazhen
Todorov, Viktor
14
Bollerslev, Tim
10
Tauchen, George Eugene
7
Gupta, Rangan
6
Yang, Chih-Hai
6
Andersen, Torben
5
Bouri, Elie
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Bohl, Martin T.
4
Francq, Christian
4
McAleer, Michael
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Diewert, Walter E.
3
Engle, Robert F.
3
Fan, Jianqing
3
Ghysels, Eric
3
Jensen, Gerald R.
3
Koop, Gary
3
Lu, Yi
3
Patton, Andrew J.
3
Roubaud, David
3
Sharma, Chandan
3
Sickles, Robin C.
3
Siklos, Pierre L.
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Steel, Mark F. J.
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Taylor, Robert
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Wohar, Mark E.
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Xu, Zhaoyuan
3
Yashiro, Naomitsu
3
Yu, Linhui
3
Zhang, Yan
3
Zhou, Hao
3
Andreou, Elena
2
Apergēs, Nikolaos
2
Asai, Manabu
2
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China economic review : an international journal
Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International review of economics & finance : IREF
3
Energy economics
2
KAIST College of Business Working Paper Series No
2
Review of quantitative finance and accounting
2
Applied financial economics
1
Econometric Institute research papers
1
Econometric theory
1
Econometrics : open access journal
1
Global finance journal
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of empirical finance
1
Review of financial economics : RFE
1
The North American journal of economics and finance : a journal of financial economics studies
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of applied business research
1
Working paper
1
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ECONIS (ZBW)
6
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1
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
2
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
3
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
4
Adaptive thresholding for large volatility matrix
estimation
based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
5
Multivariate GARCH modeling of sector volatility transmission
Hassan, S. Aun
;
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
47
(
2007
)
3
,
pp. 470-480
Persistent link: https://www.econbiz.de/10003510404
Saved in:
6
Risk
management
of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
4
,
pp. 435-441
Persistent link: https://www.econbiz.de/10009373135
Saved in:
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