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~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
~subject:"Investment Fund"
~subject:"World"
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ARCH model
Investment Fund
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Portfolio selection
330
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330
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116
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Yan, Cheng
3
Chaiyuth Padungsaksawasdi
2
Cheng, Tingting
2
Echaust, Krzysztof
2
Fulkerson, Jon A.
2
Gozgor, Giray
2
Hammoudeh, Shawkat
2
Just, Małgorzata
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Moor, Lieven de
2
Nijman, Theodore E.
2
Rakowski, David
2
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2
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2
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Journal of empirical finance
Research in international business and finance
Journal of banking & finance
131
Finance research letters
92
International review of financial analysis
85
NBER working paper series
78
Journal of financial economics
71
Working paper / National Bureau of Economic Research, Inc.
68
The journal of asset management
64
NBER Working Paper
56
Journal of financial and quantitative analysis : JFQA
49
Working paper / Centre for Financial Research
48
Journal of international money and finance
45
Applied economics
44
International review of economics & finance : IREF
43
Journal of international financial markets, institutions & money
43
The North American journal of economics and finance : a journal of financial economics studies
42
Energy economics
41
Journal of investment management : JOIM
36
Management science : journal of the Institute for Operations Research and the Management Sciences
35
The European journal of finance
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Applied economics letters
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Global finance journal
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Managerial finance
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Pacific-Basin finance journal
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Research paper series / Swiss Finance Institute
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The review of financial studies
28
The journal of portfolio management : a publication of Institutional Investor
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Journal of risk and financial management : JRFM
25
Review of quantitative finance and accounting
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SpringerLink / Bücher
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The journal of wealth management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Financial services review : the journal of individual financial management
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Economics letters
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ECONIS (ZBW)
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1
Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses
Bange, Mary M.
;
Khang, Kenneth
;
Miller, Thomas W.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 363-386
Persistent link: https://www.econbiz.de/10003759188
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2
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
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3
Multistep predictions for multivariate GARCH models : closed form solution and the value for portfolio management
Hlouskova, Jaroslava
;
Schmidheiny, Kurt
;
Wagner, Martin
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 330-336
Persistent link: https://www.econbiz.de/10003839340
Saved in:
4
International conditional asset allocation under specification uncertainty
Barras, Laurent
- In:
Journal of empirical finance
14
(
2007
)
4
,
pp. 443-464
Persistent link: https://www.econbiz.de/10003609902
Saved in:
5
Increasing correlations or just fat tails?
Campbell, Rachel
;
Forbes, Catherine Scipione
;
Koedijk, Kees
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
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6
Time-varying integration and international diversification strategies
Baele, Lieven
;
Inghelbrecht, Koen
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 368-387
Persistent link: https://www.econbiz.de/10003856779
Saved in:
7
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
8
Country versus sector factors in equity returns : the roles of non-unit exposures
Moor, Lieven de
;
Sercu, Piet
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 64-77
Persistent link: https://www.econbiz.de/10009301177
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9
The plausibility of risk estimates and implied costs to international equity investments
Moor, Lieven de
;
Sercu, Piet
;
Vanpée, Rosanne
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 623-644
Persistent link: https://www.econbiz.de/10009267264
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10
Fixed-income fund performance : role of luck and ability in tail membership
Ayadi, Mohamed A.
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 379-392
Persistent link: https://www.econbiz.de/10009302108
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