//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Fitting the Nigeria stock mark...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
379
Kapitaleinkommen
379
Börsenkurs
287
Share price
287
Volatility
265
Volatilität
264
Theorie
227
Theory
227
Estimation
196
Schätzung
196
Aktienmarkt
156
Stock market
156
Forecasting model
145
Prognoseverfahren
145
ARCH model
134
ARCH-Modell
134
Portfolio selection
122
Portfolio-Management
122
Time series analysis
107
Zeitreihenanalyse
107
CAPM
105
USA
104
United States
104
Estimation theory
77
Schätztheorie
77
Anlageverhalten
73
Behavioural finance
73
Risikoprämie
69
Risk premium
69
Risk
59
Risiko
58
Welt
57
World
57
Correlation
47
Korrelation
47
Securities trading
43
Wertpapierhandel
43
Ankündigungseffekt
41
Announcement effect
41
Stochastic process
36
more ...
less ...
Online availability
All
Undetermined
361
Free
3
Type of publication
All
Article
755
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
756
Aufsatz in Zeitschrift
756
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
3
Conference proceedings
2
Language
All
English
760
Author
All
Baillie, Richard
6
Wang, Yudong
6
Frijns, Bart
5
Gospodinov, Nikolaj
5
Karanasos, Menelaos
5
Christiansen, Charlotte
4
Kim, Jae H.
4
Koop, Gary
4
Morana, Claudio
4
Nelson, Charles R.
4
Schotman, Peter C.
4
Wei, K. C. John
4
Wu, Chongfeng
4
Brooks, Chris
3
Caporin, Massimiliano
3
Cenesizoglu, Tolga
3
Cheng, Tingting
3
Conrad, Christian
3
Dacorogna, Michel M.
3
Engsted, Tom
3
Francis, Bill B.
3
Harvey, David I.
3
Hasan, Iftekhar
3
Huang, Roger D.
3
Hur, Jungshik
3
In, Francis Haeuck
3
Kellard, Neil
3
Kim, Tong Suk
3
Ko, Kuan-Cheng
3
Kolari, James W.
3
Laurent, Sébastien
3
Leybourne, Stephen James
3
Liao, Yin
3
Linton, Oliver
3
Lucas, André
3
Maio, Paulo
3
Martens, Martin
3
Min, Byoung-Kyu
3
Myers, Robert J.
3
Nielsen, Morten Ørregaard
3
more ...
less ...
Institution
All
HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
2
Published in...
All
Journal of empirical finance
Journal of econometrics
2,273
NBER working paper series
2,010
Working paper / National Bureau of Economic Research, Inc.
1,840
Economics letters
1,813
NBER Working Paper
1,682
Finance research letters
1,616
Applied economics
1,366
Journal of banking & finance
1,357
International review of financial analysis
1,242
Applied economics letters
1,096
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,037
Energy economics
1,027
The journal of finance : the journal of the American Finance Association
1,021
Journal of financial economics
971
Applied financial economics
953
Economic modelling
941
International review of economics & finance : IREF
940
Econometric theory
927
Pacific-Basin finance journal
833
International journal of forecasting
821
Discussion paper / Centre for Economic Policy Research
806
Working paper
773
Discussion paper / Tinbergen Institute
765
Research in international business and finance
710
The review of financial studies
699
Journal of financial and quantitative analysis : JFQA
697
The North American journal of economics and finance : a journal of financial economics studies
684
Journal of international financial markets, institutions & money
671
Econometric reviews
662
The journal of futures markets
643
The Nigerian journal of economic and social studies
616
Journal of forecasting
584
CESifo working papers
577
International journal of economics and finance
572
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
568
Review of quantitative finance and accounting
559
The European journal of finance
559
Journal of international money and finance
558
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
550
more ...
less ...
Source
All
ECONIS (ZBW)
760
Showing
1
-
10
of
760
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional out-of-sample predictability of aggregate equity
returns
and aggregate equity return
volatility
using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
2
Equity markets
volatility
clustering : a multiscale analysis of intraday and overnight
returns
Zhao, Xiaojun
;
Xu, Chao
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
3
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
4
The dynamics of squared
returns
under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
5
Forecasting global stock market implied
volatility
indices
Degiannakis, Stavros
;
Filis, George
;
Hassani, Hossein
- In:
Journal of empirical finance
46
(
2018
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012103431
Saved in:
6
Predicting the long-term stock market
volatility
: a GARCH-MIDAS model with variable selection
Fang, Tong
;
Lee, Tae-hwy
;
Su, Zhi
- In:
Journal of empirical finance
58
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012430452
Saved in:
7
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
8
The decomposition of jump risks in individual stock
returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
9
Time-varying
volatility
and the power law distribution of stock
returns
Warusawitharana, Missaka
- In:
Journal of empirical finance
49
(
2018
),
pp. 123-141
Persistent link: https://www.econbiz.de/10012117726
Saved in:
10
Multivariate fractionally integrated APARCH modeling of stock market
volatility
: a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->