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~subject:"Capital income"
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Hashing GARCH : a reassessment...
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Capital income
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Gupta, Rangan
140
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86
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77
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76
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67
Zaremba, Adam
65
Timmermann, Allan
62
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55
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55
Harvey, Campbell R.
55
Zhou, Guofu
55
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54
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53
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52
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51
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49
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49
Bali, Turan G.
43
Ferson, Wayne E.
41
Ma, Feng
41
Wang, Yudong
39
Narayan, Paresh Kumar
38
Engle, Robert F.
36
Andersen, Torben
35
Gil-Alaña, Luis A.
34
Pesaran, M. Hashem
34
Lux, Thomas
33
Cakici, Nusret
32
Chiang, Thomas C.
29
Guo, Hui
29
Zhang, Yaojie
29
Prokopczuk, Marcel
28
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28
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28
Fabozzi, Frank J.
26
Spagnolo, Nicola
26
Ang, Andrew
25
Cochrane, John H.
25
Salisu, Afees A.
25
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Erasmus Research Institute of Management
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Svenska Handelshögskolan <Helsinki>
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University of Canterbury / Dept. of Economics and Finance
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Chambre de commerce et d'industrie de Paris
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Gottfried Wilhelm Leibniz Universität Hannover
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Harvard Institute of Economic Research
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International Center for Financial Asset Management and Engineering
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Centre for Economic Policy Research
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Centro de Estudios Macroeconómicos de Argentina / Universidad
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Economics
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Judge Institute of Management Studies
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Karlsruher Institut für Technologie
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of British Columbia / Finance Division
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Universität Mannheim
2
William Davidson Institute <Ann Arbor, Mich.>
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
American Enterprise Institute for Public Policy Research
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Finance research letters
330
Journal of banking & finance
268
NBER working paper series
263
Journal of empirical finance
254
Journal of financial economics
247
Working paper / National Bureau of Economic Research, Inc.
234
International review of financial analysis
232
NBER Working Paper
201
International review of economics & finance : IREF
196
The North American journal of economics and finance : a journal of financial economics studies
147
Applied economics
138
Applied financial economics
134
Pacific-Basin finance journal
132
Research in international business and finance
128
The European journal of finance
121
The journal of finance : the journal of the American Finance Association
120
Journal of econometrics
119
Energy economics
117
Applied economics letters
114
Economic modelling
114
The review of financial studies
113
Economics letters
111
Journal of international financial markets, institutions & money
110
International journal of forecasting
101
Management science : journal of the Institute for Operations Research and the Management Sciences
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
92
Journal of forecasting
91
Journal of risk and financial management : JRFM
90
Review of quantitative finance and accounting
87
Journal of financial and quantitative analysis : JFQA
83
Working paper
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Journal of financial markets
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Discussion paper / Centre for Economic Policy Research
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Research paper series / Swiss Finance Institute
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Journal of economic dynamics & control
73
Journal of international money and finance
66
Quantitative finance
63
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
61
International journal of finance & economics : IJFE
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ECONIS (ZBW)
16,516
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1
Model uncertainty and forecast combination in high-dimensional multivariate
volatility
prediction
Amendola, Alessandra
;
Storti, Giuseppe
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
Saved in:
2
How candlestick features affect the performance of
volatility
forecasts : evidence from the stock market
Su, Jung-bin
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 486-506
Persistent link: https://www.econbiz.de/10010528953
Saved in:
3
Conditional heteroskedasticity in the
volatility
of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
4
An application of a random level shifts model to the
volatility
of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
5
Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
Mohammadi, Mohammad
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 859-866
Persistent link: https://www.econbiz.de/10011860776
Saved in:
6
Modelling and forecasting
volatility
for BSE and NSE stock index : linear vs. nonlinear approach
Shanthi, A.
;
Thamilselvan, R.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
9
(
2019
)
4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10012153148
Saved in:
7
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
8
Modelling and forecasting stock
volatility
and return : a new approach based on quantile Rogers-Satchell
volatility
measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
9
Long run
volatility
forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
10
The factor-spline-GARCH model for high and low frequency correlations
Rangel, Jose Gonzalo
;
Engle, Robert F.
-
2009
frequency volatilities and correlations ; Dynamic conditional correlation ; Spline-GARCH ; Idiosyncratic
volatility
; Long …
Persistent link: https://www.econbiz.de/10003821063
Saved in:
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