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Capital income
Portfolio-Management
43,941
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European University Institute / Department of Law
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Federal Reserve Bank of Cleveland
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Finance research letters
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International review of financial analysis
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Journal of financial economics
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NBER working paper series
164
International review of economics & finance : IREF
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Applied economics
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Research in international business and finance
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NBER Working Paper
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Pacific-Basin finance journal
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Applied financial economics
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Energy economics
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Applied economics letters
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Journal of international financial markets, institutions & money
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Economic modelling
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Journal of risk and financial management : JRFM
94
The European journal of finance
94
Journal of econometrics
85
The journal of asset management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
83
Review of quantitative finance and accounting
73
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Research paper series / Swiss Finance Institute
66
Journal of financial markets
65
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Investment management and financial innovations
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The journal of finance : the journal of the American Finance Association
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Financial markets and portfolio management
60
The review of financial studies
60
International journal of forecasting
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Journal of international money and finance
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of economics and finance
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Journal of financial and quantitative analysis : JFQA
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
12,970
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1
Irregularities in forward-looking
volatility
Qadan, Mahmoud
;
Nisani, Doron
;
Eichel, Ron
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 489-501
Persistent link: https://www.econbiz.de/10014249179
Saved in:
2
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
3
Asset allocation under higher moments with the GARCH filter
Kinoshita, Ryo
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 235-254
Persistent link: https://www.econbiz.de/10011325723
Saved in:
4
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
5
Volatility
timing : how best to forecast portfolio exposures
Clements, A.
;
Silvennoinen, A.
- In:
Journal of empirical finance
24
(
2013
),
pp. 108-115
Persistent link: https://www.econbiz.de/10010371987
Saved in:
6
Explaining the stock-stock, bond-bond and stock-bond correlation across countries
McMillan, David G.
- In:
International journal of monetary economics and finance …
13
(
2020
)
5
,
pp. 429-445
Persistent link: https://www.econbiz.de/10012515166
Saved in:
7
A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
Saved in:
8
A dynamic conditional approach to portfolio weights forecasting
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2020
-
This version: May 12, 2020
Persistent link: https://www.econbiz.de/10012418423
Saved in:
9
Volatility
-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Saved in:
10
Long-run wavelet-based correlation for financial time series
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 676-696
Persistent link: https://www.econbiz.de/10011890368
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