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Capital income
Welt
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Börsenkurs
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50,641
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Gupta, Rangan
139
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121
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115
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81
Bollerslev, Tim
80
McMillan, David G.
75
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63
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56
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55
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54
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53
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53
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52
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51
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51
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48
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46
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44
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40
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38
Ma, Feng
38
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36
Timmermann, Allan
34
Tiwari, Aviral Kumar
34
Andersen, Torben
33
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32
Goetzmann, William N.
32
Guidolin, Massimo
32
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31
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31
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31
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30
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29
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29
Spagnolo, Nicola
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28
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26
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Banco Central do Brasil
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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Universität Mannheim
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Universität Zürich / Institut für Schweizerisches Bankwesen
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ABN AMRO Holding
1
American Enterprise Institute for Public Policy Research
1
American Finance Association
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Finance research letters
418
International review of financial analysis
340
Journal of banking & finance
317
NBER working paper series
249
International review of economics & finance : IREF
236
Journal of empirical finance
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Journal of financial economics
229
Pacific-Basin finance journal
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
185
Research in international business and finance
174
Journal of international financial markets, institutions & money
163
Applied financial economics
145
Review of quantitative finance and accounting
141
Economic modelling
133
Energy economics
129
The journal of finance : the journal of the American Finance Association
128
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
126
The European journal of finance
122
Journal of risk and financial management : JRFM
108
Economics letters
104
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
103
Management science : journal of the Institute for Operations Research and the Management Sciences
103
International journal of economics and finance
102
Investment management and financial innovations
102
International journal of economics and financial issues : IJEFI
98
Journal of financial markets
94
Journal of econometrics
92
Journal of financial and quantitative analysis : JFQA
87
International journal of finance & economics : IJFE
86
Cogent economics & finance
84
Journal of international money and finance
84
The review of financial studies
76
Global finance journal
73
Research paper series / Swiss Finance Institute
70
Journal of economics and finance
68
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ECONIS (ZBW)
20,213
EconStor
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121
Commonality in the time-variation of stock-stock and stock-bond return comovements
Connolly, Robert A.
;
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of financial markets
10
(
2007
)
2
,
pp. 192-218
Persistent link: https://www.econbiz.de/10003510378
Saved in:
122
Conditional
volatility
and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem
-
2010
Persistent link: https://www.econbiz.de/10003981032
Saved in:
123
Profitability of technical stock trading: has it moved from daily to intraday data?
Schulmeister, Stephan
- In:
Review of financial economics : RFE
18
(
2009
)
4
,
pp. 190-201
Persistent link: https://www.econbiz.de/10003921414
Saved in:
124
A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns
Klößner, Stefan
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003924780
Saved in:
125
Conditional
volatility
and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
-
2010
return correlations using weekly returns on futures markets and investigate the extent to which multivariate
volatility
…
Persistent link: https://www.econbiz.de/10003965868
Saved in:
126
Statistical inference in multifractal random walk models for financial time series
Sattarhoff, Cristina
-
2011
Persistent link: https://www.econbiz.de/10008990625
Saved in:
127
Extreme correlation of stock and bond futures markets : international evidence
Chui, Chin Man
;
Yang, Jian
- In:
The financial review : the official publication of the …
47
(
2012
)
3
,
pp. 565-587
Persistent link: https://www.econbiz.de/10009577033
Saved in:
128
Stochastic
volatility
in general equilibrium
Tauchen, George Eugene
- In:
The quarterly journal of finance
1
(
2011
)
4
,
pp. 707-731
Persistent link: https://www.econbiz.de/10009553957
Saved in:
129
The relationship between stock returns and
volatility
in the seventeen largest international stock markets : a semi-parametric approach
Dimitriou, Dimitrios
;
Simos, Theodore
- In:
Modern economy
2
(
2011
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10009305794
Saved in:
130
The intraday effect of nature disaster and production safety accident announcement based on high-frequency data from China’s stock markets
Li, Ping
;
Tang, Huailin
;
Liao, Jingchi
- In:
China finance review international
5
(
2015
)
3
,
pp. 277-302
Persistent link: https://www.econbiz.de/10011391745
Saved in:
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