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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Volatility
43,880
Volatilität
42,790
Theorie
12,858
Theory
12,837
Börsenkurs
9,867
Share price
9,844
Schätzung
8,223
Estimation
8,189
ARCH-Modell
7,226
ARCH model
7,217
Capital income
6,844
Cluster analysis
5,854
Aktienmarkt
5,780
Welt
5,768
Stock market
5,764
World
5,748
Clusteranalyse
5,355
Exchange rate
4,964
Wechselkurs
4,957
USA
4,411
United States
4,390
Prognoseverfahren
4,166
Forecasting model
4,153
Stochastischer Prozess
4,152
Stochastic process
4,147
Optionspreistheorie
4,125
Option pricing theory
4,113
Zeitreihenanalyse
3,840
Time series analysis
3,825
Risk
3,364
Risiko
3,299
Portfolio-Management
3,020
Portfolio selection
3,019
volatility
2,714
Finanzmarkt
2,558
Financial market
2,555
Oil price
2,496
Ölpreis
2,495
Spillover-Effekt
2,419
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All
Free
2,426
Undetermined
2,189
CC license
172
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Article
4,294
Book / Working Paper
2,550
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All
Article in journal
4,175
Aufsatz in Zeitschrift
4,175
Graue Literatur
968
Non-commercial literature
968
Arbeitspapier
930
Working Paper
930
Aufsatz im Buch
104
Book section
104
Hochschulschrift
90
Thesis
71
Collection of articles written by one author
35
Sammlung
35
Conference paper
17
Konferenzbeitrag
17
Collection of articles of several authors
10
Sammelwerk
10
Aufsatzsammlung
7
Bibliografie enthalten
3
Bibliography included
3
Case study
3
Fallstudie
3
Forschungsbericht
3
Konferenzschrift
2
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2
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2
Systematic review
2
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2
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2
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1
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1
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1
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1
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English
6,816
German
16
Spanish
5
French
4
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2
Czech
1
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Gupta, Rangan
101
Bollerslev, Tim
66
Diebold, Francis X.
62
McAleer, Michael
50
Caporale, Guglielmo Maria
48
Andersen, Torben
40
Bouri, Elie
37
Bekaert, Geert
35
Yılmaz, Kamil
33
Pierdzioch, Christian
30
Spagnolo, Nicola
25
Lux, Thomas
24
Campbell, John Y.
23
Christoffersen, Peter F.
23
McMillan, David G.
23
Aït-Sahalia, Yacine
22
Bali, Turan G.
22
Todorov, Viktor
22
Chang, Chia-Lin
21
Chiang, Thomas C.
21
Salisu, Afees A.
21
Demirer, Rıza
20
Gil-Alaña, Luis A.
18
Grobys, Klaus
18
Harvey, Campbell R.
18
Hautsch, Nikolaus
18
Ma, Feng
18
Tiwari, Aviral Kumar
18
Zaremba, Adam
18
Asai, Manabu
17
Lucas, André
17
Wang, Yudong
17
Wohar, Mark E.
17
Balcilar, Mehmet
16
Goldstein, Robert S.
16
Hammoudeh, Shawkat
16
Meddahi, Nour
16
Tauchen, George Eugene
16
Zhang, Xiaoyan
16
Ang, Andrew
15
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National Bureau of Economic Research
63
University of Canterbury / Dept. of Economics and Finance
4
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Rodney L. White Center for Financial Research
3
The Wharton Financial Institutions Center
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Federal Reserve Bank of St. Louis
2
Institute of Finance and Accounting <London>
2
Svenska Handelshögskolan <Helsinki>
2
William Davidson Institute <Ann Arbor, Mich.>
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banco Central do Brasil
1
Center for Economic Research <Tilburg>
1
Centre for Economic Policy Research
1
Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
European Central Bank
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Harvard Institute of Economic Research
1
Instituto Valenciano de Investigaciones Económicas
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Johns Hopkins University / Department of Economics
1
Judge Institute of Management Studies
1
Karlsruher Institut für Technologie
1
Lunds Universitet / Nationalekonomiska Institutionen
1
Rutgers University / Department of Economics
1
Salomon Center
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Universität Duisburg <1980-2002>
1
Universität Mannheim
1
Universität Ulm
1
Universität zu Köln / Seminar für Wirtschafts- und Sozialstatistik
1
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Published in...
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Finance research letters
139
International review of financial analysis
114
International review of economics & finance : IREF
105
Journal of empirical finance
100
Journal of banking & finance
94
Journal of financial economics
88
Energy economics
87
The North American journal of economics and finance : a journal of financial economics studies
80
Research in international business and finance
73
Applied economics
72
Applied financial economics
72
Economic modelling
72
Journal of international financial markets, institutions & money
67
Working paper / National Bureau of Economic Research, Inc.
64
Pacific-Basin finance journal
63
NBER working paper series
62
Journal of econometrics
61
Applied economics letters
57
NBER Working Paper
48
The European journal of finance
48
Journal of risk and financial management : JRFM
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Economics letters
43
Working paper
40
Journal of forecasting
39
Journal of international money and finance
38
Research paper series / Swiss Finance Institute
38
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
International journal of forecasting
36
International journal of finance & economics : IJFE
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
The journal of finance : the journal of the American Finance Association
32
Investment management and financial innovations
31
Review of quantitative finance and accounting
31
Discussion paper / Tinbergen Institute
30
The journal of futures markets
30
Department of Economics working paper series
28
International journal of economics and finance
28
Global finance journal
27
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ECONIS (ZBW)
6,844
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1
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1
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
2
To what extent are stock returns driven by mean and
volatility
spillover effects? : evidence from eight European stock markets
Alikhanov, Abdulla
- In:
Národohospodářský obzor : časopis věnovaný …
13
(
2013
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10010193320
Saved in:
3
Long memory and asymmetry for matrix-exponential dynamic correlation processes
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10010510043
Saved in:
4
Oil price shocks, economic policy uncertainty and industry stock returns in China : asymmetric effects with quantile regression
You, Wan-hai
;
Guo, Yawei
;
Zhu, Huiming
;
Tang, Yong
- In:
Energy economics
68
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011904980
Saved in:
5
Oil price effects over individual Portuguese stock returns
Teixeira, Rui F.
;
Madaleno, Mara
;
Vieira, Elisabete F. …
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 891-926
Persistent link: https://www.econbiz.de/10011892906
Saved in:
6
Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach
Zhu, Huiming
;
Su, Xianfang
;
You, Wan-hai
;
Ren, Ying-hua
- In:
Applied economics
49
(
2017
)
25
,
pp. 2491-2507
Persistent link: https://www.econbiz.de/10011819559
Saved in:
7
Exploring the impact of oil security attention on oil
volatility
: a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
8
The quantile dependence between global crude oil price and stock markets in emerging Asia : evidence from major oil consuming nations
Mishra, Shekhar
;
Debasish, Sathya Swaroop
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
9
(
2019
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10012135603
Saved in:
9
Asymmetric effects of economic policy uncertainty on stock returns under different market conditions : evidence from G7 stock markets
Huang, Wei-Qiang
;
Liu, Peipei
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 780-784
Persistent link: https://www.econbiz.de/10013411772
Saved in:
10
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
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