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Share price
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Gupta, Rangan
141
Caporale, Guglielmo Maria
130
Hautsch, Nikolaus
64
McAleer, Michael
63
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61
Zaremba, Adam
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60
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58
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58
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57
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53
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50
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48
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46
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45
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44
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44
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43
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42
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41
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40
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39
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38
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37
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37
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37
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37
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36
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36
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36
Ang, Andrew
35
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35
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35
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35
Ludvigson, Sydney C.
34
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33
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Kansantaloustieteen Laitos <Tampere>
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Shaker Verlag
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3
Technische Universität Dresden
3
University of Chicago / Center for Research in Security Prices
3
Verlag Dr. Kovač
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
American Finance Association
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Centre for New and Emerging Markets <London>
2
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NBER working paper series
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364
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361
International review of financial analysis
283
NBER Working Paper
282
Journal of banking & finance
262
International review of economics & finance : IREF
220
Journal of financial economics
217
Applied economics letters
210
The journal of finance : the journal of the American Finance Association
204
The North American journal of economics and finance : a journal of financial economics studies
201
Journal of empirical finance
192
Applied economics
191
Economic modelling
175
The review of financial studies
174
Pacific-Basin finance journal
162
Discussion paper / Centre for Economic Policy Research
159
Energy economics
156
Applied financial economics
153
Research in international business and finance
153
Journal of international financial markets, institutions & money
150
Economics letters
127
Journal of risk and financial management : JRFM
126
Review of quantitative finance and accounting
124
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
118
The journal of futures markets
112
The European journal of finance
110
Journal of financial and quantitative analysis : JFQA
108
Journal of financial markets
108
CESifo working papers
106
Journal of econometrics
96
Working paper
89
Research paper series / Swiss Finance Institute
88
Management science : journal of the Institute for Operations Research and the Management Sciences
87
Journal of economic dynamics & control
83
Cogent economics & finance
81
International journal of economics and finance
80
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
79
Journal of international money and finance
79
International journal of finance & economics : IJFE
77
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ECONIS (ZBW)
24,058
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1
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10
of
24,058
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date (oldest first)
1
Idiosyncratic
risk
and spillover effect in REIT returns
Hui, Eddie Chi Man
;
Wang, Ziyou
- In:
International journal of strategic property management
22
(
2018
)
6
,
pp. 457-470
Persistent link: https://www.econbiz.de/10011998439
Saved in:
2
Risk
and return of a trend-chasing application in financial markets: an empirical test
Ilomäki, Jukka
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
3
,
pp. 258-272
Persistent link: https://www.econbiz.de/10011885978
Saved in:
3
On equity
risk
prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
4
Analysis of stock markets
risk
spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
5
Asymmetric jump beta
estimation
with implications forportfolio
risk
management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
-
2017
Persistent link: https://www.econbiz.de/10012806610
Saved in:
6
Sharing asymmetric tail
risk
: smoothing, asset pricing and terms of trade
Corsetti, Giancarlo
;
Lipinska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012601997
Saved in:
7
Sharing asymmetric tail
risk
: smoothing, asset pricing and terms of trade
Corsetti, Giancarlo
;
Lipińska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012620824
Saved in:
8
Sharing asymmetric tail
risk
: smoothing, asset prices and terms of trade
Corsetti, Giancarlo
;
Lipinska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012700479
Saved in:
9
Portfolio optimization under distribution uncertainty with a feature fusion of conditional skewness GARCH model
Khan, Yousaf Ali
;
Ahmad, Muneeb
;
Ahmad, Muhammad Munir
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014304236
Saved in:
10
Modeling price dynamics and
risk
forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem
;
Farid, Daryush
;
Peymany, Moslem
; …
- In:
Iranian journal of finance
7
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
Saved in:
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