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accessRights:"restricted"
subject:"Capital income"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Apergēs, Nikolaos"
~person:"Bouri, Elie"
~person:"Ogbonna, Ahamuefula E."
~person:"Ours, Jan C. van"
~person:"Tiwari, Aviral Kumar"
~person:"Zaremba, Adam"
~subject:"ARCH model"
~subject:"Cryptocurrencies"
~subject:"Estimation"
~subject:"Portfolio-Management"
~subject:"Welt"
~subject:"World"
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Capital income
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Apergēs, Nikolaos
Bouri, Elie
Ogbonna, Ahamuefula E.
Ours, Jan C. van
Tiwari, Aviral Kumar
Zaremba, Adam
Gupta, Rangan
5
Ma, Feng
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International journal of finance & economics : IJFE
Discussion paper / Centre for Economic Policy Research
18
Finance research letters
16
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15
Energy economics
15
Research in international business and finance
9
Journal of international financial markets, institutions & money
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International review of financial analysis
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
2
Modelling cryptocurrency high-low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.
;
Xuan Vinh Vo
;
Ogbonna, Ahamuefula E.
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012814609
Saved in:
3
The oil price-macroeconomic fundamentals nexus for emerging market economies : evidence from a wavelet analysis
Tiwari, Aviral Kumar
;
Raheem, Ibrahim Dolapo
;
Bozoklu, Seref
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1569-1590
Persistent link: https://www.econbiz.de/10012815114
Saved in:
4
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
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