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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Finance research letters"
~person:"Lau, Chi Keung"
~person:"Tiwari, Aviral Kumar"
~subject:"Korrelation"
~subject:"Share price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Korrelation
Share price
ARCH model
7
ARCH-Modell
7
Volatility
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Volatilität
7
Börsenkurs
4
Aktienmarkt
3
Capital income
3
Estimation
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Kapitaleinkommen
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Schätzung
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Spillover effect
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Spillover-Effekt
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Stock market
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Volatility spillovers
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China
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Multivariate Verteilung
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Asian markets
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Asien
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Baidu-Index
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Bitcoin
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Electronic money
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Elektronisches Geld
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Emerging economies
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Lau, Chi Keung
Tiwari, Aviral Kumar
Engle, Robert F.
3
Brzeszczyński, Janusz
2
Chen, Yi-ting
2
Gozgor, Giray
2
Klein, Tony
2
Li, Ping
2
Li, Yan
2
Molnár, Peter
2
Wang, Jiqian
2
Wu, Lan
2
Zeng, Qing
2
Abakah, Emmanuel Joel Aikins
1
Abdel-Qader, Waleed
1
Ahn, Yongkil
1
Ahoniemi, Katja
1
Akhtaruzzaman, Md.
1
Alagidede, Imhotep Paul
1
Alshammari, Saad
1
An, Na
1
Asgharian, Hossein
1
Aslanidis, Nektarios
1
Aysan, Ahmet Faruk
1
Bai, Fan
1
Baklaci, Hasan F.
1
Bariviera, Aurelio Fernández
1
Batten, Jonathan A.
1
Bazán-Palomino, Walter
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Bašta, Milan
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Beyene, Nardos
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Caiado, Jorge
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Caldeira, João F.
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Caporin, Massimiliano
1
Cappiello, Lorenzo
1
Chen, Xiaodan
1
Chen, Zhonglu
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
Energy economics
3
Research in international business and finance
2
Applied economics
1
Economic systems
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International review of financial analysis
1
Journal of economics and finance
1
Technological forecasting & social change : an international journal
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The North American journal of economics and finance : a journal of financial economics studies
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Theoretical economics letters
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ECONIS (ZBW)
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1
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
2
The impact of Baidu Index sentiment on the volatility of China's stock markets
Fang, Jianchun
;
Gozgor, Giray
;
Lau, Chi Keung
;
Lu, Zhou
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430747
Saved in:
3
Bitcoin returns and risk : a general GARCH and GAS analysis
Troster, Victor
;
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
; …
- In:
Finance research letters
30
(
2019
),
pp. 187-193
Persistent link: https://www.econbiz.de/10012420417
Saved in:
4
Volatility spillovers across stock index futures in Asian markets : evidence from range volatility estimators
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
Finance research letters
17
(
2016
),
pp. 158-166
Persistent link: https://www.econbiz.de/10011596275
Saved in:
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