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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Finance research letters"
~person:"Molnár, Peter"
~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
6
ARCH-Modell
6
Volatility
6
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6
Börsenkurs
4
Aktienmarkt
3
Capital income
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Bitcoin
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Chinese industries
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Elektronisches Geld
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Handelsvolumen der Börse
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Market returns
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Markov chain
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Markov-Kette
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Markov-switching copulas
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Molnár, Peter
Tiwari, Aviral Kumar
Engle, Robert F.
3
Brzeszczyński, Janusz
2
Chen, Yi-ting
2
Gozgor, Giray
2
Klein, Tony
2
Lau, Chi Keung
2
Li, Ping
2
Li, Yan
2
Ma, Feng
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
Alanya-Beltran, Willy
1
Alshammari, Saad
1
An, Na
1
Asgharian, Hossein
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Aslanidis, Nektarios
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Aysan, Ahmet Faruk
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Bariviera, Aurelio Fernández
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Bašta, Milan
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
Energy economics
4
Research in international business and finance
3
Applied economics
2
Journal of empirical finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Economic systems
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
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International review of financial analysis
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
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Technological forecasting & social change : an international journal
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The North American journal of economics and finance : a journal of theory and practice
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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
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:
3
Oil market volatility and stock market volatility
Bašta, Milan
;
Molnár, Peter
- In:
Finance research letters
26
(
2018
),
pp. 204-214
Persistent link: https://www.econbiz.de/10012005675
Saved in:
4
The effect of non-trading days on volatility forecasts in equity markets
Lyócsa, Štefan
;
Molnár, Peter
- In:
Finance research letters
23
(
2017
),
pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
Saved in:
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