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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Review of development finance"
~isPartOf:"The South African journal of economics"
~isPartOf:"Theoretical economics letters"
~person:"Caporale, Guglielmo Maria"
~person:"Lee, Chien-chiang"
~person:"Ma, Feng"
~person:"Nguyen Phuc Canh"
~person:"Pierdzioch, Christian"
~person:"Schinckus, Christophe"
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
~subject:"Cointegration"
~subject:"Fractional cointegration"
~subject:"Kalendereffekt"
~subject:"Schätzung"
~subject:"Strukturbruch"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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ARCH-Modell
Aktienmarkt
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Kalendereffekt
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Estimation
52
Forecasting model
17
Prognoseverfahren
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
Lee, Chien-chiang
Ma, Feng
Nguyen Phuc Canh
Pierdzioch, Christian
Schinckus, Christophe
Gupta, Rangan
15
Tiwari, Aviral Kumar
14
Hammoudeh, Shawkat
11
Shahbaz, Muhammad
11
Wang, Yudong
10
Bouri, Elie
9
Apergēs, Nikolaos
8
Salisu, Afees A.
8
Smyth, Russell
8
Gozgor, Giray
7
Liddle, Brantley
7
Shahzad, Syed Jawad Hussain
7
Thornton, John
7
Wohar, Mark E.
7
Ji, Qiang
6
Lau, Chi Keung
6
Liu, Li
6
Ren, Xiaohang
6
Yoon, Seong-min
6
Brooks, Robert
5
Chang, Tsangyao
5
Faff, Robert W.
5
Ghoddusi, Hamed
5
Hamori, Shigeyuki
5
Lucey, Brian M.
5
Madura, Jeff
5
McMillan, David G.
5
Narayan, Paresh Kumar
5
Polemis, Michael
5
Ramchander, Sanjay
5
Xuan Vinh Vo
5
Zhang, Yaojie
5
Aloui, Chaker
4
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Applied financial economics
Discussion paper series / IZA
Energy economics
Finance research letters
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Review of development finance
The South African journal of economics
Theoretical economics letters
Applied economics letters
24
Applied economics
22
Economic modelling
13
International review of financial analysis
11
Research in international business and finance
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International journal of finance & economics : IJFE
9
International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of international money and finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
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4
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4
Journal of international financial markets, institutions & money
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Review of international economics
4
The European journal of finance
4
Defence and peace economics
3
Economics letters
3
Empirica : journal of european economics
3
International economics and economic policy : IEEP
3
Journal of economics and finance : JEF
3
Oxford bulletin of economics and statistics
3
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Applied financial economics letters
2
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Iranian economic review : journal of University of Tehran
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Japan and the world economy : international journal of theory and policy
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ECONIS (ZBW)
52
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1
The effect of asymmetric information disappears : evidence in share repurchases and market efficiency
Lee, Chien-chiang
;
Park, Bokyung
;
Wang, Chih-Wei
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473639
Saved in:
2
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
3
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
4
Disentangling the asymmetric effect of financialization on the green output gap
Yahya, Farzan
;
Lee, Chien-chiang
- In:
Energy economics
125
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014485236
Saved in:
5
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:
6
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
7
Geopolitical risk and excess stock returns predictability : new evidence from a century of data
Ma, Feng
;
Lu, Fei
;
Tao, Ying
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014233984
Saved in:
8
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
9
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
10
Global tail risk and oil return predictability
Qian, Lihua
;
Zeng, Qing
;
Lu, Xinjie
;
Ma, Feng
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013553904
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