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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH-Modell"
~subject:"CAPM"
~subject:"Theory"
~subject:"World"
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Börsenkurs
Financial analysis
ARCH-Modell
CAPM
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Estimation
307
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307
Volatility
96
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96
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Gupta, Rangan
9
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5
Kang, Sang Hoon
5
Zhu, Huiming
5
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4
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4
Mensi, Walid
4
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2
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The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
877
NBER working paper series
757
NBER Working Paper
691
Applied economics
570
Discussion paper / Centre for Economic Policy Research
554
CESifo working papers
490
Discussion paper series / IZA
397
Applied economics letters
386
Economic modelling
383
Economics letters
318
Working paper
296
Finance research letters
292
International review of economics & finance : IREF
284
Journal of international money and finance
280
Energy economics
269
Journal of banking & finance
251
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
234
International review of financial analysis
227
Journal of econometrics
219
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212
IZA Discussion Paper
207
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
203
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202
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Journal of applied econometrics
176
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169
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Journal of international financial markets, institutions & money
150
Journal of economic dynamics & control
148
Europäische Hochschulschriften / 5
146
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141
International journal of finance & economics : IJFE
139
Research in international business and finance
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The review of economics and statistics
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Journal of international economics
129
The European journal of finance
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ECONIS (ZBW)
194
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194
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
3
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
4
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
5
Analyzing quantile spillover effects among international financial markets
Wang, Jie
;
Liu, Tangyong
;
Pan, Na
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014247022
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6
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
7
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
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8
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
Chen, Na
;
Jin, Xiu
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484000
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9
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
10
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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