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subject:"EU countries"
subject:"Estimation"
~isPartOf:"Applied economics quarterly"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Research in international business and finance"
~isPartOf:"Romanian journal of economic forecasting"
~person:"Caporale, Guglielmo Maria"
~person:"Chang, Tsangyao"
~person:"Chiang, Thomas C."
~person:"McAleer, Michael"
~subject:"Asia"
~subject:"Asien"
~subject:"Prognoseverfahren"
~subject:"World"
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EU countries
Estimation
Asia
Asien
Prognoseverfahren
World
Schätzung
58
Volatility
28
Volatilität
28
ARCH model
18
ARCH-Modell
18
USA
15
United States
15
Forecasting model
13
Time series analysis
13
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13
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12
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Kapitaleinkommen
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7
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7
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Modellierung
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6
Oil price
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Portfolio selection
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Ölpreis
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4
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4
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41
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58
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Caporale, Guglielmo Maria
Chang, Tsangyao
Chiang, Thomas C.
McAleer, Michael
Chang, Chia-Lin
21
Franses, Philip Hans
19
Gupta, Rangan
14
Gil-Alaña, Luis A.
10
Wohar, Mark E.
9
Bahmani-Oskooee, Mohsen
8
Balcilar, Mehmet
8
Xuan Vinh Vo
8
Asai, Manabu
7
Hammoudeh, Shawkat
6
Dijk, Dick van
5
Kutan, Ali Mustafa
5
Lee, Chien-chiang
5
Salisu, Afees A.
5
Tiwari, Aviral Kumar
5
Ashraf, Badar Nadeem
4
Chen, Shyh-Wei
4
Chevallier, Julien
4
Medeiros, Marcelo C.
4
Narayan, Seema
4
Paap, Richard
4
Papadamou, Stephanos
4
Tansuchat, Roengchai
4
Wagner, Joachim
4
Xie, Zixiong
4
Yin, Libo
4
Abakah, Emmanuel Joel Aikins
3
Abedin, Mohammad Zoynul
3
Aboura, Sofiane
3
Ahmad, Wasim
3
Arize, Augustine Chuck
3
Balli, Faruk
3
Belke, Ansgar
3
Bouri, Elie
3
Brooks, Robert
3
Caporin, Massimiliano
3
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Applied economics quarterly
Econometric Institute research papers
International review of economics & finance : IREF
Research in international business and finance
Romanian journal of economic forecasting
CESifo working papers
74
Economics and finance working paper series
53
Applied economics letters
40
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
CESifo Working Paper Series
28
Working paper
26
DIW Berlin Discussion Paper
24
Discussion paper / Centre for Economic Forecasting
22
CESifo Working Paper
21
Discussion paper / Tinbergen Institute
18
Applied economics
13
The empirical economics letters : a monthly international journal of economics
12
Economic modelling
7
Applied financial economics
6
Finance research letters
6
International journal of finance & economics : IJFE
6
Econometric reviews
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of economics
4
Journal of international money and finance
4
Journal of risk and financial management : JRFM
4
Risks : open access journal
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Defence and peace economics
3
Department of Economics working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Economic systems
3
Empirica : journal of european economics
3
International review of financial analysis
3
Japan and the world economy : international journal of theory and policy
3
Journal of econometrics
3
Journal of international financial markets, institutions & money
3
The North American journal of economics and finance : a journal of financial economics studies
3
The South African journal of economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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ECONIS (ZBW)
58
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58
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Testing the structural break of Taiwan inbound tourism markets
Min, Jennifer C. H.
;
Kung, Hsien-Hung
;
Chang, Tsangyao
- In:
Romanian journal of economic forecasting
22
(
2019
)
2
,
pp. 117-130
Persistent link: https://www.econbiz.de/10012129034
Saved in:
3
Co-movement and causality between nominal exchange rates and interest rate differentials in BRICS countries : a wavelet analysis
Si, Dengkui
;
Li, Xiao-Lin
;
Chang, Tsangyao
;
Bai, Lu
- In:
Romanian journal of economic forecasting
21
(
2018
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012019810
Saved in:
4
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
5
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
Saved in:
6
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
7
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
8
Empirical investigation of changes in policy uncertainty on stock returns : evidence from China's market
Chen, Xiaoyu
;
Chiang, Thomas C.
- In:
Research in international business and finance
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012549183
Saved in:
9
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
10
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
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