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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~person:"Agarwalla, Sobhesh Kumar"
~person:"Xuan Vinh Vo"
~subject:"ARCH model"
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Forecasting model
Stock market
ARCH model
Estimation
13
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Spillover effect
7
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7
Volatility
7
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7
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Agarwalla, Sobhesh Kumar
Xuan Vinh Vo
Ma, Feng
6
Brooks, Robert
5
Balli, Faruk
4
Do, Hung Xuan
4
Gupta, Rangan
4
Salisu, Afees A.
4
Wohar, Mark E.
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Bouri, Elie
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Shamsuddin, Abul
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International review of economics & finance : IREF
International review of financial analysis
The North American journal of economics and finance : a journal of financial economics studies
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Finance research letters
2
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Emerging markets review
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International journal of emerging markets
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ECONIS (ZBW)
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1
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
2
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
3
Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
Saved in:
4
Predicting stock returns in the presence of COVID-19 pandemic : the role of health news
Salisu, Afees A.
;
Xuan Vinh Vo
- In:
International review of financial analysis
71
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012437031
Saved in:
5
Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data
Agarwalla, Sobhesh Kumar
;
Jacob, Joshy
;
Pandey, Ajay
- In:
International review of financial analysis
39
(
2015
),
pp. 167-178
Persistent link: https://www.econbiz.de/10011573174
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