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subject:"Schätzung"
subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~person:"Balcilar, Mehmet"
~subject:"CAPM"
~subject:"Zeitreihenanalyse"
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Schätzung
Volatilität
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Zeitreihenanalyse
Estimation
5
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3
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3
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2
Causality analysis
2
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Balcilar, Mehmet
Wohar, Mark E.
7
Xuan Vinh Vo
7
Gupta, Rangan
5
Hammoudeh, Shawkat
5
Salisu, Afees A.
5
Balli, Faruk
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Gil-Alaña, Luis A.
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Sosvilla-Rivero, Simón
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International review of economics & finance : IREF
Applied economics
4
Empirica : journal of european economics
3
Energy economics
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
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Working papers / University of Connecticut, Department of Economics
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Structural change and economic dynamics : SC+ED
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of multinational financial management
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Open economies review
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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1
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
2
Housing sector and economic policy uncertainty : a GMM panel VAR approach
Balcilar, Mehmet
;
Roubaud, David
;
Uzuner, Gizem
;
Wohar, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 114-126
Persistent link: https://www.econbiz.de/10013175755
Saved in:
3
Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
Saved in:
4
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
5
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Asaba, Nwin-Anefo Fru
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 72-89
Persistent link: https://www.econbiz.de/10011571898
Saved in:
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