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subject:"Share price"
subject:"Stock index"
~isPartOf:"International review of economics & finance : IREF"
~person:"Chiang, Thomas C."
~person:"Gil-Alaña, Luis A."
~person:"Ma, Feng"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Stock index
Estimation
Schätzung
8
Fractional integration
4
Aktienmarkt
3
Börsenkurs
3
Cointegration
3
Kointegration
3
Stock market
3
Volatility
3
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Aufsatz in Zeitschrift
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8
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Chiang, Thomas C.
Gil-Alaña, Luis A.
Ma, Feng
Wohar, Mark E.
7
Xuan Vinh Vo
7
Balcilar, Mehmet
5
Gupta, Rangan
5
Hammoudeh, Shawkat
5
Salisu, Afees A.
5
Balli, Faruk
4
Kutan, Ali Mustafa
4
Arize, Augustine Chuck
3
Balli, Hatice Ozer
3
Brooks, Robert
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Kang, Sang Hoon
3
Lee, Chien-chiang
3
Malindretos, John
3
McAleer, Michael
3
Narayan, Seema
3
Sosvilla-Rivero, Simón
3
Wang, Yudong
3
Wu, Po-chin
3
Xie, Zixiong
3
Yin, Libo
3
Zeaiter, Hussein
3
Ahmad, Ahmad Hassan
2
Ahmad, Wasim
2
Ali, Syed Zahid
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Beckmann, Joscha
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Bissoondoyal-Bheenick, Emawtee
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Bouri, Elie
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Chang, Chia-Chien
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chao, Chi-Chur
2
Chen, Carl R.
2
Chen, Mei-Ping
2
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International review of economics & finance : IREF
Applied economics
15
Applied economics letters
13
Finance research letters
10
Energy economics
9
International review of financial analysis
8
Research in international business and finance
8
International journal of finance & economics : IJFE
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Economic modelling
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Review of development finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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3
Journal of economics and finance : JEF
3
Journal of international financial markets, institutions & money
3
Review of quantitative finance and accounting
3
Risks : open access journal
3
The South African journal of economics
3
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2
Economics letters
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirica : journal of european economics
2
Journal of economics and finance
2
Journal of risk and financial management : JRFM
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
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The North American journal of economics and finance : a journal of financial economics studies
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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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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Annales d'économie et de statistique
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Applied econometrics and international development
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Asian Journal of Empirical Research
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ECONIS (ZBW)
8
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1
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
2
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
Saved in:
3
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
Saved in:
4
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
5
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
6
Herding within industries : evidence from Asian stock markets
Zheng, Dazhi
;
Li, Huimin
;
Chiang, Thomas C.
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 487-509
Persistent link: https://www.econbiz.de/10011754568
Saved in:
7
Stock returns and economic fundamentals in an emerging market : an empirical investigation of domestic and global market forces
Chiang, Thomas C.
;
Chen, Xiaoyu
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 107-120
Persistent link: https://www.econbiz.de/10011625549
Saved in:
8
Short-term eurocurrency rate behavior and specifications of cointegrating processes
Chiang, Thomas C.
;
Kim, Doseong
- In:
International review of economics & finance : IREF
9
(
2000
)
2
,
pp. 157-179
Persistent link: https://www.econbiz.de/10001523655
Saved in:
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