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subject:"Share price"
subject:"Stock index"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Research in international business and finance"
~subject:"Theory"
~subject:"VAR model"
~subject:"Welt"
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Share price
Stock index
Theory
VAR model
Welt
Estimation
597
Schätzung
597
Theorie
184
Estimation theory
133
Schätztheorie
133
Volatility
129
Volatilität
129
Time series analysis
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Gupta, Rangan
6
Gil-Alaña, Luis A.
4
Tiwari, Aviral Kumar
4
Abedin, Mohammad Zoynul
3
Aboura, Sofiane
3
Chevallier, Julien
3
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2
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Ji, Qiang
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Koop, Gary
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Li, Jia
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2
Mumtaz, Haroon
2
Naeem, Muhammad Abubakr
2
Pesaran, M. Hashem
2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Research in international business and finance
Working paper / National Bureau of Economic Research, Inc.
857
NBER working paper series
740
NBER Working Paper
680
Applied economics
585
Discussion paper / Centre for Economic Policy Research
553
CESifo working papers
514
Economic modelling
400
Discussion paper series / IZA
399
Applied economics letters
396
Economics letters
347
Working paper
317
Journal of international money and finance
298
International review of economics & finance : IREF
283
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
260
Finance research letters
249
Energy economics
246
Journal of banking & finance
231
Journal of econometrics
217
Discussion paper
210
IZA Discussion Paper
207
Applied financial economics
203
Discussion papers / CEPR
195
International review of financial analysis
193
Discussion paper / Tinbergen Institute
188
The North American journal of economics and finance : a journal of financial economics studies
182
Journal of applied econometrics
181
Journal of empirical finance
179
CESifo Working Paper Series
167
Journal of economic dynamics & control
160
Journal of macroeconomics
159
Europäische Hochschulschriften / 5
149
Journal of financial economics
140
Journal of international financial markets, institutions & money
136
The review of economics and statistics
136
Journal of international economics
134
IMF working papers
132
International journal of finance & economics : IJFE
132
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ECONIS (ZBW)
329
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329
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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
Potential diversification benefits : a comparative study of Islamic and conventional stock market indexes
Belanes, Amel
;
Saâdaoui, Foued
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014451500
Saved in:
3
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
4
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
5
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
6
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan
;
Balaban, Suzana
;
Simić, Milica
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
Saved in:
7
Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods
Raza, Syed Ali
;
Guesmi, Khaled
;
Benkraiem, Ramzi
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451526
Saved in:
8
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
9
Homogeneity and sparsity analysis for high-dimensional panel data models
Wang, Wu
;
Zhu, Zhongyi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10014448669
Saved in:
10
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
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