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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:"Volatilität"
~subject:"Welt"
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Share price
Stock index
Theory
Volatilität
Welt
Estimation
597
Schätzung
597
Theorie
184
Estimation theory
133
Schätztheorie
133
Volatility
129
Time series analysis
113
Zeitreihenanalyse
113
Capital income
112
Kapitaleinkommen
112
USA
112
United States
111
Börsenkurs
98
Aktienmarkt
85
Stock market
85
Forecasting model
71
Prognoseverfahren
71
Nichtparametrisches Verfahren
68
Nonparametric statistics
68
Regression analysis
53
Regressionsanalyse
53
ARCH model
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ARCH-Modell
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World
47
Cointegration
46
Kointegration
46
Panel
42
Panel study
42
Portfolio selection
39
Portfolio-Management
39
Exchange rate
37
Wechselkurs
37
CAPM
36
VAR model
34
VAR-Modell
34
Causality analysis
33
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351
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Gupta, Rangan
6
Gil-Alaña, Luis A.
4
Tiwari, Aviral Kumar
4
Abedin, Mohammad Zoynul
3
Aboura, Sofiane
3
Caporale, Guglielmo Maria
3
Chevallier, Julien
3
Westerlund, Joakim
3
Ashraf, Badar Nadeem
2
Bollerslev, Tim
2
Bouteska, Ahmed
2
Carrasco, Marine
2
Chan, Joshua
2
Diebold, Francis X.
2
Enders, Walter
2
Ericsson, Neil R.
2
Franses, Philip Hans
2
Ftiti, Zied
2
Gao, Jiti
2
Guesmi, Khaled
2
Haldrup, Niels
2
Hautsch, Nikolaus
2
Horváth, Lajos
2
Ji, Qiang
2
Johansen, Søren
2
Klotzle, Marcelo Cabus
2
Leybourne, Stephen James
2
Li, Jia
2
Li, Wai Keung
2
Lian, Heng
2
Lobato, Ignacio N.
2
Marcellino, Massimiliano
2
Mariano, Roberto S.
2
McCabe, Brendan Peter Martin
2
McMillan, David G.
2
Moffitt, Robert A.
2
Mumtaz, Haroon
2
Naeem, Muhammad Abubakr
2
Narayan, Paresh Kumar
2
Papadamou, Stephanos
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.
870
NBER working paper series
755
NBER Working Paper
696
Applied economics
589
Discussion paper / Centre for Economic Policy Research
565
CESifo working papers
502
Discussion paper series / IZA
410
Applied economics letters
398
Economic modelling
396
Economics letters
330
Working paper
298
International review of economics & finance : IREF
292
Journal of international money and finance
288
Energy economics
273
Finance research letters
273
Journal of banking & finance
255
Journal of econometrics
246
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
237
Applied financial economics
227
International review of financial analysis
223
IZA Discussion Paper
209
Discussion paper
202
The North American journal of economics and finance : a journal of financial economics studies
201
Journal of empirical finance
200
Discussion paper / Tinbergen Institute
195
Discussion papers / CEPR
188
Journal of applied econometrics
182
CESifo Working Paper Series
171
Journal of international financial markets, institutions & money
155
Journal of financial economics
154
Journal of economic dynamics & control
150
Europäische Hochschulschriften / 5
146
Journal of macroeconomics
146
International journal of finance & economics : IJFE
143
The review of economics and statistics
137
Journal of international economics
133
IMF working papers
127
The European journal of finance
127
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ECONIS (ZBW)
351
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351
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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
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
7
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:
8
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:
9
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:
10
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
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