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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~person:"Sensoy, Ahmet"
~subject:"Estimation"
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United States
Estimation
Schätzung
4
Emerging economies
3
Schwellenländer
3
Volatility
3
Volatilität
3
Börsenkurs
2
Capital income
2
Emerging markets
2
Kapitaleinkommen
2
Share price
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Cryptocurrencies
1
DCC-GARCH
1
Developed markets
1
Devisenmarkt
1
Dispersion of beliefs hypothesis (DBH)
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Erwartungsbildung
1
Exchange rate
1
Expectation formation
1
FX jump risk
1
FX microstructure
1
Foreign exchange market
1
Foreign portfolio investment
1
GARCH
1
Handelsvolumen der Börse
1
Heterogeneous expectations
1
High frequency analysis
1
Hurst exponent
1
Market efficiency
1
Market microstructure
1
Marktmikrostruktur
1
Mixture of distribution hypothesis (MDH)
1
Portfolio flows
1
Portfolio-Investition
1
Sequential information arrival hypothesis (SIAH)
1
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Article in journal
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Sensoy, Ahmet
Gupta, Rangan
18
Gil-Alaña, Luis A.
11
Ma, Feng
10
Caporale, Guglielmo Maria
9
Tiwari, Aviral Kumar
9
Bouri, Elie
8
Wohar, Mark E.
8
Xuan Vinh Vo
8
Narayan, Paresh Kumar
7
Pierdzioch, Christian
7
Salisu, Afees A.
7
Yarovaya, Larisa
7
Zaremba, Adam
7
Egger, Peter
6
Lee, Chien-chiang
6
Österholm, Pär
6
Baltagi, Badi H.
5
Corbet, Shaen
5
Herwartz, Helmut
5
Lau, Chi Keung
5
Nonejad, Nima
5
Shen, Dehua
5
Thornton, John
5
Zhang, Yaojie
5
Aslanidis, Nektarios
4
Christiansen, Charlotte
4
Cummins, Mark
4
Dowling, Michael
4
Gabauer, David
4
Goodell, John W.
4
Hayo, Bernd
4
Li, Xiao
4
Long, Huaigang
4
Lucey, Brian M.
4
Narayan, Seema
4
Roubaud, David
4
Shahzad, Syed Jawad Hussain
4
Uribe, Jorge
4
Urquhart, Andrew
4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
International review of financial analysis
International review of economics & finance : IREF
2
Applied economics
1
Economic modelling
1
Financial innovation : FIN
1
Pacific-Basin finance journal
1
Research in international business and finance
1
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ECONIS (ZBW)
4
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1
The relationship between implied volatility and cryptocurrency returns
Akyildirim, Erdinc
;
Corbet, Shaen
;
Lucey, Brian M.
; …
- In:
Finance research letters
33
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012430938
Saved in:
2
Impact of portfolio flows and heterogeneous expectations on FX jumps: evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
68
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012300936
Saved in:
3
Intraday volume-volatility nexus in the FX markets : evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
64
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208202
Saved in:
4
Dynamic efficiency of stock markets and exchange rates
Sensoy, Ahmet
;
Tabak, Benjamin Miranda
- In:
International review of financial analysis
47
(
2016
),
pp. 353-371
Persistent link: https://www.econbiz.de/10011624263
Saved in:
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