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subject:"Volatilität"
~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Xuan Vinh Vo"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Volatilität
Effizienzmarkthypothese
Panel study
Stock market
USA
Welt
Zeitreihenanalyse
Estimation
10
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10
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6
Cointegration
4
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Degiannakis, Stavros
Ma, Feng
Pesaran, M. Hashem
Xuan Vinh Vo
Bahmani-Oskooee, Mohsen
9
Apergēs, Nikolaos
4
Barkoulas, John T.
4
Gil-Alaña, Luis A.
4
Madura, Jeff
4
Payne, James E.
4
Baum, Christopher F.
3
Darrat, Ali F.
3
Garrett, Ian
3
Gupta, Rangan
3
McMillan, David G.
3
Wu, Po-Chin
3
Aftab, Muhammad
2
Akhigbe, Aigbe O.
2
Balcilar, Mehmet
2
Becchetti, Leonardo
2
Belke, Ansgar
2
Berger, Dave
2
Brockman, Paul
2
Brooks, Chris
2
Brooks, Robert
2
Chang, Tsangyao
2
Chatrath, Arjun
2
Clare, Andrew D.
2
Coakley, Jerry
2
Debasish, Sathya Swaroop
2
Fraser, Patricia
2
Gulley, Orrin David
2
Harvey, Hanafiah
2
Hassan, M. Kabir
2
Hatemi-J, Abdulnasser
2
Hegerty, Scott W.
2
Jiang, Christine X.
2
Kanas, Angelos
2
Karfakis, Costas I.
2
Kohers, Theodor
2
Kollias, Chrēstos
2
Lee, Hsiang-tai
2
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Afro-Asian Journal of Finance and Accounting : AAJFA
Applied financial economics
CESifo Working Paper Series
Empirica : journal of european economics
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
Review of financial economics : RFE
International review of financial analysis
15
Applied economics letters
9
Finance research letters
8
Applied economics
7
Energy economics
7
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
Journal of applied econometrics
6
Research in international business and finance
6
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Global finance journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Econometric reviews
2
International journal of forecasting
2
Journal of econometrics
2
Journal of economics and finance : JEF
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied financial economics letters
1
Australian economic papers
1
Borsa Istanbul Review
1
Bulletin of economic research
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Comparative economic studies
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
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ECONIS (ZBW)
10
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1
Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets
Xuan Vinh Vo
;
Tran Thi Tuan Anh
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 479-490
Persistent link: https://www.econbiz.de/10013350691
Saved in:
2
Asset growth and the cross section of stock returns : evidence from Vietnam
Xuan Vinh Vo
;
Bui Hong Thu
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
6
(
2016
)
4
,
pp. 289-304
Persistent link: https://www.econbiz.de/10011719669
Saved in:
3
Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
Saved in:
4
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
5
Volatility amongst firms in the Dow Jones Eurostoxx50 Index
Xuan Vinh Vo
;
Daly, Kevin James
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 569-582
Persistent link: https://www.econbiz.de/10003739231
Saved in:
6
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
Saved in:
7
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
8
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
9
Aggregate money demand functions in five industrial countries: are they cointegrated?
Caporale, Guglielmo Maria
;
Hall, Stephen G.
;
Urga, Giovanni
- In:
Estudos econômicos : publicação trimestral do …
31
(
2001
)
2
,
pp. 395-423
Persistent link: https://www.econbiz.de/10001702504
Saved in:
10
Domestic and external factors in interest rate determination
Caporale, Guglielmo Maria
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 465-471
Persistent link: https://www.econbiz.de/10001229845
Saved in:
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