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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Defence and peace economics"
~isPartOf:"Economics letters"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of econometrics"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Kim, Jae H."
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Wu, Po-Chin"
~subject:"Cointegration"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type:"article"
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Search: subject_exact:"Estimation"
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Volatilität
Cointegration
Effizienzmarkthypothese
Panel study
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Estimation
30
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30
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Kim, Jae H.
Ma, Feng
Pesaran, M. Hashem
Wu, Po-Chin
Todorov, Viktor
14
Bahmani-Oskooee, Mohsen
10
Gupta, Rangan
10
Bollerslev, Tim
8
Gil-Alaña, Luis A.
8
Phillips, Peter C. B.
7
Su, Liangjun
7
Tauchen, George Eugene
7
Shin, Yongcheol
6
Andersen, Torben
5
Apergēs, Nikolaos
5
Aït-Sahalia, Yacine
5
Brooks, Robert
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Payne, James E.
5
Baltagi, Badi H.
4
Barkoulas, John T.
4
Coakley, Jerry
4
Gao, Jiti
4
Lamarche, Carlos
4
Lee, Lung-fei
4
Madura, Jeff
4
Malikov, Emir
4
Park, Joon Y.
4
Urquhart, Andrew
4
Wang, Wendun
4
Xiu, Dacheng
4
Xuan Vinh Vo
4
Yu, Jihai
4
Barigozzi, Matteo
3
Baum, Christopher F.
3
Bilgin, Mehmet Huseyin
3
Botosaru, Irene
3
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Applied financial economics
CESifo Working Paper Series
DIW Berlin Discussion Paper
Defence and peace economics
Economics letters
Empirica : journal of european economics
International review of financial analysis
Journal of econometrics
Review of financial economics : RFE
Applied economics letters
9
Energy economics
6
Applied economics
5
Economic modelling
5
International journal of finance & economics : IJFE
5
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5
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5
Research in international business and finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
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3
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3
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3
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3
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3
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2
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2
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2
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2
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Oxford bulletin of economics and statistics
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Applied financial economics letters
1
Comparative economic studies
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1
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Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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Financial innovation : FIN
1
Global economic review
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Handbook of economic forecasting ; 1
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ECONIS (ZBW)
27
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1
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
2
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
3
Stock market anomalies : An extreme bounds analysis
Kim, Jae H.
;
Shamsuddin, Abul
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014469983
Saved in:
4
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
5
Mean group estimation in presence of weakly cross-correlated estimators
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Economics letters
175
(
2019
),
pp. 101-105
Persistent link: https://www.econbiz.de/10012121199
Saved in:
6
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
Saved in:
7
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
8
The non-linear impact of monetary policy on international reserves : macroeconomic variables nexus
Wu, Po-Chin
;
Lee, Chung-Chih
- In:
Empirica : journal of european economics
45
(
2018
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10011965803
Saved in:
9
Defense-growth causality : considerations of regime-switching and time- and country-varying effects
Huang, Tsai-Yuan
;
Wu, Po-Chin
;
Liu, Shiao-Yen
- In:
Defence and peace economics
28
(
2017
)
5
,
pp. 568-584
Persistent link: https://www.econbiz.de/10011765298
Saved in:
10
The impact of religious practice on stock returns and volatility
Al-Khazali, Osamah
;
Bouri, Elie
;
Roubaud, David
;
Zoubi, …
- In:
International review of financial analysis
52
(
2017
),
pp. 172-189
Persistent link: https://www.econbiz.de/10011868735
Saved in:
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