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subject:"Volatilität"
~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:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Liu, Jia"
~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
29
Schätzung
29
Börsenkurs
12
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26
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Degiannakis, Stavros
Liu, Jia
Ma, Feng
Pesaran, M. Hashem
Xuan Vinh Vo
Bahmani-Oskooee, Mohsen
9
Gil-Alaña, Luis A.
5
Apergēs, Nikolaos
4
Barkoulas, John T.
4
Bouri, Elie
4
Brooks, Robert
4
Gupta, Rangan
4
Madura, Jeff
4
Payne, James E.
4
Urquhart, Andrew
4
Akhigbe, Aigbe O.
3
Baum, Christopher F.
3
Brooks, Chris
3
Darrat, Ali F.
3
Garrett, Ian
3
Kanas, Angelos
3
Kim, Jae H.
3
McMillan, David G.
3
Miffre, Joëlle
3
Moosa, Imad A.
3
Sensoy, Ahmet
3
Wohar, Mark E.
3
Wu, Po-Chin
3
Aftab, Muhammad
2
Alexakis, Christos A.
2
Angelidis, Timotheos
2
Antonakakis, Nikolaos
2
Ap Gwilym, Owain
2
Balcilar, Mehmet
2
Becchetti, Leonardo
2
Belke, Ansgar
2
Berger, Dave
2
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2
Chang, Tsangyao
2
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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
International review of financial analysis
Review of financial economics : RFE
Applied economics letters
9
Energy economics
8
Finance research letters
8
Applied 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
Journal of international financial markets, institutions & money
5
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
Afro-Asian Journal of Finance and Accounting : AAJFA
2
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)
26
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11
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:
12
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
13
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:
14
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
15
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:
16
Revisiting fast profit investor sentiment and stock returns during Ramadan
Al-Khazali, Osamah
- In:
International review of financial analysis
33
(
2014
),
pp. 158-170
Persistent link: https://www.econbiz.de/10010520062
Saved in:
17
The determinants of home bias puzzle in equity portfolio investment in Australia
Daly, Kevin James
;
Xuan Vinh Vo
- In:
International review of financial analysis
27
(
2013
),
pp. 34-42
Persistent link: https://www.econbiz.de/10009736951
Saved in:
18
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
19
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
20
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:
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