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subject:"Volatilität"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Open economies review"
~person:"Al-Khazali, Osamah"
~person:"Becchetti, Leonardo"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Jawadi, Fredj"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Xuan Vinh Vo"
~subject:"BEKK-GARCH"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
BEKK-GARCH
Effizienzmarkthypothese
Panel study
Stock market
USA
Estimation
10
Schätzung
10
Cointegration
5
Kointegration
5
Time series analysis
5
Zeitreihenanalyse
5
Börsenkurs
4
Share price
4
Großbritannien
3
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Volatility
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fractional integration
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fractional cointegration
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Ankündigungseffekt
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Arabische Golf-Staaten
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7
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Al-Khazali, Osamah
Becchetti, Leonardo
Caporale, Guglielmo Maria
Degiannakis, Stavros
Jawadi, Fredj
Ma, Feng
Pesaran, M. Hashem
Xuan Vinh Vo
Gupta, Rangan
5
Cheung, Yin-Wong
4
Afonso, António
3
Wickens, Michael R.
3
Wohar, Mark E.
3
Bredin, Donal
2
Cashin, Paul A.
2
Clarida, Richard H.
2
Gil-Alaña, Luis A.
2
Haan, Jakob de
2
Hammoudeh, Shawkat
2
Lai, Kon-sun
2
MacDonald, Ronald
2
McDermott, C. John
2
Nitzsche, Dirk
2
Reitz, Stefan
2
Salisu, Afees A.
2
Serletis, Apostolos
2
Tiwari, Aviral Kumar
2
Wei, Yu
2
Abosedra, Salah S.
1
Abusharbeh, Mohammed T.
1
Acquah, Benjamin K.
1
Afat, Dinçer
1
Ahmed, Khalid
1
Ahmed, Rizwan
1
Ajide, Kazeem Bello
1
Alexius, Annika
1
Alimi, Olorunfemi Yasiru
1
Alonso-Conde, Ana Belén
1
Aqil, Muhammad
1
Arfaoui, Mongi
1
Arghyrou, Michael Georgiou
1
Arin, Kerim Peren
1
Arnold, Ivo J. M.
1
Arouri, Mohamed
1
Asai, Manabu
1
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International journal of finance & economics : IJFE
Open economies review
International review of financial analysis
14
Applied economics
9
Applied economics letters
8
Energy economics
6
International review of economics & finance : IREF
6
Applied financial economics
5
Economic modelling
5
Econometric reviews
4
Finance research letters
4
Journal of applied econometrics
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Research in international business and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The North American journal of economics and finance : a journal of financial economics studies
4
Computational economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
Empirica : journal of european economics
2
Global finance journal
2
International journal of forecasting
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
Annals of finance
1
Applied financial economics letters
1
Australian economic papers
1
Borsa Istanbul Review
1
Defence and peace economics
1
Eastern economic journal
1
Economics and Business Letters : EBL
1
Economics letters
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
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ECONIS (ZBW)
7
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1
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
2
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
3
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
4
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
Saved in:
5
Assessing the effect of trade openness on health in the MENA region : a panel data analysis
Jawadi, Fredj
;
El Gouddi, Sami
;
Ftiti, Zied
;
Kacem, …
- In:
Open economies review
29
(
2018
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10012041372
Saved in:
6
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
7
Analyzing heterogeneous stock price comovements through hybrid approaches
Chlibi, Souhir
;
Jawadi, Fredj
;
Sellami, Mohamed
- In:
Open economies review
27
(
2016
)
3
,
pp. 541-559
Persistent link: https://www.econbiz.de/10011716947
Saved in:
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