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subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~person:"Caporale, Guglielmo Maria"
~person:"Liu, Jia"
~person:"Nonejad, Nima"
~subject:"Kointegration"
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Volatilität
Kointegration
Estimation
9
Schätzung
9
Volatility
5
Capital income
4
Kapitaleinkommen
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
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Oil price
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Cointegration
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Caporale, Guglielmo Maria
Liu, Jia
Nonejad, Nima
Degiannakis, Stavros
3
Bouri, Elie
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Fabozzi, Frank J.
2
Floros, Christos
2
Gil-Alaña, Luis A.
2
Gong, Xue
2
Hammoudeh, Shawkat
2
In, Francis Haeuck
2
Ma, Feng
2
Roubaud, David
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Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Smales, Lee A.
2
Wu, Eliza
2
Xuan Vinh Vo
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Abad Díaz, David
1
Abbas, Nidal
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Agarwalla, Sobhesh Kumar
1
Aharon, David Y.
1
Al-Gamrh, Bakr
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Al-Khazali, Osamah
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Alexakis, Christos A.
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Alexiou, Constantinos
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Ali, Md Hakim
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Alsakka, Rasha
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Andrikopulos, Andreas A.
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Ap Gwilym, Owain
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1
Aroskar, Raj
1
Arshanapalli, Bala Gangadhar
1
Arvin, B. Mak
1
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1
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International review of financial analysis
CESifo working papers
31
Economics and finance working paper series
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
CESifo Working Paper Series
14
DIW Berlin Discussion Paper
12
CESifo Working Paper
7
Discussion paper / Centre for Economic Forecasting
4
Research in international business and finance
4
Applied economics letters
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
Journal of international money and finance
3
Department of Economics working papers
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
2
Journal of international financial markets, institutions & money
2
Open economies review
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Review of financial economics : RFE
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Review of international economics
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Applied financial economics letters
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Comparative economic studies
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Economics letters
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of economics & finance : IREF
1
Journal of economic integration
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Journal of economics and finance : JEF
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Journal of innovation and entrepreneurship : JIE
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ECONIS (ZBW)
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1
Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming
;
Qian, Long
;
Zhao, Huimin
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
Saved in:
2
Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima
- In:
International review of financial analysis
71
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
Saved in:
3
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
4
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:
5
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Saved in:
6
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:
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