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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Applied financial economics letters"
~person:"Gil-Alaña, Luis A."
~person:"Raei, Reza"
~subject:"Einheitswurzeltest"
~subject:"Share price"
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Volatility
Yield curve
Einheitswurzeltest
Share price
Börsenkurs
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
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CAPM
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Nichtparametrisches Verfahren
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Gil-Alaña, Luis A.
Raei, Reza
Cook, Steven
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Abu Hassan Shaari Mohd Nor
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Azam, Mohammad N.
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Applied financial economics letters
CESifo working papers
13
Economics and finance working paper series
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Discussion papers of interdisciplinary research project 373
6
Applied economics letters
4
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Department of Economics working papers
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of financial analysis
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Research in international business and finance
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Review of development finance
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Review of financial economics : RFE
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Discussion papers / The Centre for International Macroeconomics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
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Energy economics
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Journal of banking & finance
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Journal of economics and finance
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Journal of economics and finance : JEF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international development : the journal of the Development Studies Association
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Journal of quantitative economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Oxford bulletin of economics and statistics
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Recent econometric techniques for macroeconomic and financial data
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Stock returns : cyclicity, prediction and economic consequences
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Fractional return and fractional CAPM
Raei, Reza
;
Mohammadi, Shapour
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 269-275
Persistent link: https://www.econbiz.de/10003807581
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2
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
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