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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"International review of economics & finance : IREF"
~person:"Abakah, Emmanuel Joel Aikins"
~person:"Chang, Chia-Lin"
~person:"Cheung, Yin-Wong"
~person:"Gil-Alaña, Luis A."
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Volatility
Yield curve
Estimation
7
Schätzung
7
Fractional integration
4
Time series analysis
4
Zeitreihenanalyse
4
Volatilität
3
ARCH model
2
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'Mrs. Machlup's Wardrobe' hypothesis
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Daily Model-based Tourism Financial Conditions Index
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Abakah, Emmanuel Joel Aikins
Chang, Chia-Lin
Cheung, Yin-Wong
Gil-Alaña, Luis A.
Xuan Vinh Vo
4
Brooks, Robert
3
Yin, Libo
3
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Kuang-Liang
2
Chiang, Thomas C.
2
Do, Hung Xuan
2
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2
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2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
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2
Kumar, Dilip
2
Malik, Farooq
2
McAleer, Michael
2
Mensi, Walid
2
Wang, Yudong
2
Xu, Weiju
2
Aharon, David Y.
1
Akanni, Lateef O.
1
Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Alexeev, Vitali
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Alsubaiei, Bader Jawid
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1
Arakelyan, Armen
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1
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1
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1
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1
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International review of economics & finance : IREF
CESifo working papers
8
Econometric Institute research papers
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Economics and finance working paper series
5
Applied economics letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
Working paper
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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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Risks : open access journal
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Stock returns : cyclicity, prediction and economic consequences
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1
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
2
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
3
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
4
Modelling a latent daily Tourism Financial Conditions Index
Chang, Chia-Lin
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011573563
Saved in:
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