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subject:"Volatility"
~isPartOf:"Research in international business and finance"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~language:"eng"
~subject:"Cointegration"
~subject:"Schätzung"
~subject:"Share price"
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Volatility
Cointegration
Schätzung
Share price
Estimation
524
Kointegration
106
Aktienmarkt
97
Börsenkurs
97
Stock market
97
Volatilität
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Chang, Tsangyao
11
Tiwari, Aviral Kumar
10
Gupta, Rangan
9
Gil-Alaña, Luis A.
7
Caporale, Guglielmo Maria
6
Mitra, Rajarshi
5
Chevallier, Julien
4
Wu, Po-chin
4
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3
Aboura, Sofiane
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Ashraf, Badar Nadeem
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Azar, Samih Antoine
3
Balcilar, Mehmet
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Hossain, Md. Sharif
3
Hsing, Yu
3
Impawe, Augustin
3
Klotzle, Marcelo Cabus
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Lou, Tienwei
3
Papadamou, Stephanos
3
Pinto, Antônio Carlos Figueiredo
3
Çağlayan Akay, Ebru
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2
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2
Aparna, A.
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Asongu, Simplice
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Baloch, Amdadullah
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Dimitriou, Dimitrios
2
Foglia, Matteo
2
Goswami, Gour G.
2
Guesmi, Khaled
2
Güngör, Arifenur
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Research in international business and finance
The empirical economics letters : a monthly international journal of economics
Discussion paper series / IZA
2,982
Working paper / National Bureau of Economic Research, Inc.
2,572
NBER working paper series
2,294
NBER Working Paper
2,131
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1,747
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1,416
CESifo working papers
1,387
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Applied economics letters
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848
Economic modelling
818
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
524
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Potential diversification benefits : a comparative study of Islamic and conventional stock market indexes
Belanes, Amel
;
Saâdaoui, Foued
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014451500
Saved in:
3
Selling options to beat the market : further empirical evidence
Balbás de la Corte, Alejandro
;
Serna, Gregorio
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451533
Saved in:
4
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
5
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan
;
Balaban, Suzana
;
Simić, Milica
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
Saved in:
6
Credit risk prediction based on loan profit : evidence from Chinese SMEs
Li, Zhe
;
Liang, Shuguang
;
Pan, Xianyou
;
Pang, Meng
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451525
Saved in:
7
Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods
Raza, Syed Ali
;
Guesmi, Khaled
;
Benkraiem, Ramzi
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451526
Saved in:
8
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
9
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
10
Countercyclical and time-varying reward to risk and the equity premium
Antell, Jan
;
Vaihekoski, Mika
- In:
Research in international business and finance
66
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460255
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