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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"The European journal of finance"
~person:"Al Refai, Hisham M."
~person:"Batten, Jonathan A."
~person:"Bentzen, Eric"
~person:"Brooks, Robert"
~person:"Gupta, Rangan"
~person:"Narayan, Paresh Kumar"
~subject:"Australia"
~subject:"Beta risk"
~subject:"Betafaktor"
~subject:"Börse"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Higher moments"
~subject:"Panel"
~subject:"Risk"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"up/down market condition"
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Estimation
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Al Refai, Hisham M.
Batten, Jonathan A.
Bentzen, Eric
Brooks, Robert
Gupta, Rangan
Narayan, Paresh Kumar
Copeland, Laurence S.
3
Muradoğlu, Gülnur
3
Pierdzioch, Christian
3
Ap Gwilym, Owain
2
Charemza, Wojciech
2
Coutts, J. Andrew
2
Knif, Johan
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Koutmos, Gregory
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McMillan, David G.
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Mills, Terence C.
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Mishra, Tapas
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Panopulu, Aikaterinē
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Parhi, Mamata
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Patsika, Victoria
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Solibakke, Per Bjarte
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Vivian, Andrew
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Zalewska-Mitura, Anna
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Aabo, Tom
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Abhyankar, Abhay
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Alireza Zarei
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Aydoğan, Kürşat
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Balcilar, Mehmet
1
Bell, Adrian R.
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Betzer, André
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The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of international financial markets, institutions & money
10
Economic modelling
9
Finance research letters
9
Emerging markets review
7
Research in international business and finance
7
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International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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5
Applied economics
4
International journal of finance & economics : IJFE
4
Applied financial economics letters
3
Australian economic papers
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Economics and Business Letters : EBL
3
Journal of emerging market finance
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2
Advances in investment analysis and portfolio management : a research annual
2
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2
Empirica : journal of european economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of Asian economics
2
Journal of banking & finance
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Journal of behavioral and experimental finance
2
Journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Journal of multinational financial management
2
Open economies review
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Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Tourism economics : the business and finance of tourism and recreation
2
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ECONIS (ZBW)
6
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1
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
2
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
3
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
4
A sequential purchasing power parity test for panels of large cross-sections and implications for investors
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1317-1333
Persistent link: https://www.econbiz.de/10011419881
Saved in:
5
Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun
;
Chan, Wai-Sum
;
Batten, Jonathan A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
Saved in:
6
The intertemporal capital asset pricing model with returns that follow Poisson jump-diffusion processes
Bentzen, Eric
;
Sellin, Peter
- In:
The European journal of finance
9
(
2003
)
2
,
pp. 105-124
Persistent link: https://www.econbiz.de/10001756874
Saved in:
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