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~isPartOf:"Financial markets and portfolio management"
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Capital income
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Ling, Shiyun
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Massaporn Cheuathonghua
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Financial markets and portfolio management
Finance research letters
52
The North American journal of economics and finance : a journal of financial economics studies
38
International review of economics & finance : IREF
32
Energy economics
31
International review of financial analysis
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Research in international business and finance
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International journal of forecasting
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics
17
Journal of international financial markets, institutions & money
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Journal of banking & finance
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Journal of forecasting
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Journal of econometrics
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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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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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Pacific-Basin finance journal
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International journal of finance & economics : IJFE
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Theoretical economics letters
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Quantitative finance
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Review of quantitative finance and accounting
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Global finance journal
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Global business review
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International journal of economics and finance
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Journal of risk
7
Studies in economics and finance
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The European journal of finance
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Annals of financial economics
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Emerging markets, finance and trade : EMFT
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International journal of emerging markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Extreme spillovers of VIX fear index to international equity markets
Massaporn Cheuathonghua
;
Chaiyuth Padungsaksawasdi
; …
- In:
Financial markets and portfolio management
33
(
2019
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012018353
Saved in:
2
Long-term negative fund alpha : is it caused by bad skill or bad luck?
Bu, Qiang
- In:
Financial markets and portfolio management
32
(
2018
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011951784
Saved in:
3
The dynamic dependence between stock markets in the greater China economic area : a study based on extreme values and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
Financial markets and portfolio management
32
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011951950
Saved in:
4
Risk measurement distortion : an improved model of return smoothing
Chen, Jiaqi
;
Tindall, Michael L.
;
Wu, Wenbo
- In:
Financial markets and portfolio management
32
(
2018
)
3
,
pp. 297-310
Persistent link: https://www.econbiz.de/10011951981
Saved in:
5
Predictive models for disaggregate stock market volatility
Chong, Terence Tai-Leung
;
Ling, Shiyun
- In:
Financial markets and portfolio management
31
(
2017
)
3
,
pp. 261-288
Persistent link: https://www.econbiz.de/10011951759
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