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~accessRights:"restricted"
~language:"eng"
~language:"nor"
~language:"und"
~person:"Chan, Kam C."
~person:"Demirer, Rıza"
~person:"Hammoudeh, Shawkat"
~person:"Tiwari, Aviral Kumar"
~source:"econis"
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Rezension"
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ARCH model
Kapitaleinkommen
Volatility
126
Volatilität
126
Welt
119
World
119
Börsenkurs
107
Share price
107
Estimation
101
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101
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109
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Chan, Kam C.
Demirer, Rıza
Hammoudeh, Shawkat
Tiwari, Aviral Kumar
Gupta, Rangan
129
Ma, Feng
86
Zaremba, Adam
81
Bouri, Elie
63
Wang, Yudong
51
Zhang, Yaojie
50
Wohar, Mark E.
44
Narayan, Paresh Kumar
41
Liang, Chao
34
Xuan Vinh Vo
32
Shahzad, Syed Jawad Hussain
31
Yin, Libo
30
Balcilar, Mehmet
29
McMillan, David G.
29
Zhang, Wei
27
Shen, Dehua
26
Jawadi, Fredj
25
Salisu, Afees A.
25
Wei, Yu
24
Kang, Sang Hoon
23
Cakici, Nusret
22
Kumar, Dilip
22
Pierdzioch, Christian
22
Umar, Zaghum
22
Ur Rehman, Mobeen
22
Wen, Fenghua
22
Xiong, Xiong
22
Zhong, Angel
22
Li, Yan
21
Long, Huaigang
21
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21
Nguyen, Duc Khuong
21
Wu, Chongfeng
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Wu, Xinyu
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Caporale, Guglielmo Maria
20
Lau, Chi Keung
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Lee, Chien-chiang
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Energy economics
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Finance research letters
10
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7
International review of financial analysis
5
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Journal of international financial markets, institutions & money
4
Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Economic systems
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Economics letters
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
Journal of economic behavior & organization : JEBO
2
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2
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Central Bank review / The Central Bank of the Republic of Turkey
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Technological forecasting & social change : an international journal
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ECONIS (ZBW)
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1
The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre-COVID and COVID periods
Lakshmi, Vdmv
;
Sisodia, Garima
;
Joseph, Anto
;
Tiwari, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3007-3022
Persistent link: https://www.econbiz.de/10014635273
Saved in:
2
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
3
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
4
Speculation, cross-market sentiment and the predictability of gold market volatility
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
3
,
pp. 278-295
Persistent link: https://www.econbiz.de/10015049540
Saved in:
5
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Technological forecasting & social change : an …
186PA
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014250438
Saved in:
6
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
7
CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader
;
Tiwari, Aviral Kumar
- In:
Computational economics
61
(
2023
)
2
,
pp. 775-805
Persistent link: https://www.econbiz.de/10014228462
Saved in:
8
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
9
Does local gambling culture affect bond yield spread? : evidence from China
Xie, Yan
;
Wang, Xin
;
Chan, Kam C.
- In:
Applied economics letters
30
(
2023
)
8
,
pp. 1101-1106
Persistent link: https://www.econbiz.de/10014303722
Saved in:
10
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
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