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~accessRights:"restricted"
~person:"Fałdziński, Marcin"
~person:"Inaba, Kei-Ichiro"
~subject:"Aktienmarkt"
~subject:"Börsenkurs"
~subject:"Volatilität"
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Fałdziński, Marcin
Inaba, Kei-Ichiro
Tiwari, Aviral Kumar
11
McMillan, David G.
8
Demirer, Rıza
7
Hammoudeh, Shawkat
7
Ur Rehman, Mobeen
5
Al Rababa'a, Abdel Razzaq
4
Alomari, Mohammad
4
Bouri, Elie
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Engle, Robert F.
4
Ferreira, Paulo
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Fiszeder, Piotr
4
Gupta, Rangan
4
Kang, Sang Hoon
4
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4
Lee, Hyunchul
4
Mensi, Walid
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Molnár, Peter
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Yoon, Seong-min
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4
Aboura, Sofiane
3
Asai, Manabu
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Asgharian, Hossein
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Bauwens, Luc
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Buccheri, Giuseppe
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Chi, Xie
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Christiansen, Charlotte
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De Nard, Gianluca
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Fang, Libing
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Fonseca, José da
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Hamori, Shigeyuki
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Hou, Ai Jun
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Jawadi, Fredj
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Ledoit, Olivier
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Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
Saved in:
2
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
3
Information-driven stock return comovements across countries
Inaba, Kei-Ichiro
- In:
Research in international business and finance
51
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012208219
Saved in:
4
A global look into stock market comovements
Inaba, Kei-Ichiro
- In:
Review of world economics
156
(
2020
)
3
,
pp. 517-555
Persistent link: https://www.econbiz.de/10012433063
Saved in:
5
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
Saved in:
6
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
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