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~isPartOf:"Applied economics"
~isPartOf:"Australian economic papers"
~language:"eng"
~person:"Roubaud, David"
~person:"Smyth, Russell"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~type_genre:"Article in journal"
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Roubaud, David
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ECONIS (ZBW)
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1
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
2
Rare earth and allied sectors in stock markets : extreme dependence of return and volatility
Bouri, Elie
;
Kanjilal, Kakali
;
Ghosh, Sajal
;
Roubaud, David
- In:
Applied economics
53
(
2021
)
49
,
pp. 5710-5730
Persistent link: https://www.econbiz.de/10012626945
Saved in:
3
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie
;
Das, Mahamitra
;
Gupta, Rangan
;
Roubaud, David
- In:
Applied economics
50
(
2018
)
55
,
pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940
Saved in:
4
Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983
Saved in:
5
Cointegration of stock markets between New Zealand, Australia and the G7 economies : searching for co-movement under structural change
Narayan, Paresh Kumar
;
Smyth, Russell
- In:
Australian economic papers
44
(
2005
)
3
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003092324
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