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~isPartOf:"Applied economics letters"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Causality analysis"
~subject:"Multivariate distribution"
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Search: subject_exact:"Aktienindex"
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Causality analysis
Multivariate distribution
Aktienindex
130
Stock index
130
Volatility
52
Volatilität
52
Börsenkurs
41
Share price
41
Aktienmarkt
35
Stock market
35
Theorie
34
Theory
34
Capital income
32
Kapitaleinkommen
32
Estimation
29
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29
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20
Portfolio-Management
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17
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Index futures
14
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Time series analysis
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Zeitreihenanalyse
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Cointegration
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Kointegration
10
Statistical distribution
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Ignatieva, Katja
2
Platen, Eckhard
2
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1
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1
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1
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1
Chen, Qiang
1
Cheng, Kuang-Fu
1
Cheng, Lee-Young
1
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1
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1
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1
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1
Gong, Yuting
1
Hamori, Shigeyuki
1
Kellner, Ralf
1
Liang, Jufang
1
Matar, Ali
1
Mengling Li
1
Ono, Hiroshi
1
Rahman, Shafiqur
1
Rendek, Renata
1
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1
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Applied economics letters
Economic modelling
Journal of banking & finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The North American journal of economics and finance : a journal of financial economics studies
7
Energy economics
5
Applied economics
4
International Journal of Energy Economics and Policy : IJEEP
4
Finance India : the quarterly journal of Indian Institute of Finance
3
Finance research letters
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International review of financial analysis
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Journal of international trade & commerce
3
Research bulletin / The Institute of Cost Accountants of India
3
Theoretical and applied economics : GAER review
3
Análisis económico
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Applied financial economics
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BestMasters
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CBN journal of applied statistics
2
Cogent business & management
2
Econometrics : open access journal
2
Finance a úvěr
2
Financial innovation : FIN
2
Financial markets and portfolio management
2
International journal of economics and finance
2
Investment management and financial innovations
2
Journal of economic studies
2
Journal of international money and finance
2
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2
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2
Mudra : journal of finance and accounting
2
NBP working paper
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National Bank of Poland Working Paper
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Pacific-Basin finance journal
2
Research in international business and finance
2
SFB 649 discussion paper
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
The empirical economics letters : a monthly international journal of economics
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The international journal of business and finance research : IJBFR
2
The journal of futures markets
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The journal of risk finance : JRF
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ECONIS (ZBW)
12
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1
Do exchange-traded fund activities destabilize the stock market? : evidence from the China securities index 300 stocks
Chen, Jilong
;
Xu, Liao
- In:
Economic modelling
127
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014464128
Saved in:
2
Time-varying Granger causality between the stock market and unemployment in the United States
Fromentin, Vincent
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 371-378
Persistent link: https://www.econbiz.de/10013553475
Saved in:
3
The causal relationship between economic policy uncertainty and stock indices in OECD and non-OECD countries : evidence from time-varying Granger causality tests on a lag-augmented...
Ono, Hiroshi
- In:
Applied economics letters
30
(
2023
)
5
,
pp. 572-576
Persistent link: https://www.econbiz.de/10013553714
Saved in:
4
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
5
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Gong, Yuting
;
Chen, Qiang
;
Liang, Jufang
- In:
Economic modelling
68
(
2018
),
pp. 586-598
Persistent link: https://www.econbiz.de/10011936141
Saved in:
6
Using dynamic copulae for modeling dependency in currency denominations of a diversifed world stock index
Ignatieva, Katja
;
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663090
Saved in:
7
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu
;
Cai, Xiao Jing
;
Mengling Li
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Saved in:
8
Modelling co-movements and tail dependency in the international stock market via copulae
Ignatieva, Katja
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662352
Saved in:
9
Co-integration and causality analysis between stock market prices and their determinates in Jordan
Bekhet, Hussain Ali
;
Matar, Ali
- In:
Economic modelling
35
(
2013
),
pp. 508-514
Persistent link: https://www.econbiz.de/10010336760
Saved in:
10
Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
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