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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"nor"
~person:"Apergēs, Nikolaos"
~person:"Bali, Turan G."
~person:"Cook, Steven"
~person:"Fletcher, Jonathan"
~person:"Gil-Alaña, Luis A."
~person:"Goodell, John W."
~person:"Kang, Sang Hoon"
~person:"Pierdzioch, Christian"
~person:"Roubaud, David"
~person:"Tiwari, Aviral Kumar"
~person:"Ur Rehman, Mobeen"
~person:"Zhang, Wei"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Zeitreihenanalyse
Capital income
68
Kapitaleinkommen
68
Börsenkurs
62
Share price
62
Estimation
59
Schätzung
59
Welt
59
World
59
Volatility
58
Volatilität
57
Aktienmarkt
46
Stock market
46
Theorie
37
Theory
37
Forecasting model
32
Prognoseverfahren
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USA
32
United States
32
Virtual currency
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Virtuelle Währung
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Portfolio selection
28
Portfolio-Management
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Behavioural finance
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Time series analysis
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ARCH-Modell
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China
25
Risiko
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Spillover effect
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Spillover-Effekt
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Bitcoin
20
State space model
18
Zustandsraummodell
18
COVID-19
17
Hedging
17
Oil price
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14
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26
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Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
26
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English
Norwegian
Author
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Apergēs, Nikolaos
Bali, Turan G.
Cook, Steven
Fletcher, Jonathan
Gil-Alaña, Luis A.
Goodell, John W.
Kang, Sang Hoon
Pierdzioch, Christian
Roubaud, David
Tiwari, Aviral Kumar
Ur Rehman, Mobeen
Zhang, Wei
Gupta, Rangan
10
Caporale, Guglielmo Maria
7
Nonejad, Nima
6
Al-Yahyaee, Khamis Hamed
4
Chang, Tsangyao
4
Cuñado Eizaguirre, Juncal
4
Huang, Zhuo
4
Liu, Li
4
Ma, Feng
4
Mensi, Walid
4
Shi, Yanlin
4
Ye, Wuyi
4
Arčabić, Vladimir
3
Baruník, Jozef
3
Brooks, Robert
3
Buncic, Daniel
3
Chen, Shyh-Wei
3
Cubadda, Gianluca
3
Engsted, Tom
3
Guégan, Dominique
3
Ho, Kin-Yip
3
Ji, Qiang
3
Kim, Jong-Min
3
Kunst, Robert M.
3
Liu, Xiaoquan
3
McKenzie, Michael D.
3
Moosa, Imad A.
3
Morana, Claudio
3
Paradiso, Antonio
3
Salisu, Afees A.
3
Satchell, Stephen
3
Shahbaz, Muhammad
3
Sharma, Susan Sunila
3
Su, Chi-Wei
3
Taylor, Robert
3
Todorova, Neda
3
Wang, Yudong
3
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Applied financial economics
Economic modelling
Finance research letters
Journal of banking & finance
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
Applied economics letters
24
Applied economics
21
Energy economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Tourism economics : the business and finance of tourism and recreation
7
Research in international business and finance
6
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Economic issues
3
Empirica : journal of european economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International review of financial analysis
3
Journal of economics and finance
3
Journal of quantitative economics : official journal of the Indian Econometric Society
3
Journal of risk and financial management : JRFM
3
Review of financial economics : RFE
3
The empirical economics letters : a monthly international journal of economics
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
Applied financial economics letters
2
Bulletin of economic research
2
CBN journal of applied statistics
2
Computational economics
2
Economia internazionale
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
European review of economics and finance
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
International journal of theoretical and applied finance
2
Journal of economic studies
2
Journal of international money and finance
2
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All
ECONIS (ZBW)
26
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1
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26
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date (oldest first)
1
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
2
Real-time macroeconomic monitoring using mixed frequency data : evidence from China
Zhang, Wei
;
He, Jie
;
Ge, Chanyuan
;
Xue, Rui
- In:
Economic modelling
117
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014229194
Saved in:
3
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
4
Does intraday time-series momentum exist in Chinese stock index futures market?
Li, Yi
;
Shen, Dehua
;
Wang, Pengfei
;
Zhang, Wei
- In:
Finance research letters
35
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012438384
Saved in:
5
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
6
Time-frequency co-movements between oil prices and interest rates : evidence from a wavelet-based approach
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012658657
Saved in:
7
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
8
Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models
Boako, Gideon
;
Tiwari, Aviral Kumar
;
Ibrahim, Muazu
; …
- In:
Finance research letters
31
(
2019
),
pp. 391-397
Persistent link: https://www.econbiz.de/10012421744
Saved in:
9
Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
- In:
Finance research letters
28
(
2019
),
pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
Saved in:
10
Structural breaks and double long memory of cryptocurrency prices : a comparative analysis from Bitcoin and Ethereum
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Kang, Sang Hoon
- In:
Finance research letters
29
(
2019
),
pp. 222-230
Persistent link: https://www.econbiz.de/10012418764
Saved in:
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