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~isPartOf:"EUI working paper / ECO"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of applied economics"
~isPartOf:"The South African journal of economics"
~language:"eng"
~person:"Apergēs, Nikolaos"
~person:"Dong, Chang-Rui"
~person:"Gil-Alaña, Luis A."
~person:"Lee, Chien-chiang"
~person:"Ma, Feng"
~person:"Nitsan, Shemuʾel"
~subject:"Börsenkurs"
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Apergēs, Nikolaos
Dong, Chang-Rui
Gil-Alaña, Luis A.
Lee, Chien-chiang
Ma, Feng
Nitsan, Shemuʾel
Caporale, Guglielmo Maria
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EUI working paper / ECO
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International journal of finance & economics : IJFE
Journal of applied economics
The South African journal of economics
CESifo working papers
15
International review of financial analysis
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ECONIS (ZBW)
7
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1
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
2
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
3
Industry momentum and reversals in stock markets
Apergēs, Nikolaos
;
Plakandaras, Vasilios
;
Pragidis, Ioannis
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3093-3138
Persistent link: https://www.econbiz.de/10013329853
Saved in:
4
US partisan conflict shocks and international stock market returns
Apergēs, Nikolaos
;
Chatziantoniou, Ioannis
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
6
,
pp. 2817-2854
Persistent link: https://www.econbiz.de/10013440530
Saved in:
5
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
6
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
7
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
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