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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Global finance journal"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Chaudhry, Mukesh"
~person:"Degiannakis, Stavros"
~person:"Ghysels, Eric"
~person:"Gil-Alaña, Luis A."
~person:"Hammoudeh, Shawkat"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"Estimation theory"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Aktienmarkt
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Volatility
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Zeitreihenanalyse
9
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Chaudhry, Mukesh
Degiannakis, Stavros
Ghysels, Eric
Gil-Alaña, Luis A.
Hammoudeh, Shawkat
Yoon, Seong-min
Caporale, Guglielmo Maria
33
Spagnolo, Nicola
16
Spagnolo, Fabio
7
Beirne, John
4
Plastun, Alex
4
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3
Moore, Tomoe
3
Salisu, Afees A.
3
Wang, Ping
3
Ali, Faek Menla
2
Barrell, Ray
2
Farag, Hisham
2
Gupta, Rangan
2
Karanasos, Menelaos
2
Kartsaklas, Aris
2
Kuttu, Saint
2
Nahhas, Abdulkader
2
Poshakwale, Sunil S.
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Ramchander, Sanjay
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Sabbaghi, Omid
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Schulze-Ghattas, Marianne
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Tourani Rad, Alireza
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Äijö, Janne
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Al-Yahyaee, Khamis Hamed
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Aladesanmi, Olalekan
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Amor, Thouraya Hadj
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Ap Gwilym, Owain
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1
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1
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Economics and finance working paper series
Global finance journal
Energy economics
27
Journal of econometrics
18
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17
Applied economics
13
The North American journal of economics and finance : a journal of financial economics studies
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9
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7
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Finance research letters
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The journal of finance : the journal of the American Finance Association
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CFS working paper series
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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Economic issues
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Financial Institutions Center
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International journal of finance & economics : IJFE
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International review of applied economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
Journal of financial economics
3
Korea and the world economy
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ECONIS (ZBW)
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1
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
2
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995622
Saved in:
3
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
4
Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros
- In:
Global finance journal
36
(
2018
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
Saved in:
5
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
6
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
7
Intra-day realized volatility for European and USA Stock indices
Degiannakis, Stavros
;
Floros, Christos
- In:
Global finance journal
29
(
2016
),
pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
Saved in:
8
Do exchange rate changes have symmetric or asymmetric effects on stock prices?
Bahmani-Oskooee, Mohsen
;
Saha, Sujata
- In:
Global finance journal
31
(
2016
),
pp. 57-72
Persistent link: https://www.econbiz.de/10011714642
Saved in:
9
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
10
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
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