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~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"International review of financial analysis"
~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Angelidis, Timotheos"
~person:"Beljid, Makram"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~subject:"G7 stock markets"
~subject:"Markov chain"
~subject:"Schwellenländer"
~subject:"Share price"
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Search: subject_exact:"ARCH model"
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G7 stock markets
Markov chain
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ARCH model
9
ARCH-Modell
9
Volatility
8
Volatilität
8
Börsenkurs
6
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5
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Angelidis, Timotheos
Beljid, Makram
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Lau, Chi Keung
3
Li, Yan
3
Ben Ouda, Olfa
2
Caporale, Guglielmo Maria
2
Degiannakis, Stavros
2
Delhoumi, Ezzeddine
2
Filis, George
2
Floros, Christos
2
Haas, Markus
2
Kouretas, Georgios P.
2
Li, Leon
2
Ma, Feng
2
Molnár, Peter
2
Morelli, David
2
Moussa, Faten
2
Shahzad, Syed Jawad Hussain
2
Suleman, Tahir
2
Umar, Zaghum
2
Ureche-Rangau, Loredana
2
Yarovaya, Larisa
2
Zhang, Yaojie
2
Abedin, Mohammad Zoynul
1
Aboura, Sofiane
1
Agudelo, Diego A.
1
Aharon, David Y.
1
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1
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1
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1
An, Haizhong
1
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1
Ankudinov, Andrej B.
1
Antonakakis, Nikolaos
1
Anwar, Sajid
1
Ané, Thierry
1
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1
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1
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Emerging markets, finance and trade : EMFT
International review of financial analysis
Research in international business and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Department of Economics working paper series
8
Journal of empirical finance
3
Economic modelling
2
Economics letters
2
International journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
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Australian economic papers
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Defence and peace economics
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Discussion paper series / University of Heidelberg, Department of Economics
1
Economics and Business Letters : EBL
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Emerging markets review
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of economics and finance
1
Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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The European journal of finance
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ECONIS (ZBW)
7
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1
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
2
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
3
Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
; …
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
8
,
pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912
Saved in:
4
Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Research in international business and finance
42
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011747216
Saved in:
5
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
Saved in:
6
Illiquidity, return and risk in G7 stock markets : interdependencies and spillovers
Andrikopulos, Andreas A.
;
Angelidis, Timotheos
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 118-127
Persistent link: https://www.econbiz.de/10010529618
Saved in:
7
Volatility and information flows in emerging equity market : a case of the Korean Stock Exchange
Pyun, Chong-soo
;
Lee, Sa Young
;
Nam, Kiseok
- In:
International review of financial analysis
9
(
2000
)
4
,
pp. 405-420
Persistent link: https://www.econbiz.de/10001545828
Saved in:
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