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~isPartOf:"Finance research letters"
~language:"eng"
~person:"Ji, Qiang"
~person:"Kutan, Ali Mustafa"
~person:"Richards, Timothy J."
~person:"Tiwari, Aviral Kumar"
~subject:"Estimation"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
~type_genre:"Rezension"
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Estimation
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Ji, Qiang
Kutan, Ali Mustafa
Richards, Timothy J.
Tiwari, Aviral Kumar
Goodell, John W.
17
Gupta, Rangan
15
Shahzad, Syed Jawad Hussain
10
Shen, Dehua
10
Bouri, Elie
9
Corbet, Shaen
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5
Gil-Alaña, Luis A.
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Li, Xiao
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Molnár, Peter
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Pierdzioch, Christian
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Schiereck, Dirk
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Wen, Fenghua
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Xiong, Xiong
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Yousaf, Imran
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Zhang, Wei
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Demir, Ender
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Dinh Hoang Bach Phan
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Gozgor, Giray
4
Han, Liyan
4
Huang, Wei
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Lau, Chi Keung
4
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Finance research letters
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19
International review of economics & finance : IREF
10
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9
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8
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8
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7
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The empirical economics letters : a monthly international journal of economics
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International review of financial analysis
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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Journal of quantitative economics
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Risk management : a journal of risk, crisis and disaster
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The economics of transition
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Theoretical economics letters
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ECONIS (ZBW)
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1
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
2
Extreme risk spillover between crude oil price and financial factors
Zhao, Wan-Li
;
Fan, Ying
;
Ji, Qiang
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013341434
Saved in:
3
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
4
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:
5
Bitcoin returns and risk : a general GARCH and GAS analysis
Troster, Victor
;
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
; …
- In:
Finance research letters
30
(
2019
),
pp. 187-193
Persistent link: https://www.econbiz.de/10012420417
Saved in:
6
Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports
Ji, Qiang
;
Li, Jianping
;
Sun, Xiaolei
- In:
Finance research letters
30
(
2019
),
pp. 420-425
Persistent link: https://www.econbiz.de/10012420931
Saved in:
7
The policy uncertainty and market volatility puzzle : evidence from wavelet analysis
Tiwari, Aviral Kumar
;
Jana, R. K.
;
Roubaud, David
- In:
Finance research letters
31
(
2019
),
pp. 278-284
Persistent link: https://www.econbiz.de/10012421584
Saved in:
8
Comovements of gold futures markets and the spot market : a wavelet analysis
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Roubaud, David
- In:
Finance research letters
24
(
2018
),
pp. 19-24
Persistent link: https://www.econbiz.de/10011982447
Saved in:
9
The dynamic relationship between stock returns and trading volume revisited : a MODWT-VAR approach
Gupta, Suman
;
Das, Debojyoti
;
Hasim, Haslifah Mohamad
; …
- In:
Finance research letters
27
(
2018
),
pp. 91-98
Persistent link: https://www.econbiz.de/10012006750
Saved in:
10
Output and stock prices : new evidence from the robust wavelet approach
Tiwari, Aviral Kumar
;
Bhattacharyya, Malay
;
Das, Debojyoti
- In:
Finance research letters
27
(
2018
),
pp. 154-160
Persistent link: https://www.econbiz.de/10012006838
Saved in:
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