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~isPartOf:"Journal of emerging market finance"
~person:"Al Refai, Hisham M."
~person:"Brooks, Robert"
~person:"Rodriguez, Gabriel"
~subject:"Australia"
~subject:"Börsenkurs"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Australia
Börsenkurs
Volatilität
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Volatility
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Risiko
2
Risk
2
Stock market
2
Bayes-Statistik
1
Bayesian estimation
1
Bayesian inference
1
Beta risk
1
Betafaktor
1
Bourse
1
Börse
1
CAPM
1
Devisenmarkt
1
EGARCH model
1
Exchange rate
1
Foreign exchange market
1
GARCH models
1
Gibbs sampler
1
Indonesia
1
Indonesien
1
Katar
1
Peru
1
Qatar
1
Qatar Stock Exchange (QSE)
1
Risikoprämie
1
Risk premium
1
Schwert and Seguin (1990) model
1
Share price
1
Stochastic process
1
Stochastic volatility model
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Stochastischer Prozess
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Aufsatz in Zeitschrift
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English
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Al Refai, Hisham M.
Brooks, Robert
Rodriguez, Gabriel
Abid, Fathi
1
Al-Khazali, Osamah M.
1
Alanya, Willy
1
Aye, Goodness C.
1
Bahloul, Slah
1
Chakrabarti, Binay Bhushan
1
Chaudhuri, Kausik
1
Drew, Michael E.
1
Galagedera, Don U. A.
1
Gupta, Rangan
1
Hassan, Gazi M.
1
Jain, Pramod Kumar
1
Kashiramka, Smita
1
Kumar, Alok
1
Mahalakshmi S.
1
Marsden, Alastair
1
Maurya, Shipra
1
Modise, Mampho P.
1
Mukherjee, Paramita
1
Naresh G.
1
Nurjannah
1
Padhi, Puja
1
Rajvanshi, Vivek
1
Roy, Malabika
1
Sahoo, Seshadev
1
Shaikh, Imlak
1
Thenmozhi, M.
1
Thiyagarajan, S.
1
Tripathi, Manju
1
Vasudevan, Gopala
1
Veeraraghavan, Madhu
1
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Journal of emerging market finance
Applied financial economics
4
International review of economics & finance : IREF
4
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics letters
2
Australian economic papers
2
Journal of international financial markets, institutions & money
2
Review of world economics
2
Abacus : a journal of accounting, finance and business studies
1
Australian journal of management
1
Economic modelling
1
Global finance journal
1
International journal of emerging markets
1
International review of financial analysis
1
Journal of business finance & accounting : JBFA
1
Journal of empirical finance
1
Journal of financial management, markets and institutions
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Pacific-Basin finance journal
1
Review of Pacific Basin financial markets and policies
1
Studies in economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
3
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1
Stochastic volatility in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Journal of emerging market finance
17
(
2018
)
3
,
pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
Saved in:
2
The impact of market-wide volatility on time-varying risk : evidence from Qatar stock exchange
Al Refai, Hisham M.
;
Hassan, Gazi M.
- In:
Journal of emerging market finance
17
(
2018
),
pp. 239-258
Persistent link: https://www.econbiz.de/10011925531
Saved in:
3
Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market
Nurjannah
;
Galagedera, Don U. A.
;
Brooks, Robert
- In:
Journal of emerging market finance
11
(
2012
)
3
,
pp. 271-300
Persistent link: https://www.econbiz.de/10010380791
Saved in:
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