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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Gil-Alaña, Luis A."
~person:"Lucey, Brian M."
~person:"Sehgal, Sanjay"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Entwicklungsländer
Kapitaleinkommen
Volatilität
Time series analysis
178
Zeitreihenanalyse
178
Estimation
170
Schätzung
170
Aktienmarkt
99
Stock market
99
Welt
92
World
92
USA
89
United States
89
Börsenkurs
88
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88
Volatility
86
Cointegration
84
Kointegration
84
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77
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71
Theory
71
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56
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47
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47
fractional integration
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39
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33
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140
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48
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48
Graue Literatur
47
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47
Aufsatz im Buch
4
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4
Bibliografie enthalten
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Gil-Alaña, Luis A.
Lucey, Brian M.
Sehgal, Sanjay
Gupta, Rangan
214
Bahmani-Oskooee, Mohsen
112
Bouri, Elie
109
Zaremba, Adam
105
Ma, Feng
104
McMillan, David G.
98
Gnangnon, Sèna Kimm
94
Wohar, Mark E.
91
Tiwari, Aviral Kumar
87
Hammoudeh, Shawkat
84
Narayan, Paresh Kumar
81
McAleer, Michael
75
Xuan Vinh Vo
65
Wang, Yudong
62
Nunnenkamp, Peter
61
Faff, Robert W.
60
Kang, Sang Hoon
60
Pierdzioch, Christian
59
Caporale, Guglielmo Maria
58
Demirer, Rıza
57
Brooks, Robert
56
Zhang, Yaojie
56
Apergēs, Nikolaos
54
Mensi, Walid
54
Bali, Turan G.
53
Bollerslev, Tim
53
Salisu, Afees A.
51
Nguyen, Duc Khuong
50
Kumar, Dilip
49
Ryu, Doojin
49
Fabozzi, Frank J.
48
Balcilar, Mehmet
47
Hassan, M. Kabir
46
Shahzad, Syed Jawad Hussain
46
Zhang, Wei
46
Cakici, Nusret
45
Corbet, Shaen
45
Lee, Chien-chiang
45
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Finance research letters
14
Energy economics
7
International review of financial analysis
6
Applied economics letters
5
Journal of economics and finance
5
Journal of international financial markets, institutions & money
5
Vision : the journal of business perspective
5
International review of economics & finance : IREF
4
Journal of advances in management research : JAMR
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied financial economics
3
Computational economics
3
IIMB management review
3
International journal of economics and finance
3
International journal of finance & economics : IJFE
3
Investment management and financial innovations
3
The international journal of business and finance research : IJBFR
3
Applied financial economics letters
2
Cogent economics & finance
2
Decision
2
Economics letters
2
Emerging markets review
2
International journal of emerging markets
2
International journal of theoretical and applied finance
2
Journal of commodity markets
2
Journal of economics and finance : JEF
2
Research in international business and finance
2
Review of quantitative finance and accounting
2
Technological forecasting & social change : an international journal
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Theoretical economics letters
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Atlantic economic journal : AEJ
1
Business and Economic Research : BER
1
Economic modelling
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
140
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1
Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
Feng, Lingbing
;
Qi, Jiajun
;
Lucey, Brian M.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543914
Saved in:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
Tail risk spillovers between Shanghai oil and other markets
Naeem, Muhammad Abubakr
;
Gul, Raazia
;
Muhammad Shafiullah
; …
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559260
Saved in:
4
Volatility forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
Saved in:
5
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Wang, Yong
;
Liu, Shimiao
;
Abedin, Mohammad Zoynul
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494792
Saved in:
6
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
7
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
Saved in:
8
Do green energy markets catch cold when conventional energy markets sneeze?
Rao, Amar
;
Lucey, Brian M.
;
Kumar, Satish
;
Lim, Weng Marc
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488315
Saved in:
9
The domino effect : analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world
Yadav, Miklesh Prasad
;
Rao, Amar
;
Abedin, Mohammad Zoynul
; …
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473437
Saved in:
10
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
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