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~language:"eng"
~person:"Andersen, Torben"
~person:"Hamori, Shigeyuki"
~subject:"Cointegration"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Cointegration
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70
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49
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49
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45
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40
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39
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39
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Andersen, Torben
Hamori, Shigeyuki
Gupta, Rangan
262
Bahmani-Oskooee, Mohsen
182
Beladi, Hamid
163
Phillips, Peter C. B.
162
Creedy, John
144
Güth, Werner
144
Pestieau, Pierre
144
Lai, Ching-chong
141
McAleer, Michael
135
Gil-Alaña, Luis A.
133
Nijkamp, Peter
130
Turnovsky, Stephen J.
127
Caporale, Guglielmo Maria
125
Marjit, Sugata
120
Tsionas, Efthymios G.
119
Färe, Rolf
118
Mukherjee, Arijit
118
Thisse, Jacques-François
118
Tiwari, Aviral Kumar
118
Lien, Da-hsiang Donald
116
Tirole, Jean
116
Cremer, Helmuth
114
Acemoglu, Daron
112
Long, Ngo Van
112
Lambertini, Luca
110
Laporte, Gilbert
110
Jarrow, Robert A.
109
Serletis, Apostolos
107
Cheng, T. C. E.
104
Fabozzi, Frank J.
104
Bouri, Elie
102
Devereux, Michael B.
102
Franses, Philip Hans
100
Miceli, Thomas J.
100
Kumbhakar, Subal
98
Ma, Feng
98
Broll, Udo
97
Gersbach, Hans
97
Quiggin, John C.
97
Shogren, Jason F.
97
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Journal of econometrics
11
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6
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6
The journal of finance : the journal of the American Finance Association
6
Japan and the world economy : international journal of theory and policy
5
Journal of risk and financial management : JRFM
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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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2
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Kobe University economic review
2
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Economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
106
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1
Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?
Zhang, Wenting
;
Liu, Tiantian
;
Zhang, Yulian
;
Hamori, …
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014534845
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
5
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
6
Volatility spillover and investment strategies among sustainability-related financial indexes : evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula appro...
Zhang, Wenting
;
He, Xie
;
Hamori, Shigeyuki
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013454962
Saved in:
7
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
8
Continuous wavelet analysis of Chinese renminbi : co-movement and lead-lag relationship between onshore and offshore exchange rates
Xu, Lei
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821307
Saved in:
9
Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting
;
Hamori, Shigeyuki
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
Saved in:
10
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
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