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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gil-Alaña, Luis A."
~person:"Lee, Chien-chiang"
~person:"Stiglitz, Joseph E."
~subject:"Aktienmarkt"
~subject:"Fractional integration"
~subject:"Volatility"
~type_genre:"Article in journal"
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Aktienmarkt
Fractional integration
Volatility
Theorie
268
Theory
268
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212
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212
Time series analysis
195
Zeitreihenanalyse
195
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154
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154
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145
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145
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94
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94
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93
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84
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Fabozzi, Frank J.
Gil-Alaña, Luis A.
Lee, Chien-chiang
Stiglitz, Joseph E.
Gupta, Rangan
202
Bouri, Elie
112
Tiwari, Aviral Kumar
100
Hammoudeh, Shawkat
99
Ma, Feng
97
Caporale, Guglielmo Maria
79
McAleer, Michael
76
Xuan Vinh Vo
75
Mensi, Walid
74
Bahmani-Oskooee, Mohsen
73
Wohar, Mark E.
73
Kang, Sang Hoon
71
McMillan, David G.
71
Lucey, Brian M.
67
Zaremba, Adam
60
Demirer, Rıza
56
Narayan, Paresh Kumar
55
Nguyen, Duc Khuong
55
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54
Pierdzioch, Christian
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52
Brooks, Robert
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Ryu, Doojin
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Kumar, Dilip
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50
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49
Balcilar, Mehmet
48
Faff, Robert W.
47
Salisu, Afees A.
46
Wong, Wing Keung
46
Chiang, Thomas C.
44
Hassan, M. Kabir
44
Hamori, Shigeyuki
43
Liang, Chao
43
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Research in international business and finance
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Finance research letters
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International review of financial analysis
9
International review of economics & finance : IREF
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Applied economics
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International journal of theoretical and applied finance
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Review of development finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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African journal of economic and sustainable development
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Annals of economics and finance
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Annals of finance
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Asian Journal of Empirical Research
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ECONIS (ZBW)
173
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173
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1
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:
2
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Furuoka, Fumitaka
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
6
,
pp. 2471-2499
Persistent link: https://www.econbiz.de/10015048304
Saved in:
3
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
4
The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon
;
Muhammadullah, Sara
;
Arshian Sharif
; …
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559200
Saved in:
5
Stock market indices and sustainability : a comparison between them
Dios-Alija, Teresa de
;
Río Caballero, Marta del
; …
- In:
Journal of sustainable finance & investment
14
(
2024
)
3
,
pp. 642-657
Persistent link: https://www.econbiz.de/10015053395
Saved in:
6
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
7
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
8
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
Saved in:
9
The effect of asymmetric information disappears : evidence in share repurchases and market efficiency
Lee, Chien-chiang
;
Park, Bokyung
;
Wang, Chih-Wei
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473639
Saved in:
10
The impact of central bank digital currency variation on firm's implied volatility
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Hsieh, Hsin-Yi
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279249
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