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~person:"Alexakis, Christos A."
~person:"Chevallier, Julien"
~subject:"Aktienmarkt"
~subject:"Cointegration"
~subject:"Indexberechnung"
~subject:"Kointegration"
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Aktienmarkt
Cointegration
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5
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Index construction
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Portfolio selection
4
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Alexakis, Christos A.
Chevallier, Julien
Caporale, Guglielmo Maria
13
Gil-Alaña, Luis A.
11
Gupta, Rangan
10
Hassan, M. Kabir
9
Shaik, Muneer
8
Tiwari, Aviral Kumar
7
Hanousek, Jan
6
McMillan, David G.
6
Shachmurove, Yochanan
6
Aboura, Sofiane
5
Ajmi, Ahdi Noomen
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Brooks, Chris
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Kočenda, Evžen
5
Liskovich, Inessa
5
Lu, Xinjie
5
Metghalchi, Massoud
5
Plastun, Alex
5
Shaikh, Imlak
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Tabash, Mosab I.
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Wong, Wing Keung
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Zaremba, Adam
5
Abedin, Mohammad Zoynul
4
Al-Khazali, Osamah
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Bouri, Elie
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Caldeira, João F.
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Humpe, Andreas
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Ivanov, Stoyu I.
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Jalbert, Terrance
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Jeribi, Ahmed
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Kappou, Konstantina
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Keef, Stephen P.
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Khaled, Mohammed S.
4
Liang, Chao
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International review of financial analysis
2
Journal of international financial markets, institutions & money
2
Economic modelling
1
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ECONIS (ZBW)
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Long run asymmetric relationships between Islamic and conventional equity indices
Alexakis, Christos A.
;
Pappas, Vasileios
;
Tsikou, Alexandros
-
2015
Persistent link: https://www.econbiz.de/10012174651
Saved in:
2
Hidden cointegration reveals hidden values in Islamic investments
Alexakis, Christos A.
;
Pappas, Vasileios
;
Tsikouras, …
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 70-83
Persistent link: https://www.econbiz.de/10011745323
Saved in:
3
A new weighting-scheme for equity indexes
Aboura, Sofiane
;
Chevallier, Julien
- In:
International review of financial analysis
54
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011878211
Saved in:
4
A cross-volatility index for hedging the country risk
Aboura, Sofiane
;
Chevallier, Julien
- In:
Journal of international financial markets, …
38
(
2015
),
pp. 25-41
Persistent link: https://www.econbiz.de/10011475158
Saved in:
5
Cross-market volatility index with Factor-DCC
Aboura, Sofiane
;
Chevallier, Julien
- In:
International review of financial analysis
42
(
2015
),
pp. 132-140
Persistent link: https://www.econbiz.de/10011573356
Saved in:
6
Cross-market index with Factor-DCC
Aboura, Sofiane
;
Chevallier, Julien
- In:
Economic modelling
40
(
2014
),
pp. 158-166
Persistent link: https://www.econbiz.de/10010425706
Saved in:
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