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~person:"Alexakis, Christos A."
~person:"Ivanov, Stoyu I."
~subject:"ARCH-Modell"
~subject:"Hidden co-integration"
~subject:"Indexberechnung"
~subject:"Kointegration"
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ARCH-Modell
Hidden co-integration
Indexberechnung
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Aktienindex
16
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16
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6
Indexderivat
6
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4
Investment Fund
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tracking error
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Alexakis, Christos A.
Ivanov, Stoyu I.
Caporale, Guglielmo Maria
10
Gupta, Rangan
9
Allen, David E.
7
Jondeau, Eric
7
McAleer, Michael
7
Rockinger, Michael
7
Wu, Jianbin
6
Ajmi, Ahdi Noomen
5
Jalbert, Terrance
5
Lux, Thomas
5
McMillan, David G.
5
Politis, Dimitris N.
5
Qiao, Gaoxiu
5
Aboura, Sofiane
4
Chang, Bisharat Hussain
4
Cheung, Yin-Wong
4
Chevallier, Julien
4
Christensen, Bent Jesper
4
Gil-Alaña, Luis A.
4
Giot, Pierre
4
Hsing, Yu
4
Humpe, Andreas
4
Jeribi, Ahmed
4
Kathiravan, Chinnadurai
4
Linton, Oliver
4
Liu, Fang
4
Liu, Hung-Chun
4
Lönnbark, Carl
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Macmillan, Peter
4
Nasr, Adnen Ben
4
Nielsen, Morten Ørregaard
4
Raaij, Gabriela de
4
Raunig, Burkhard
4
Sharma, Prateek
4
Tabash, Mosab I.
4
Tiwari, Aviral Kumar
4
Weber, Enzo
4
Zhu, Jie
4
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The international journal of business and finance research : IJBFR
2
Economics working paper series
1
Global journal of finance and banking issues
1
International journal of bonds and derivatives
1
Journal of international financial markets, institutions & money
1
The international journal of finance
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ECONIS (ZBW)
7
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1
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
An empirical examination of currency ETFs tracking error
Ivanov, Stoyu I.
- In:
International journal of bonds and derivatives
1
(
2015
)
4
,
pp. 333-368
Persistent link: https://www.econbiz.de/10011546750
Saved in:
4
Analysis of the effects of pre announcement of S&P 500 index changes
Ivanov, Stoyu I.
- In:
The international journal of business and finance …
7
(
2013
)
5
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009741771
Saved in:
5
The effects of crisis on the cointegration between the S&P 100 and the S&P 500 indexes
Ivanov, Stoyu I.
- In:
The international journal of finance
23
(
2011
)
2
,
pp. 6783-6797
Persistent link: https://www.econbiz.de/10009655894
Saved in:
6
Quantitative analysis of the price discovery in the NAFTA stock markets
Ivanov, Stoyu I.
- In:
Global journal of finance and banking issues
4
(
2010
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10008826249
Saved in:
7
Discretionary deletions from the S&P 500 index : evidence on forecasted and realized
Ivanov, Stoyu I.
- In:
The international journal of business and finance …
4
(
2010
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10008808334
Saved in:
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