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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Computational economics"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~person:"Abakah, Emmanuel Joel Aikins"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Billio, Monica"
~person:"Blasques, Francisco"
~person:"Corbet, Shaen"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Li, Yong"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Asset pricing"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Markov chain"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Abakah, Emmanuel Joel Aikins
Agudze, Komla M.
Andersen, Torben
Billio, Monica
Blasques, Francisco
Corbet, Shaen
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Li, Yong
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
23
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1
Extreme return and volatility connectedness among real estate tokens, REITs, and other assets : Tthe role of global factors and portfolio implications
Abdullah, Mohammad
;
Adeabah, David
;
Abakah, Emmanuel …
- In:
Finance research letters
56
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014473599
Saved in:
2
The relationship between implied volatility and cryptocurrency returns
Akyildirim, Erdinc
;
Corbet, Shaen
;
Lucey, Brian M.
; …
- In:
Finance research letters
33
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012430938
Saved in:
3
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
4
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
5
Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu
;
Chen, Zhong-Tian
;
Li, Yong
- In:
Computational economics
53
(
2019
)
3
,
pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
Saved in:
6
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
7
Innovations in multiple time series analysis
Breitung, Jörg
;
Herwartz, Helmut
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
Saved in:
8
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
9
Bayesian testing for short term interest rate models
Zhang, Yonghui
;
Chen, Zhongtian
;
Li, Yong
- In:
Finance research letters
20
(
2017
),
pp. 146-152
Persistent link: https://www.econbiz.de/10011806836
Saved in:
10
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
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