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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~person:"Boubaker, Sabri"
~person:"Chen, Rong"
~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:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Boubaker, Sabri
Chen, Rong
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22
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1
Heterogeneous impacts of wars on global equity markets : evidence from the invasion of Ukraine
Boubaker, Sabri
;
Goodell, John W.
;
Pandey, Dharen Kumar
; …
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463235
Saved in:
2
Creditor rights and real earnings management : evidence from quasi-natural experiments
Zhang, Huilin
;
Boubaker, Sabri
;
Ni, Xiaoran
- In:
Finance research letters
53
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472405
Saved in:
3
Systemic risk-sharing framework of cryptocurrencies in the COVID-19 crisis
Akhtaruzzaman, Md.
;
Boubaker, Sabri
;
Nguyen, Duc Khuong
; …
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013553894
Saved in:
4
Green finance and decarbonization : evidence from around the
world
Al Mamun, Md.
;
Boubaker, Sabri
;
Nguyen, Duc Khuong
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342827
Saved in:
5
Autoregressive models for matrix-valued time series
Chen, Rong
;
Xiao, Han
;
Yang, Dan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
Saved in:
6
Threshold factor models for high-dimensional time series
Liu, Xialu
;
Chen, Rong
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10012439636
Saved in:
7
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
8
Factor models for matrix-valued high-dimensional time series
Wang, Dong
;
Liu, Xialu
;
Chen, Rong
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 231-248
Persistent link: https://www.econbiz.de/10012139838
Saved in:
9
Trading signal, functional data analysis and time series momentum
Boubaker, Sabri
;
Liu, Zhenya
;
Lu, Shanglin
;
Zhang, Yifan
- In:
Finance research letters
42
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014581379
Saved in:
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