Narrow search
Showing 1 - 10 of 13
Cover Image
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Cover Image
Frequency volatility connectedness across different industries in China
Jiang, Junhua; Piljak, Vanja; Tiwari, Aviral Kumar; … - In: Finance research letters 37 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012484983
Cover Image
Bitcoin returns and risk : a general GARCH and GAS analysis
Troster, Victor; Tiwari, Aviral Kumar; Shahbaz, Muhammad; … - In: Finance research letters 30 (2019), pp. 187-193
Persistent link: https://www.econbiz.de/10012420417
Cover Image
The policy uncertainty and market volatility puzzle : evidence from wavelet analysis
Tiwari, Aviral Kumar; Jana, R. K.; Roubaud, David - In: Finance research letters 31 (2019), pp. 278-284
Persistent link: https://www.econbiz.de/10012421584
Cover Image
Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan - In: Finance research letters 28 (2019), pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
Cover Image
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: International review of financial analysis 45 (2016), pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Cover Image
Index futures volatility and trading activity : measuring causality at a multiple horizon
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Roubaud, David - In: Finance research letters 24 (2018), pp. 247-255
Persistent link: https://www.econbiz.de/10011982593
Cover Image
The dynamic relationship between stock returns and trading volume revisited : a MODWT-VAR approach
Gupta, Suman; Das, Debojyoti; Hasim, Haslifah Mohamad; … - In: Finance research letters 27 (2018), pp. 91-98
Persistent link: https://www.econbiz.de/10012006750
Cover Image
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 27 (2018), pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Cover Image
On the relationship of gold, crude oil, stocks with financial stress : a causality-in-quantiles approach
Das, Debojyoti; Kumar, Surya Bhushan; Tiwari, Aviral Kumar - In: Finance research letters 27 (2018), pp. 169-174
Persistent link: https://www.econbiz.de/10012006847