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~isPartOf:"Finance research letters"
~subject:"Aktienmarkt"
~subject:"Time series analysis"
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Aktienmarkt
Time series analysis
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Gil-Alaña, Luis A.
4
Caporale, Guglielmo Maria
3
Abakah, Emmanuel Joel Aikins
1
Ardia, David
1
Babalos, Vassilios
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Bluteau, Keven
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Shi, Yanlin
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Finance research letters
CESifo working papers
38
Economics and finance working paper series
23
Applied economics
19
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
Economics letters
15
Applied economics letters
12
Discussion paper / Tinbergen Institute
12
Journal of econometrics
12
Energy economics
11
Journal of empirical finance
11
Research in international business and finance
11
International journal of finance & economics : IJFE
10
International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Econometric reviews
8
International journal of economics and finance
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International review of financial analysis
7
Journal of risk and financial management : JRFM
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CBN journal of applied statistics
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Economic modelling
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of economics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Cogent economics & finance
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
Global business review
5
Journal of banking & finance
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Queen's Economics Department working paper
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Review of development finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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CREATES research paper
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Computational economics
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
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1
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data
Klein, Tony
;
Walther, Thomas
- In:
Finance research letters
22
(
2017
),
pp. 274-279
Persistent link: https://www.econbiz.de/10011808179
Saved in:
2
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
3
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
Saved in:
4
Wealth effect revisited : novel evidence on long term co-memories between real estate and stock markets
Kiohos, Apostolos
;
Babalos, Vassilios
;
Koulakiotis, …
- In:
Finance research letters
20
(
2017
),
pp. 217-222
Persistent link: https://www.econbiz.de/10011806923
Saved in:
5
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
6
Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
- In:
Finance research letters
45
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014578142
Saved in:
7
Is gold a safe haven against equity market investment in emerging and developing countries?
Gürgün, Gözde
;
Ünalmış, İbrahim
- In:
Finance research letters
11
(
2014
)
4
,
pp. 341-348
Persistent link: https://www.econbiz.de/10011300444
Saved in:
8
Time variation in the relative importance of permanent and transitory components in the U.S. housing market
Kishor, N. Kundan
;
Kumari, Swati
;
Song, Suyong
- In:
Finance research letters
12
(
2015
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011552261
Saved in:
9
Economic policy uncertainty, risk and stock returns : evidence from G7 stock markets
Chiang, Thomas C.
- In:
Finance research letters
29
(
2019
),
pp. 41-49
Persistent link: https://www.econbiz.de/10012417704
Saved in:
10
Regime changes in Bitcoin
GARCH
volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
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