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Gupta, Rangan
99
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92
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61
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50
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41
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36
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Allen, David E.
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Lo, Andrew W.
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Bekaert, Geert
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Stein, Jeremy C.
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Todorov, Viktor
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Pesaran, M. Hashem
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Entorf, Horst
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Grammig, Joachim
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Subrahmanyam, Avanidhar
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Veronesi, Pietro
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Kansantaloustieteen Laitos <Tampere>
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Shaker Verlag
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Verlag Dr. Kovač
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of San Francisco
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NBER working paper series
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Finance research letters
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Journal of banking & finance
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International review of financial analysis
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Journal of financial economics
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The journal of finance : the journal of the American Finance Association
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International review of economics & finance : IREF
157
The review of financial studies
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Applied economics letters
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Applied economics
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Journal of empirical finance
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Economic modelling
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Discussion paper / Centre for Economic Policy Research
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The North American journal of economics and finance : a journal of financial economics studies
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Applied financial economics
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Economics letters
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Review of quantitative finance and accounting
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Pacific-Basin finance journal
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The European journal of finance
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Journal of econometrics
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Energy economics
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CESifo working papers
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Journal of financial markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of economic dynamics & control
77
Journal of financial and quantitative analysis : JFQA
69
Management science : journal of the Institute for Operations Research and the Management Sciences
68
Quantitative finance
68
The journal of futures markets
66
Research paper series / Swiss Finance Institute
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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International journal of economics and finance
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ECONIS (ZBW)
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EconStor
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OLC EcoSci
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1
Nonlinearity and structural breaks in monetary policy rules with stock prices
Lee, Dong Jin
;
Son, Jong Chil
- In:
Economic modelling
31
(
2013
),
pp. 1-11
Persistent link: https://www.econbiz.de/10009725818
Saved in:
2
Are there periodically collapsing bubbles in the stock markets? : new international evidence
Chen, Shyh-Wei
;
Hsu, Chi-Sheng
;
Xie, Zixong
- In:
Economic modelling
52
(
2016
),
pp. 442-451
Persistent link: https://www.econbiz.de/10011642804
Saved in:
3
The Markov switching multi-fractal model of asset returns :
estimation
and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
-
2007
Persistent link: https://www.econbiz.de/10003767966
Saved in:
4
Nonlinear and time-varying risk premia
Ma, Chaoqun
;
Mi, Xianhua
;
Cai, Zongwu
- In:
China economic review : an international journal
62
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012607208
Saved in:
5
Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo
;
Ryu, Deockhyun
-
2013
Persistent link: https://www.econbiz.de/10009776293
Saved in:
6
Nonlinearity in forecasting of high-frequency stock returns
Reboredo, Juan Carlos
;
Matías, José M.
; …
- In:
Computational economics
40
(
2012
)
3
,
pp. 245-264
Persistent link: https://www.econbiz.de/10010219501
Saved in:
7
A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices
Almeshal, Khalid
;
Naifar, Nader
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
6
(
2016
)
4
,
pp. 374-395
Persistent link: https://www.econbiz.de/10011719674
Saved in:
8
A nonlinear model of asset returns with multiple shocks
Kahra, Hannu
;
Martin, Vance
;
Sarkar, Saikat
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012054867
Saved in:
9
Asymmetric adjustment, non-linearity and housing price bubbles : New international evidence
Xie, Zixiong
;
Chen, Shyh-Wei
;
Wu, An-Chi
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012203800
Saved in:
10
Does macroeconomics help in predicting stock markets volatility comovements? : a nonlinear approach
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
-
2019
Persistent link: https://www.econbiz.de/10012154493
Saved in:
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