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Estimation
Stock markets
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Caporale, Guglielmo Maria
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Vo Xuan Vinh
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ECONIS (ZBW)
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1
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
2
Forecasting the realized volatility of stock markets with financial stress
Guo, Chuan
;
Feng, Yiyun
- In:
Journal of risk
25
(
2022
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10013549680
Saved in:
3
Investigating mean reversion in financial markets using Hurst model
Enow, Samuel Tabot
-
2023
Persistent link: https://www.econbiz.de/10014413995
Saved in:
4
Modelling volatility spillover effects between developed stock markets and Asian emerging stock markets
Li, Yanan
;
Giles, David E. A.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
2
,
pp. 155-177
Persistent link: https://www.econbiz.de/10015179935
Saved in:
5
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10015180675
Saved in:
6
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
-
2021
Persistent link: https://www.econbiz.de/10012819659
Saved in:
7
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Vo Xuan Vinh
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
8
Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration
Tan, Zhengxun
;
Xiao, Binuo
;
Huang, Yilong
;
Zhou, Li
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
Saved in:
9
The effect of universal futures on opening and closing stock market price discovery
Chelley-Steeley, Patricia L.
;
Steeley, James M.
- In:
Studies in economics and finance
28
(
2011
)
4
,
pp. 260-281
Persistent link: https://www.econbiz.de/10009388610
Saved in:
10
Volatility transmission and asymmetric linkages between the stock and foreign exchange markets : a sectoral analysis
Fu, Tian Yong
;
Holmes, Mark J.
;
Choi, Daniel F. S.
- In:
Studies in economics and finance
28
(
2011
)
1
,
pp. 36-50
Persistent link: https://www.econbiz.de/10009007562
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