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A multivariate STAR analysis o...
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ECONIS (ZBW)
941
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1
Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand
Warsono Warsono
;
Russel, Edwin
;
Putri, Almira Rizka
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 360-373
Persistent link: https://www.econbiz.de/10012488433
Saved in:
2
Modeling and
forecasting
closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
3
Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models : evidence from the first commitment period (2008-2012)
Zeitlberger, Alexander C. M.
;
Brauneis, Alexander
- In:
Central European journal of operations research : CEJOR …
24
(
2016
)
1
,
pp. 149-176
Persistent link: https://www.econbiz.de/10011665786
Saved in:
4
Examination of the predictability of BDI and VIX : a threshold approach
Bildirici, Melike
;
Ersin, Özgür Ömer
;
Onat, Işil Şahin
- In:
International journal of transport economics : IJTE
46
(
2019
)
3
,
pp. 9-28
Persistent link: https://www.econbiz.de/10012136039
Saved in:
5
The US monetary base and major world equity markets : an empirical investigation
Adrangi, Bahram
;
Chatrath, Arjun
;
Macri, Joseph
; …
- In:
Review of economics & finance
6
(
2016
)
3
,
pp. 49-64
Persistent link: https://www.econbiz.de/10011541619
Saved in:
6
Impact of macroeconomic variables on Small, Mid and Large Cap stocks : a comparative study of India using VAR approach
Jagotra, Shukrant
;
Amanpreet Singh
- In:
Mudra : journal of finance and accounting
5
(
2018
)
1
,
pp. 90-101
Persistent link: https://www.econbiz.de/10011981309
Saved in:
7
An investigation of cointegration and casualty relationships between the PIIGS' stock markets
Christopoulos, Apostolos G.
;
Papathanasiou, Spyros
; …
- In:
European research studies
17
(
2014
)
2
,
pp. 109-123
Persistent link: https://www.econbiz.de/10012001625
Saved in:
8
Transmission of shock across international stock markets : an econometric analysis
Talwar, Shalini
;
Pansare, Jayant
- In:
Analele Universităţii Dunărea de Jos Galaţi / 1
24
(
2018
)
1
,
pp. 110-119
Persistent link: https://www.econbiz.de/10012028269
Saved in:
9
Investigation of the Granger causal relationship between macroeconomic variables and stock prices in Kenya
Wasseja, Mohammed Mustapha
;
Njoroge, Elizabeth
;
Mwenda, …
- In:
International journal of business and economics …
4
(
2015
)
3
,
pp. 98-108
Persistent link: https://www.econbiz.de/10011389479
Saved in:
10
Does contract size matter for price discovery and risk management in stock index futures?
Jena, Sangram Keshari
;
Dash, Ashutosh
- In:
Investment management and financial innovations
13
(
2016
)
3
,
pp. 62-74
Persistent link: https://www.econbiz.de/10011666579
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