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Long memory property and structural breaks in volatility : evidence from Turkey and Brazil
Günay, Samet - In: International journal of economics and finance 6 (2014) 12, pp. 119-134
Persistent link: https://www.econbiz.de/10010461485
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Financial time series: methods and models
Caporin, Massimiliano; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 5/86, pp. 1-3
The statistical analysis of financial time series is a rich and diversified research field whose inherent complexity requires an interdisciplinary approach, gathering together several disciplines, such as statistics, economics, and computational sciences. This special issue of the Journal of...
Persistent link: https://www.econbiz.de/10012304649
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Asymmetric and nonlinear comovements of credit default swap and bond markets : evidence from an emerging market
Bank, Semra; Abdioğlu, Zehra; Kahraman, Elif - In: Spanish journal of finance & accounting : the official … 53 (2024) 2, pp. 232-253
Persistent link: https://www.econbiz.de/10014564193
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The quantile dependence between global crude oil price and stock markets in emerging Asia : evidence from major oil consuming nations
Mishra, Shekhar; Debasish, Sathya Swaroop - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 3, pp. 309-331
Persistent link: https://www.econbiz.de/10012135603
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Structural breaks in volatility transmission from developed markets to major Asian emerging markets
Kumar, Dilip - In: Journal of emerging market finance 18 (2019) 2, pp. 172-209
Persistent link: https://www.econbiz.de/10012121478
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Review on volatility and return analysis including emerging developments : evidence from stock market empirics
Kashyap, Sachin - In: Journal of modelling in management 18 (2023) 3, pp. 756-816
Persistent link: https://www.econbiz.de/10014334988
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Have the driving forces of inflation changed in advanced and emerging market economies?
Kamber, Güneş; Mohanty, M. S.; Morley, James C. - 2020
Persistent link: https://www.econbiz.de/10012385416
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What drives inflation in advanced and emerging market economies?
Kamber, Güneş; Mohanty, M. S.; Morley, James C. - In: Inflation dynamics in Asia and the Pacific, (pp. 21-36). 2020
Persistent link: https://www.econbiz.de/10012250092
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Time-varying herding spillover for emerging countries : evidence from BRIC countries and Turkey
Yasir, Muhammad; Özlem Önder, A. - In: Review of behavioral finance : RBF 15 (2023) 5, pp. 709-728
Persistent link: https://www.econbiz.de/10014340965
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The volatility of Romanian exchange rate : a GARCH approach
Pelinescu, Elena; Diaconaşu, Delia-Elena - In: Review of economics & finance 5 (2015) 4, pp. 92-99
Persistent link: https://www.econbiz.de/10011411168