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~type_genre:"Aufsatz in Zeitschrift"
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Theorie
29
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29
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17
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17
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13
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13
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11
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79
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Aufsatz in Zeitschrift
Article in journal
79
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76
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50
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50
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Corradi, Valentina
42
Awartani, Basel
27
Maghyereh, Aktham I.
23
Swanson, Norman R.
22
Distaso, Walter
16
Abadir, Karim Maher
6
Giraitis, Liudas
4
Virk, Nader Shahzad
4
Abdoh, Hussein
3
Gutknecht, Daniel
3
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2
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2
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2
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2
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2
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2
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2
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2
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1
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Al-Hilu, Khalil
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1
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1
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1
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1
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1
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1
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Journal of econometrics
24
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6
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4
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3
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3
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1
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1
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ECONIS (ZBW)
79
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1
Assessing market microstructure effects via realized volatility measures with an application to the Dow Jones Industrial Average stocks
Awartani, Basel
;
Corradi, Valentina
;
Distaso, Walter
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 251-265
Persistent link: https://www.econbiz.de/10003885789
Saved in:
2
Semi-parametric comparison of stochastic volatility models using realized measures
Corradi, Valentina
;
Distaso, Walter
- In:
The review of economic studies
73
(
2006
)
3
,
pp. 635-667
Persistent link: https://www.econbiz.de/10003342934
Saved in:
3
Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10003858447
Saved in:
4
Macroeconomic determinants of stock volatility and volatility premiums
Corradi, Valentina
;
Distaso, Walter
;
Mele, Antonio
- In:
Journal of monetary economics
60
(
2013
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10009745163
Saved in:
5
International market links and volatility transmission
Corradi, Valentina
;
Distaso, Walter
;
Fernandes, Marcelo
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10009673128
Saved in:
6
Testing for unit root processes in random coefficient autoregressive models
Distaso, Walter
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 581-609
Persistent link: https://www.econbiz.de/10003608216
Saved in:
7
ARMA representation of squared Markov switching heteroskedastic models - solution
Distaso, Walter
- In:
Econometric theory
19
(
2003
)
2
,
pp. 412-413
Persistent link: https://www.econbiz.de/10001745838
Saved in:
8
Bank efficiency and shareholders' value in the GCC stock exchange markets
Al-Hilu, Khalil
;
Maghyereh, Aktham I.
;
Awartani, Basel
- In:
The empirical economics letters : a monthly …
10
(
2011
)
12
,
pp. 1191-1201
Persistent link: https://www.econbiz.de/10009572621
Saved in:
9
The effect of market structure, regulation, and risk on banks efficiency : evidence from the Gulf cooperation council countries
Maghyereh, Aktham I.
;
Awartani, Basel
- In:
Journal of economic studies
41
(
2014
)
3
,
pp. 405-430
Persistent link: https://www.econbiz.de/10011338484
Saved in:
10
Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
Awartani, Basel
;
Maghyereh, Aktham I.
- In:
Energy economics
36
(
2013
),
pp. 28-42
Persistent link: https://www.econbiz.de/10009724768
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