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accessRights:"restricted"
subject:"Share price"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Time series analysis"
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Share price
Time series analysis
Estimation
274
Schätzung
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Volatility
65
Volatilität
65
Capital income
63
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Narayan, Paresh Kumar
4
Gil-Alaña, Luis A.
3
Zaremba, Adam
3
Balcilar, Mehmet
2
Cakici, Nusret
2
Dinh Hoang Bach Phan
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Gupta, Rangan
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of international financial markets, institutions & money
Finance research letters
141
Economic modelling
117
Applied economics
112
International review of economics & finance : IREF
102
Journal of econometrics
102
Energy economics
94
The North American journal of economics and finance : a journal of financial economics studies
94
International review of financial analysis
79
Applied economics letters
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Research in international business and finance
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Discussion paper / Centre for Economic Policy Research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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Economics letters
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Pacific-Basin finance journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Working paper / National Bureau of Economic Research, Inc.
41
Journal of financial economics
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
International journal of economics and finance
33
Journal of economic dynamics & control
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Quantitative finance
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Review of quantitative finance and accounting
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SpringerLink / Bücher
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Econometric reviews
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International journal of finance & economics : IJFE
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Emerging markets, finance and trade : EMFT
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The European journal of finance
28
Computational economics
27
Journal of financial markets
26
Journal of forecasting
24
Global finance journal
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ECONIS (ZBW)
73
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
The impact of US productivity growth on unemployment in the time-frequency domain : is AI causing a change in the relationship?
Crowley, Patrick M.
;
Hudgins, David
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2169-2190
Persistent link: https://www.econbiz.de/10014520139
Saved in:
4
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
5
Tail risk, beta anomaly, and demand for lottery : what explains cross-sectional variations in equity returns?
Ali, Asgar
;
Badhani, K. N.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 775-804
Persistent link: https://www.econbiz.de/10014329083
Saved in:
6
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
7
Measuring macroeconomic convergence and divergence within EMU using long memory
Dräger, Lena
;
Kolaiti, Theoplasti
;
Sibbertsen, Philipp
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
5
,
pp. 2333-2356
Persistent link: https://www.econbiz.de/10014388932
Saved in:
8
Is unemployment hysteretic or structural? : a Bayesian model selection approach
Clavijo-Cortes, Pedro
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2837-2866
Persistent link: https://www.econbiz.de/10014388985
Saved in:
9
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
10
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
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