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accessRights:"restricted"
subject:"Share price"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~subject:"ARCH model"
~type_genre:"Article in journal"
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Share price
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Estimation
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18
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Adekoya, Oluwasegun B.
1
Afzal, Alia
1
Ahmed, M. Iqbal
1
Ali, Asgar
1
Altamimi, Sohale
1
Apergēs, Nikolaos
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Badhani, K. N.
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Tsuchiya, Yoichi
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Finance research letters
155
The North American journal of economics and finance : a journal of financial economics studies
100
International review of economics & finance : IREF
96
Energy economics
93
International review of financial analysis
90
Applied economics
87
Economic modelling
86
Research in international business and finance
70
Journal of empirical finance
67
Journal of banking & finance
59
Pacific-Basin finance journal
56
Journal of econometrics
55
Journal of international financial markets, institutions & money
52
Applied economics letters
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Review of quantitative finance and accounting
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
The European journal of finance
34
Emerging markets, finance and trade : EMFT
32
International journal of economics and finance
32
Quantitative finance
32
Journal of financial economics
31
Economics letters
29
Journal of financial markets
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
International journal of finance & economics : IJFE
28
International journal of forecasting
25
Journal of financial econometrics
24
Journal of international money and finance
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
The journal of futures markets
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
Global finance journal
20
International journal of emerging markets
19
Journal of economics and finance
18
Computational economics
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of risk
17
Theoretical economics letters
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1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity : evidence from the quantile vector autoregressive connectedness approach
Ben Haddad, Hedi
;
Mezghani, Imed
;
Medhioub, Imed
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 829-858
Persistent link: https://www.econbiz.de/10014519714
Saved in:
3
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:
4
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:
5
On asymmetric volatility effects in currency markets
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2149-2177
Persistent link: https://www.econbiz.de/10013197273
Saved in:
6
Nonlinear examination of the "heat wave" and "meteor shower" effects between spot and futures markets of the precious metals
Živkov, Dejan
;
Manić, Slavica
;
Pavkov, Ivan
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
2
,
pp. 1109-1134
Persistent link: https://www.econbiz.de/10013440356
Saved in:
7
US partisan conflict shocks and international stock market returns
Apergēs, Nikolaos
;
Chatziantoniou, Ioannis
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
6
,
pp. 2817-2854
Persistent link: https://www.econbiz.de/10013440530
Saved in:
8
Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
Saved in:
9
Modeling fractional cointegration between high and low stock prices in Asian countries
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 661-682
Persistent link: https://www.econbiz.de/10012490321
Saved in:
10
Asymmetry in the distribution of daily stock returns
Krämer, Walter
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
3
,
pp. 1115-1125
Persistent link: https://www.econbiz.de/10012490507
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