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person:"Stein, Jeremy C."
subject:"Share price"
~person:"Härdle, Wolfgang"
~person:"Zhu, Huiming"
~type_genre:"Article in journal"
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Share price
Estimation
48
Schätzung
48
Börsenkurs
17
Volatility
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Volatilität
17
China
14
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Kapitaleinkommen
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Stein, Jeremy C.
Härdle, Wolfgang
Zhu, Huiming
Gupta, Rangan
54
Zaremba, Adam
30
McMillan, David G.
27
Wohar, Mark E.
26
Narayan, Paresh Kumar
25
Tiwari, Aviral Kumar
24
Gil-Alaña, Luis A.
21
Pierdzioch, Christian
20
Caporale, Guglielmo Maria
17
Chiang, Thomas C.
17
Balcilar, Mehmet
16
Ma, Feng
15
Salisu, Afees A.
14
Bohl, Martin T.
13
Lee, Chien-chiang
13
Todorov, Viktor
13
Cakici, Nusret
12
Jawadi, Fredj
12
Sehgal, Sanjay
12
Bollerslev, Tim
11
Brooks, Robert
11
McAleer, Michael
11
Zhang, Yaojie
11
Bouri, Elie
10
Demirer, Rıza
10
Li, Bin
10
Tauchen, George Eugene
10
Apergēs, Nikolaos
9
Li, Jia
9
Ryu, Doojin
9
Westerlund, Joakim
9
Xuan Vinh Vo
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Dai, Zhifeng
8
Kanas, Angelos
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Li, Yan
8
Long, Huaigang
8
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8
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Applied economics
3
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2
Journal of financial economics
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The North American journal of economics and finance : a journal of financial economics studies
2
Finance research letters
1
International journal of theoretical and applied finance
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of forecasting
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
17
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1
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Zhu, Huiming
;
Huang, Xi
;
Ye, Fangyu
;
Li, Shuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014491952
Saved in:
2
Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming
;
Wu, Hao
;
Ren, Ying-hua
;
Yu, Dongwei
- In:
Applied economics
54
(
2022
)
53
,
pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
Saved in:
3
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
4
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
5
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
Saved in:
6
Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC : a quantile regression approach
Guo, Peng
;
Zhu, Huiming
;
You, Wan-hai
- In:
Finance research letters
25
(
2018
),
pp. 251-258
Persistent link: https://www.econbiz.de/10012003553
Saved in:
7
Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach
Zhu, Huiming
;
Su, Xianfang
;
You, Wan-hai
;
Ren, Ying-hua
- In:
Applied economics
49
(
2017
)
25
,
pp. 2491-2507
Persistent link: https://www.econbiz.de/10011819559
Saved in:
8
Oil price shocks, economic policy uncertainty and industry stock returns in China : asymmetric effects with quantile regression
You, Wan-hai
;
Guo, Yawei
;
Zhu, Huiming
;
Tang, Yong
- In:
Energy economics
68
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011904980
Saved in:
9
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
10
The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach
Zhu, Huiming
;
Guo, Yawei
;
You, Wan-hai
;
Xu, Yaqin
- In:
Energy economics
55
(
2016
),
pp. 30-41
Persistent link: https://www.econbiz.de/10011663084
Saved in:
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