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subject:"Volatilität"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~subject:"ARCH model"
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Volatilität
ARCH model
Estimation
61
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61
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38
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31
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27
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Article in journal
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Gil-Alaña, Luis A.
Gupta, Rangan
53
Ma, Feng
24
Bahmani-Oskooee, Mohsen
22
Bouri, Elie
22
Balcilar, Mehmet
19
Xuan Vinh Vo
17
Pierdzioch, Christian
16
Todorov, Viktor
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Wohar, Mark E.
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13
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12
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12
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11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Brooks, Robert
10
Demirer, Rıza
10
Zhang, Yaojie
10
Chevallier, Julien
9
Chiang, Thomas C.
9
Hammoudeh, Shawkat
9
Jawadi, Fredj
9
McAleer, Michael
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8
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Salisu, Afees A.
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Finance research letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of economics & finance : IREF
1
Research in international business and finance
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Review of development finance
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The North American journal of economics and finance : a journal of financial economics studies
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1
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
2
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
3
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
4
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
5
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
6
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
7
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
8
Modelling time-varying volatility in the Indian stock returns : some empirical evidence
Tripathy, Trilochan
;
Gil-Alaña, Luis A.
- In:
Review of development finance
5
(
2015
)
2
,
pp. 91-97
Persistent link: https://www.econbiz.de/10011447272
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