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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Emerging markets review"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"State space model"
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Aktienmarkt
State space model
47
Zustandsraummodell
47
Time series analysis
23
Zeitreihenanalyse
23
Theorie
18
Theory
18
Estimation
15
Schätzung
15
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12
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12
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Monte Carlo simulation
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wavelets
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ARCH model
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ARCH-Modell
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wavelet
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Hammoudeh, Shawkat
2
Mensi, Walid
2
Tiwari, Aviral Kumar
2
Wohar, Mark E.
2
Brzeszczyński, Janusz
1
Cuñado Eizaguirre, Juncal
1
Graham, M.
1
Gupta, Rangan
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Ibrahim, Boulis Maher
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Kovačević, Jelena
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Ma, Jun
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Nikkinen, Jussi
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Rambaccussing, Dooruj
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Shahzad, Syed Jawad Hussain
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Stankov, Biljana
1
Stefanović, Zoran
1
Su, Zhenhua
1
Ur Rehman, Mobeen
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Zeitun, Rami
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Emerging markets review
The European journal of finance
Economic modelling
15
International review of economics & finance : IREF
11
Energy economics
10
Finance research letters
8
International review of financial analysis
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
6
Applied economics letters
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The empirical economics letters : a monthly international journal of economics
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Computational economics
4
Emerging markets, finance and trade : EMFT
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Finance a úvěr
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
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Macroeconomics and finance in emerging market economies
4
Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic research
3
International journal of finance & economics : IJFE
3
Journal of empirical finance
3
Annals of financial economics
2
Cogent business & management
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Financial innovation : FIN
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International Journal of Energy Economics and Policy : IJEEP
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International Journal of Financial Studies : open access journal
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International journal of Islamic and Middle Eastern finance and management
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International journal of emerging markets
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International journal of managerial finance : IJMF
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Journal of East Asian economic integration
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Journal of business economics and management
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Pacific-Basin finance journal
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Quantitative finance and economics
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Romanian journal of economic forecasting
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Studies in economics and finance
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ECONIS (ZBW)
8
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1
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
2
Are stock returns an inflation hedge for the UK? : evidence from a wavelet analysis using over three centuries of data
Tiwari, Aviral Kumar
;
Cuñado Eizaguirre, Juncal
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012054891
Saved in:
3
Fluctuations in the UK equity market : what drives stock returns?
Rambaccussing, Dooruj
;
Power, David M.
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 499-516
Persistent link: https://www.econbiz.de/10012244343
Saved in:
4
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach
Mensi, Walid
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Emerging markets review
32
(
2017
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011803251
Saved in:
5
New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile
Mensi, Walid
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
- In:
Emerging markets review
28
(
2016
),
pp. 155-183
Persistent link: https://www.econbiz.de/10011670987
Saved in:
6
How beneficial is international stock market information in domestic stock market trading?
Ibrahim, Boulis Maher
;
Brzeszczyński, Janusz
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 201-231
Persistent link: https://www.econbiz.de/10010462122
Saved in:
7
Sources of the stock price fluctuations in Chinese market
Su, Zhenhua
;
Ma, Jun
;
Wohar, Mark E.
- In:
The European journal of finance
20
(
2014
)
7/9
,
pp. 829-846
Persistent link: https://www.econbiz.de/10010462970
Saved in:
8
Co-movement of the Finnish and international stock markets : a wavelet analysis
Graham, M.
;
Nikkinen, Jussi
- In:
The European journal of finance
17
(
2011
)
5/6
,
pp. 409-425
Persistent link: https://www.econbiz.de/10009155387
Saved in:
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