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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"International journal of Islamic and Middle Eastern finance and management"
~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
48
Zustandsraummodell
48
Time series analysis
23
Zeitreihenanalyse
23
Theorie
18
Theory
18
Estimation
16
Schätzung
16
Volatility
13
Volatilität
13
Börsenkurs
8
Markov chain
8
Markov-Kette
8
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Stock market
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Stochastic process
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Stochastischer Prozess
7
USA
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United States
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ARCH model
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ARCH-Modell
5
Capital income
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Estimation theory
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Kapitaleinkommen
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Schätztheorie
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wavelets
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EU countries
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EU-Staaten
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wavelet
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Analysis of variance
3
Business cycle
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Cointegration
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Einheitswurzeltest
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Finanzmarkt
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Wohar, Mark E.
2
Aslan, Hakan
1
Brzeszczyński, Janusz
1
Cuñado Eizaguirre, Juncal
1
Graham, M.
1
Gupta, Rangan
1
Ho Thuy Tien
1
Ibrahim, Boulis Maher
1
Kovačević, Jelena
1
Ma, Jun
1
Ngo Thai Hung
1
Nikkinen, Jussi
1
Power, David M.
1
Rambaccussing, Dooruj
1
Stankov, Biljana
1
Stefanović, Zoran
1
Su, Zhenhua
1
Tiwari, Aviral Kumar
1
Çıkıryel, Burak
1
Özdemir, Mücahit
1
Živkov, Dejan
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of Islamic and Middle Eastern finance and management
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
6
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
4
Finance a úvěr
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
Macroeconomics and finance in emerging market economies
4
Research in international business and finance
4
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
2
Emerging markets review
2
Financial innovation : FIN
2
International Journal of Energy Economics and Policy : IJEEP
2
International Journal of Financial Studies : open access journal
2
International journal of emerging markets
2
International journal of managerial finance : IJMF
2
Investment management and financial innovations
2
Journal of East Asian economic integration
2
Journal of business economics and management
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Pacific-Basin finance journal
2
Quantitative finance and economics
2
Romanian journal of economic forecasting
2
Studies in economics and finance
2
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ECONIS (ZBW)
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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
Volatility spillover effects between oil and GCC stock markets : a wavelet-based asymmetric dynamic conditional correlation approach
Ho Thuy Tien
;
Ngo Thai Hung
- In:
International journal of Islamic and Middle Eastern …
15
(
2022
)
6
,
pp. 1127-1149
Persistent link: https://www.econbiz.de/10014337182
Saved in:
3
Impact of Brexit on Islamic stock markets : employing MGARCH-DCC and wavelet correlation analysis
Çıkıryel, Burak
;
Aslan, Hakan
;
Özdemir, Mücahit
- In:
International journal of Islamic and Middle Eastern …
15
(
2022
)
1
,
pp. 179-202
Persistent link: https://www.econbiz.de/10012884559
Saved in:
4
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:
5
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:
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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