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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"International journal of finance & economics : IJFE"
~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
59
Zustandsraummodell
59
Time series analysis
26
Zeitreihenanalyse
26
Theorie
21
Theory
21
Estimation
19
Schätzung
19
Volatility
15
Volatilität
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wavelet
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wavelet analysis
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Wohar, Mark E.
2
Brzeszczyński, Janusz
1
Cuñado Eizaguirre, Juncal
1
Dai, Zhifeng
1
Graham, M.
1
Gupta, Rangan
1
Gökmenoglu, Korhan K.
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He, Xingxing
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Ibrahim, Boulis Maher
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Kang, Jie
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Kirikkaleli, Dervis
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Kovačević, Jelena
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Ma, Jun
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Madaleno, Mara
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Nikkinen, Jussi
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Pinho, Carlos
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Power, David M.
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Rambaccussing, Dooruj
1
Rizvi, Kumail Abbas
1
Stankov, Biljana
1
Stefanović, Zoran
1
Su, Zhenhua
1
Tiwari, Aviral Kumar
1
Yin, Hua
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Živkov, Dejan
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of finance & economics : IJFE
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
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 Islamic and Middle Eastern finance and management
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
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Pacific-Basin finance journal
2
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)
9
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1
Forecasting equity risk premium : a new method based on wavelet de-noising
Dai, Zhifeng
;
Kang, Jie
;
Yin, Hua
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014429334
Saved in:
2
Co-movement of foreign exchange rate returns and stock market returns in an emerging market : evidence from the wavelet coherence approach
He, Xingxing
;
Gökmenoglu, Korhan K.
;
Kirikkaleli, Dervis
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1994-2005
Persistent link: https://www.econbiz.de/10014253642
Saved in:
3
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:
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
International stock market indices comovements : a new look
Madaleno, Mara
;
Pinho, Carlos
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 89-102
Persistent link: https://www.econbiz.de/10009507847
Saved in:
9
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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