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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The European journal of finance"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~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
57
Zustandsraummodell
57
Time series analysis
27
Zeitreihenanalyse
27
Estimation
22
Schätzung
22
Theorie
20
Theory
20
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wavelets
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Aufsatz in Zeitschrift
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Wohar, Mark E.
2
Aymar, Allangba Géraud
1
Bhandari, Avishek
1
Brzeszczyński, Janusz
1
Cuñado Eizaguirre, Juncal
1
Drama Bédi Guy Hervé
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Graham, M.
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Gupta, Rangan
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Ma, Jun
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Rambaccussing, Dooruj
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Rémy, Oyaya Jean
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Setlhare, Lekgatlhamang Lexi
1
Stankov, Biljana
1
Stefanović, Zoran
1
Su, Zhenhua
1
Tiwari, Aviral Kumar
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The European journal of finance
The empirical economics letters : a monthly international journal of economics
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
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
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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
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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)
12
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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
Forecasting stock market using discrete wavelet transforms and artificial neural networks model
Tripathy, Nalini Prava
;
Jaipuria, Sanjita
- In:
The empirical economics letters : a monthly …
19
(
2020
)
11
,
pp. 1263-1277
Persistent link: https://www.econbiz.de/10012599697
Saved in:
3
Stock price index, exchange rate and interest rates of Russia
Hsueh, Hsin-Pei
;
Li, Fangjhy
- In:
The empirical economics letters : a monthly …
19
(
2020
)
12
,
pp. 1503-1512
Persistent link: https://www.econbiz.de/10012608604
Saved in:
4
Contagion among Indian and some developed equity markets : a continuous wavelet investigation
Bhandari, Avishek
- In:
The empirical economics letters : a monthly …
18
(
2019
)
6
,
pp. 619-629
Persistent link: https://www.econbiz.de/10012314660
Saved in:
5
Analysis of stock exchange behaviour through wavelets : a case study of stock series of the West African regional stock exchange
Aymar, Allangba Géraud
;
Drama Bédi Guy Hervé
- In:
The empirical economics letters : a monthly …
18
(
2019
)
5
,
pp. 483-494
Persistent link: https://www.econbiz.de/10012312420
Saved in:
6
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:
7
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:
8
Stock market integration in Africa reconsidered : a wavelet multiple correlation and cross-correlation analysis
Rémy, Oyaya Jean
- In:
The empirical economics letters : a monthly …
15
(
2016
)
2
,
pp. 205-218
Persistent link: https://www.econbiz.de/10011580420
Saved in:
9
Measuring co-movement in the time frequency space among African stock markets
Setlhare, Lekgatlhamang Lexi
;
Kouassi, Eugène
- In:
The empirical economics letters : a monthly …
14
(
2015
)
8
,
pp. 785-796
Persistent link: https://www.econbiz.de/10011458057
Saved in:
10
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
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