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subject:"Estimation"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Journal of banking & finance"
~person:"Xia, Xiaohua"
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Estimation
Zeitreihenanalyse
Causality analysis
2
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2
Oil price
2
Schätzung
2
Ölpreis
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
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Behavioural finance
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China
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Chinese stock market
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Cointegration
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Nichtlineare Regression
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Nonlinear regression
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asymmetric effect
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investor sentiment
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nonlinear causality
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nonlinear co-integration
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oil price
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oil prices
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Xia, Xiaohua
Zaremba, Adam
7
Prokopczuk, Marcel
6
Cakici, Nusret
3
Wese Simen, Chardin
3
Berkman, Henk
2
Bianchi, Robert
2
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2
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2
DeLisle, R. Jared
2
Dungey, Mardi H.
2
Füss, Roland
2
Gil-Alaña, Luis A.
2
Harris, Richard D. F.
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Hollstein, Fabian
2
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2
Kempf, Alexander
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2
Liu, Xiaochun
2
Maydybura, Alina
2
Moreno, Antonio
2
Paschke, Raphael
2
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2
Reghezza, Alessio
2
Rösch, Daniel
2
Samet, Anis
2
Schweikert, Karsten
2
Shaban, Mohamed
2
Shaffer, Sherrill
2
Spierdijk, Laura
2
Strohsal, Till
2
Thorp, Susan
2
Wang, Feifei
2
Wang, Jun
2
Wang, Yang
2
Wen, Fenghua
2
Zhang, Yi
2
Abbritti, Mirko
1
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Emerging markets, finance and trade : EMFT
Journal of banking & finance
Applied economics
2
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ECONIS (ZBW)
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Interaction between oil price and investor sentiment : nonlinear causality, time-varying influence, and asymmetric effect
He, Zhifang
;
Zhou, Fangzhao
;
Xia, Xiaohua
;
Wen, Fenghua
; …
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
12
,
pp. 2756-2773
Persistent link: https://www.econbiz.de/10012211032
Saved in:
2
Oil prices and chinese stock market : nonlinear causality and volatility persistence
Wen, Fenghua
;
Xiao, Jihong
;
Xia, Xiaohua
;
Chen, Bin
; …
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
6
,
pp. 1247-1263
Persistent link: https://www.econbiz.de/10012210710
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