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subject:"Share price"
subject:"Stock index"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Research in international business and finance"
~subject:"Theory"
~subject:"Welt"
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Share price
Stock index
Theory
Welt
Estimation
597
Schätzung
597
Theorie
184
Estimation theory
133
Schätztheorie
133
Volatility
129
Volatilität
129
Time series analysis
113
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113
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Gupta, Rangan
6
Gil-Alaña, Luis A.
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Tiwari, Aviral Kumar
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3
Aboura, Sofiane
3
Chevallier, Julien
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2
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2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Research in international business and finance
Working paper / National Bureau of Economic Research, Inc.
845
NBER working paper series
729
NBER Working Paper
671
Discussion paper / Centre for Economic Policy Research
544
Applied economics
540
CESifo working papers
479
Discussion paper series / IZA
393
Applied economics letters
362
Economic modelling
350
Economics letters
307
Working paper
271
Journal of international money and finance
260
International review of economics & finance : IREF
253
Journal of banking & finance
225
Finance research letters
222
Energy economics
221
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
219
Journal of econometrics
209
IZA Discussion Paper
206
Applied financial economics
199
Discussion paper
192
International review of financial analysis
185
Discussion paper / Tinbergen Institute
180
Discussion papers / CEPR
177
Journal of empirical finance
173
Journal of applied econometrics
172
The North American journal of economics and finance : a journal of financial economics studies
168
CESifo Working Paper Series
164
Europäische Hochschulschriften / 5
146
Journal of financial economics
140
Journal of economic dynamics & control
139
Journal of macroeconomics
137
The review of economics and statistics
133
Journal of international economics
128
Journal of international financial markets, institutions & money
125
SpringerLink / Bücher
123
IMF working papers
122
International journal of finance & economics : IJFE
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ECONIS (ZBW)
312
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Potential diversification benefits : a comparative study of Islamic and conventional stock market indexes
Belanes, Amel
;
Saâdaoui, Foued
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014451500
Saved in:
3
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
4
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
5
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
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6
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan
;
Balaban, Suzana
;
Simić, Milica
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
Saved in:
7
Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods
Raza, Syed Ali
;
Guesmi, Khaled
;
Benkraiem, Ramzi
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451526
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8
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
9
Homogeneity and sparsity analysis for high-dimensional panel data models
Wang, Wu
;
Zhu, Zhongyi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10014448669
Saved in:
10
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
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