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~isPartOf:"Economic modelling"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Kointegration"
~subject:"Theory"
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Search: subject_exact:"Aktienindex"
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Kointegration
Theory
Aktienindex
50
Stock index
50
Aktienmarkt
24
Börsenkurs
24
Share price
24
Stock market
24
Volatility
24
Volatilität
24
Estimation
16
Schätzung
16
ARCH model
11
ARCH-Modell
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Cointegration
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Welt
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Time series analysis
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United Kingdom
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Zeitreihenanalyse
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Causality analysis
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Kausalanalyse
4
Oil price
4
Ölpreis
4
Africa
3
Afrika
3
China
3
Efficient market hypothesis
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English
19
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Alhayky, Ahmed Abdulhusain Ali
1
Azar, Samih Antoine
1
Bao, Liang
1
Baruník, Jozef
1
Bekhet, Hussain Ali
1
Cheng, Chi-Hung
1
Chun, Sun Eae
1
Dhaigude, Amol
1
Dvořáková, Sylvie
1
Fenech, Jean-Pierre
1
Feng, Yuanhua
1
Gürsoy, Faruk
1
He, Mengxi
1
Hsu, Yuan-Lin
1
Huang, Tzu-Hui
1
Hung, Ming-Chin
1
Iglesias, Emma M.
1
Jawed, Mohammad Shameem
1
Jhong, Yu-Jhih
1
Kim, Bonghan
1
Kouassi, Eugène
1
Li, Qian
1
Lian, Yu-Min
1
Lin, Shih-kuei
1
Liu, Hsiang-hsi
1
Louzis, Dimitrios P.
1
Matar, Ali
1
McNeil, Alexander J.
1
Min, Hong-ghi
1
Mitra, Rajarshi
1
Naim, Nizar
1
Pathak, Rajesh
1
Ranajee
1
Refenes, Apostolos-Paul
1
Sekreter, Ahmet
1
Setlhare, Lexi L.
1
Tapar, Archit Vinod
1
Vosgha, Hamed
1
Wang, Yudong
1
Xanthopoulos-Sisinis, Spyros
1
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Economic modelling
The empirical economics letters : a monthly international journal of economics
Applied financial economics
19
Journal of banking & finance
16
Applied economics letters
13
International review of financial analysis
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
10
International review of economics & finance : IREF
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Investment management and financial innovations
9
Journal of empirical finance
9
International journal of forecasting
8
International journal of theoretical and applied finance
8
The European journal of finance
7
Finance India : the quarterly journal of Indian Institute of Finance
6
International journal of finance & economics : IJFE
6
SFB 649 discussion paper
6
SpringerLink / Bücher
6
The journal of futures markets
6
Discussion paper / Tinbergen Institute
5
Econometric reviews
5
Economics letters
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Finanzmarkt und Portfolio-Management
5
Gabler Edition Wissenschaft
5
International Journal of Energy Economics and Policy : IJEEP
5
Journal of econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of mathematical finance
5
Modern economy
5
Research in international business and finance
5
The journal of finance : the journal of the American Finance Association
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working paper
5
CESifo working papers
4
CORE discussion paper : DP
4
Financial markets and portfolio management
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ECONIS (ZBW)
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1
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
2
Cross-listed futures index and price discovery
Jawed, Mohammad Shameem
;
Tapar, Archit Vinod
;
Dhaigude, Amol
- In:
The empirical economics letters : a monthly …
19
(
2020
)
6
,
pp. 509-519
Persistent link: https://www.econbiz.de/10012596570
Saved in:
3
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
4
Dynamic linkages among alternative investments
Lian, Yu-Min
;
Jhong, Yu-Jhih
;
Cheng, Chi-Hung
- In:
The empirical economics letters : a monthly …
18
(
2019
)
12
,
pp. 1213-1219
Persistent link: https://www.econbiz.de/10012372814
Saved in:
5
Stock transactions and financial integration in Luxembourg
Mitra, Rajarshi
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1289-1295
Persistent link: https://www.econbiz.de/10012006851
Saved in:
6
Price discovery in the Indian stock index futures market
Ranajee
;
Pathak, Rajesh
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1339-1349
Persistent link: https://www.econbiz.de/10012006904
Saved in:
7
Beating the market index
Azar, Samih Antoine
- In:
The empirical economics letters : a monthly …
17
(
2018
)
12
,
pp. 1433-1440
Persistent link: https://www.econbiz.de/10012006975
Saved in:
8
The relationship between oil price and stock market index : an empirical study from Kuwait
Alhayky, Ahmed Abdulhusain Ali
;
Naim, Nizar
- In:
The empirical economics letters : a monthly …
16
(
2017
)
2
,
pp. 107-119
Persistent link: https://www.econbiz.de/10011718802
Saved in:
9
Weak form efficiency and martingale difference sequence tests of six African stock market indexes
Setlhare, Lexi L.
;
Kouassi, Eugène
- In:
The empirical economics letters : a monthly …
15
(
2016
)
1
,
pp. 37-44
Persistent link: https://www.econbiz.de/10011579682
Saved in:
10
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
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