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~language:"eng"
~person:"Cepni, Oguzhan"
~person:"Gil-Alaña, Luis A."
~subject:"Aktienmarkt"
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Aktienmarkt
Time series analysis
47
Zeitreihenanalyse
47
USA
43
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42
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42
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25
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persistence
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Cepni, Oguzhan
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
17
Guo, Hui
13
Gupta, Rangan
13
Stulz, René M.
11
Karolyi, G. Andrew
10
Pierdzioch, Christian
10
Diebold, Francis X.
7
Hayo, Bernd
7
Spagnolo, Nicola
7
Vespignani, Joaquin
7
Lee, Jung Wan
6
McGowan, Carl B.
6
Narayan, Paresh Kumar
6
Weber, Enzo
6
Werner, Ingrid M.
6
Allen, David E.
5
Baek, Chung
5
Glabadanidis, Paskalis
5
Hou, Kewei
5
Kang, Wensheng
5
Liljeblom, Eva
5
McAleer, Michael
5
Semmler, Willi
5
Apergēs, Nikolaos
4
Bekaert, Geert
4
Bollerslev, Tim
4
Brückner, Markus
4
Campbell, Sean D.
4
Guidolin, Massimo
4
Hassan, M. Kabir
4
Henry, Peter Blair
4
Ilomäki, Jukka
4
Kamaiah, Bandi
4
Knif, Johan
4
Laurila, Hannu
4
Li, Bin
4
Löflund, Anders
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Economics and finance working paper series
7
Department of Economics working paper series
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ECONIS (ZBW)
11
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1
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
2
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
3
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
4
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
5
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
6
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
7
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
8
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
9
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
10
Fractional integration and data frequency
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739811
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