Search Results - subject:"rolling window"

Su, Chi-Wei; Song, Xin Yue; Qin, Meng; Budría, Santiago - In: Ekonomický časopis : časopis pre ekonomickú … 73 (2025) 1/2, pp. 36-57

Persistent link: https://www.econbiz.de/10015426625

Assessing the extent of exchange rate risk pricing in equity markets : emerging versus developed economies

Bonga-Bonga, Lumengo; Mpoha, Salifya - In: African journal of economic and management studies 16 (2025) 1, pp. 148-159

Persistent link: https://www.econbiz.de/10015414818

Analysing the symmetric GARCH model across different sample sizes

Purchase, M. A.; Viljoen, H.; Conradie, W. J. - In: Journal for studies in economics and econometrics : SEE 49 (2025) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10015417664

The temporal variability in the returns of socially responsible funds to structural oil shocks

Ur Rehman, Mobeen; Nautiyal, Neeraj; Zeitun, Rami; Vo … - In: The North American journal of economics and finance : a … 77 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015374351

Investigating the connectedness between oil and stock markets in GCC countries : evidence from rolling-window frequency domain causality

Sezen, Serhat; Cevik, Emrah Ismail; Al-Eisa, Eisa … - In: Computational economics 66 (2025) 6, pp. 4869-4896

Persistent link: https://www.econbiz.de/10015591441

Dynamic market efficiency assessment in sustainability indices: Rolling fractional integration analysis with multiple estimators

Gönül, İbrahim Ömer; Omay, Tolga - In: Borsa İstanbul Review 25 (2025) 6, pp. 1645-1662

This study develops a comprehensive econometric framework for assessing market efficiency in sustainability indices through rolling fractional integration analysis. We employ four fractional integration estimators (Andrews-Guggenberger, Robinson GSE, GPH, and FELW) with formal statistical...

Persistent link: https://www.econbiz.de/10015636031

Dynamic market efficiency assessment in sustainability indices : rolling fractional integration analysis with multiple estimators

Gönül, İbrahim Ömer; Omay, Tolga - In: Borsa Istanbul Review 25 (2025) 6, pp. 1645-1662

Persistent link: https://www.econbiz.de/10015552930

Time frequency and co-movements between global economic policy uncertainty, precious metals and agricultural prices : a wavelet coherence analysis and bootstrap rolling window gran...

El Abed, Riadh; Hamouda, Abderrazek Ben - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 2, pp. 546-561

Persistent link: https://www.econbiz.de/10014496867

Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows : evidence from Brazil and South Korea

Gaies, Brahim; Nakhli, Mohamed Sahbi; Sahut, Jean-Michel - In: Economic modelling 141 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015192258

Optimization of dynamic trading strategies in carbon markets : a decision framework based on Stackelberg game and prospect theory

Liu, Xueping; Peng, Zhen; Zhu, Sheng; Yu, Peng - In: Energy economics 157 (2026), pp. 1-14

Persistent link: https://www.econbiz.de/10015644728