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Aktienindex
19
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3
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Wagalath, Lakshithe
2
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Ané, Thierry
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Banerjee, Ashok
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Bayraktar, Erhan
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Ishida, I.
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Mabrouk, Anouar Ben
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International journal of theoretical and applied finance
Applied financial economics
95
International review of financial analysis
63
The journal of futures markets
62
International review of economics & finance : IREF
48
Applied economics letters
44
Journal of banking & finance
44
Finance research letters
42
The North American journal of economics and finance : a journal of financial economics studies
42
Applied economics
41
Journal of international financial markets, institutions & money
39
Journal of risk and financial management : JRFM
36
Investment management and financial innovations
35
Journal of empirical finance
33
Economic modelling
30
NBER working paper series
29
Research in international business and finance
28
The journal of asset management
28
Finance India : the quarterly journal of Indian Institute of Finance
26
International journal of economics and finance
26
The European journal of finance
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Pacific-Basin finance journal
24
The journal of finance : the journal of the American Finance Association
24
International journal of economics and financial issues : IJEFI
22
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
International Journal of Energy Economics and Policy : IJEEP
20
Managerial finance
20
The empirical economics letters : a monthly international journal of economics
20
Cogent economics & finance
19
Discussion paper / Tinbergen Institute
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of forecasting
19
Review of quantitative finance and accounting
19
The review of financial studies
19
Working paper
19
International journal of finance & economics : IJFE
18
Working paper / National Bureau of Economic Research, Inc.
18
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
17
Review of Pacific Basin financial markets and policies
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1
VIX versus VXX : a joint analytical framework
Grasselli, Martino
;
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012496543
Saved in:
2
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
3
Lost in contagion? : building a liquidation index from covariance dynamics
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686776
Saved in:
4
The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index
Hambly, Ben
;
Vaicenavicius, Juozas
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403929
Saved in:
5
Model-free implied volatility : from surface to index
Fukasawa, Masaaki
;
Ishida, I.
;
Maghrebi, N.
;
Oya, Kosuke
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 433-463
Persistent link: https://www.econbiz.de/10009269385
Saved in:
6
Wavelet estimators for long memory in stock markets
Mabrouk, Anouar Ben
;
Kortas, Hedi
;
Ammou, Samir Ben
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 297-317
Persistent link: https://www.econbiz.de/10003867402
Saved in:
7
The linear dependence and feedback spectra between stock market and economy
Pan, Xia
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 437-447
Persistent link: https://www.econbiz.de/10003463429
Saved in:
8
Two-component extreme value distribution for Asia-Pacific stock index returns
Ané, Thierry
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 643-671
Persistent link: https://www.econbiz.de/10003378957
Saved in:
9
Short- and long-term effects of the 9/11 event : the international evidence
Richman, Vincent
;
Santos, Michael R.
;
Barkoulas, John T.
- In:
International journal of theoretical and applied finance
8
(
2005
)
7
,
pp. 947-958
Persistent link: https://www.econbiz.de/10003206751
Saved in:
10
Interrelationships among international stock market indices : Europe, Asia and the Americas
Sharkasi, Adel
;
Ruskin, Heather J.
;
Crane, Martin
- In:
International journal of theoretical and applied finance
8
(
2005
)
5
,
pp. 603-622
Persistent link: https://www.econbiz.de/10003058630
Saved in:
11
Integration of global capital markets : an empirical exploration
Bhattacharyya, Malay
;
Banerjee, Ashok
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 385-405
Persistent link: https://www.econbiz.de/10002108782
Saved in:
12
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
13
Testing for "pure" contagion effects in international banking : the case of BCCI's failure
Kanas, Angelos
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 289-301
Persistent link: https://www.econbiz.de/10002111462
Saved in:
14
Estimating the fractal dimension of the S&P 500 index using wavelet analysis
Bayraktar, Erhan
;
Poor, H.Vincent
;
Sircar, Kaushik Ronnie
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 615-643
Persistent link: https://www.econbiz.de/10002171489
Saved in:
15
Long memory in financial time series data with non-Gaussian disturbances
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10001769123
Saved in:
16
The effects of the Asian crisis of 1997 on emergent markets through a critical phenomena model
Figueroa, M. G.
;
Mariani, M. C.
;
Ferraro, M. B.
- In:
International journal of theoretical and applied finance
6
(
2003
)
6
,
pp. 605-612
Persistent link: https://www.econbiz.de/10001794267
Saved in:
17
Minimal cost index tracking under nonlinear transaction costs and minimal transaction unit constraints
Konno, Hiroshi
;
Wijayanayake, Annista
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 939-957
Persistent link: https://www.econbiz.de/10001632658
Saved in:
18
Neural networks for technical analysis : a study on KLCI
Yao, Jingtao
;
Tan, Chew Lim
;
Poh, Hean-lee
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10001394255
Saved in:
19
Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C.
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
Saved in:
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