//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~isPartOf:"Finance research letters"
~person:"Al-Yahyaee, Khamis Hamed"
~person:"Caporale, Guglielmo Maria"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
7
Volatilität
7
Time series analysis
5
Zeitreihenanalyse
5
Theorie
4
Theory
4
Long memory
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Bitcoin
2
Capital income
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Estimation
2
Fractional integration
2
Kapitaleinkommen
2
Persistence
2
Schätzung
2
Stock market
2
Ankündigungseffekt
1
Announcement effect
1
Asymmetric MF-DFA method
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
Börsenkurs
1
Connectedness network
1
Electronic trading
1
Elektronisches Handelssystem
1
Ethereum
1
Exchange rate
1
Exchange rates
1
Financial market
1
Finanzmarkt
1
GARCH model
1
GIPSI stock markets
1
Generalized Hurst exponent
1
Global and regional stock markets
1
Globalisierung
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Al-Yahyaee, Khamis Hamed
Caporale, Guglielmo Maria
Gupta, Rangan
12
Bouri, Elie
10
Lucey, Brian M.
10
Roubaud, David
9
Corbet, Shaen
8
Tiwari, Aviral Kumar
8
Ma, Feng
7
Sensoy, Ahmet
7
Wei, Yu
7
Wu, Xinyu
7
Lyócsa, Štefan
6
Molnár, Peter
6
Pierdzioch, Christian
6
Ryu, Doojin
6
Wang, Xingchun
6
Chevallier, Julien
5
Ji, Qiang
5
Lu, Xinjie
5
Shahzad, Syed Jawad Hussain
5
Xiong, Xiong
5
Das, Debojyoti
4
Gil-Alaña, Luis A.
4
Gillas, Konstantinos Gkillas
4
Gozgor, Giray
4
Guesmi, Khaled
4
Lau, Chi Keung
4
Liu, Li
4
Liu, Zhichao
4
Luo, Xingguo
4
Posch, Peter N.
4
Sun, Xiaolei
4
Yang, Heejin
4
Yarovaya, Larisa
4
Zaremba, Adam
4
Zhang, Wei
4
Akyildirim, Erdinc
3
Apergēs, Nikolaos
3
Arouri, Mohamed
3
more ...
less ...
Published in...
All
Applied economics letters
Finance research letters
CESifo working papers
37
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
CESifo Working Paper
14
CESifo Working Paper Series
11
DIW Berlin Discussion Paper
10
DIW Discussion Papers
5
Journal of international money and finance
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
ECB Working Paper
2
Emerging markets review
2
Energy economics
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Journal of international financial markets, institutions & money
2
Review of international economics
2
Applied financial economics letters
1
Brunel Economics and Finance Working Paper
1
China economic review : an international journal
1
Computational economics
1
Discussion paper / Centre for Economic Forecasting
1
ERF working papers series
1
Eastern economic journal
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Financial markets and portfolio management
1
Global finance journal
1
IMF working paper
1
IMF working papers
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of economic integration
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets
Mensi, Walid
;
Boubaker, Ferihane Zaraa
;
Al-Yahyaee, …
- In:
Finance research letters
25
(
2018
),
pp. 230-238
Persistent link: https://www.econbiz.de/10012003543
Saved in:
2
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
3
Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Yoon, Seong-min
- In:
Finance research letters
27
(
2018
),
pp. 228-234
Persistent link: https://www.econbiz.de/10012006868
Saved in:
4
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Finance research letters
21
(
2017
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
Saved in:
5
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
6
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
7
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis
Mensi, Walid
;
Lee, Yun Jung
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Finance research letters
31
(
2019
),
pp. 19-25
Persistent link: https://www.econbiz.de/10012420970
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->