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Finance research letters
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ECONIS (ZBW)
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1
Financial contagion and the TIR-MIDAS model
Ye, Wuyi
;
Jiang, Kunliang
;
Liu, Xiaoquan
- In:
Finance research letters
39
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012805210
Saved in:
2
How do financial and commodity markets volatility react to real economic activity?
Urom, Christian
;
Ndubuisi, Gideon Onyewuchi
;
Guesmi, Khaled
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013553789
Saved in:
3
Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors
Peng, Zhen
;
Dong, Chaohua
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553859
Saved in:
4
Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin
Tong, Zhongwen
;
Chen, Zhanbo
;
Zhu, Chen
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013553954
Saved in:
5
Within-regime volatility dynamics for observable- and Markov-switching score-driven models
Blazsek, Szabolcs
;
Kong, Dejun
;
Shadoff, Samantha R.
- In:
Finance research letters
73
(
2025
),
pp. 1-8
Persistent link: https://www.econbiz.de/10015210430
Saved in:
6
Can joint modelling of external variables sampled at different frequencies enhance long-term Bitcoin volatility forecasts?
Aras, Serkan
;
Özdemir, Mehmet Ozan
;
Çılgın, Cihan
- In:
Finance research letters
73
(
2025
),
pp. 1-8
Persistent link: https://www.econbiz.de/10015211454
Saved in:
7
FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan
;
Plíhal, Tomáš
;
Výrost, Tomáš
- In:
Finance research letters
40
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
Saved in:
8
Positivity constraints on the conditional variances in the family of conditional correlation GARCH models
Nakatani, Tomoaki
;
Teräsvirta, Timo
- In:
Finance research letters
5
(
2008
)
2
,
pp. 88-95
Persistent link: https://www.econbiz.de/10003751298
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9
Analysis of ultra-high-frequency financial data using advanced Fourier transforms
Giampaoli, Iacopo
;
Wing Lon Ng
;
Constantinou, Nick
- In:
Finance research letters
6
(
2009
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10003834761
Saved in:
10
Temporal aggregation and risk-return relation
Jin, Xing
;
Wang, Leping
;
Yu, Jun
- In:
Finance research letters
4
(
2007
)
2
,
pp. 104-115
Persistent link: https://www.econbiz.de/10003477216
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