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Nonlinear serial dependence an...
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Volatility
Australia
78
Australien
77
Theorie
70
Theory
70
Aktienmarkt
57
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57
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52
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51
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Betafaktor
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18
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18
Emerging economies
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18
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16
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42
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Brooks, Robert
33
Do, Hung Xuan
13
Sirimon Treepongkaruna
9
Bissoondoyal-Bheenick, Emawtee
8
Wu, Eliza
5
Brooks, Robert D.
4
Chi, Wei
4
Faff, Robert W.
4
Hasanov, Akram Shavkatovich
3
Hinich, Melvin J.
3
McKenzie, Michael D.
3
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2
Galagedera, Don U. A.
2
Gray, Stephen
2
Lim, Kian-Ping
2
Pick Schen Yip
2
Tanin, Tauhidul Islam
2
Treepongkaruna, Sirimon
2
Wild, Phillip
2
Abrorov, Sirojiddin
1
Azali, Mohamed
1
Baharumshah, Ahmad Zubaidi
1
Burkhanov, Aktam Usmanovich
1
Chee-Wooi Hooy
1
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1
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1
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1
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1
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1
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1
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1
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1
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International review of financial analysis
7
Australian journal of management
3
International review of economics & finance : IREF
3
Applied financial economics
2
Energy economics
2
Journal of accounting & management information systems : JAMIS
2
Journal of international financial markets, institutions & money
2
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1
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1
Global review of business and economic research
1
International Review of Economics & Finance
1
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1
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1
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1
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1
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1
Macroeconomic dynamics
1
McGraw-Hill series in advanced finance
1
Pacific-Basin finance journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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1
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1
Episodic non-linear behavior of bilateral Malaysian ringgit-U.S. dollar spot rate
Lim, Kian-Ping
;
Azali, Mohamed
- In:
Global review of business and economic research
16
(
2020
)
1
,
pp. 25-48
Persistent link: https://www.econbiz.de/10012631054
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2
Does proprietary day trading provide liquidity at a cost to investors?
Liew, Ping-Xin
;
Lim, Kian-Ping
;
Goh, Kim-Leng
- In:
International review of financial analysis
68
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012300978
Saved in:
3
Identifying nonlinear serial dependence in volatile, high-frequency time series and its implications for volatility modeling
Wild, Phillip
;
Foster, John
;
Hinich, Melvin J.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 88-110
Persistent link: https://www.econbiz.de/10003981218
Saved in:
4
Randomly modulated periodic signals in Alberta's electricity market
Hinich, Melvin J.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10003559084
Saved in:
5
Randomly modulated periodic signals in Australia's national electricity market
Foster, John
;
Hinich, Melvin J.
;
Wild, Phillip
- In:
The energy journal
29
(
2008
)
3
,
pp. 105-129
Persistent link: https://www.econbiz.de/10003733966
Saved in:
6
The impact of exchange rate volatility on German-US trade flows
McKenzie, Michael D.
- In:
Journal of international financial markets, …
7
(
1997
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001230294
Saved in:
7
An examination of the effects of major political change on stock market volatility : the South African experience
Brooks, Robert
- In:
Journal of international financial markets, …
7
(
1997
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001238418
Saved in:
8
Returns and volatility in the Kuala Lumpur crude palm oil futures market
Liew, Keng Yap
;
Brooks, Robert D.
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 985-999
Persistent link: https://www.econbiz.de/10001352427
Saved in:
9
Research design issues in time-series modelling of financial market volatility
McKenzie, Michael D.
;
Brooks, Robert
-
1999
Persistent link: https://www.econbiz.de/10001372125
Saved in:
10
Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques
Brooks, Robert
- In:
Australian journal of management
23
(
1998
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001256324
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