المؤلفون: Ghedira, Amal, Nakhli, Mohamed Sahbi

المصدر: International Journal of Emerging Markets, 2023, Vol. 19, Issue 11, pp. 4186-4203.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/IJOEM-06-2022-1018

المؤلفون: Ulloa, Maximo Souto

المساهمون: Barroso, Pedro, Veritati - Repositório Institucional da Universidade Católica Portuguesa

مصطلحات موضوعية: Beta, Systematic risk, Betting against beta, Risk-adjusted returns, Market volatility, Rolling window analysis, Investment strategies, USA stock market, Empirical finance, Factor investing, Risco sistemático, Apostar contra beta, Retornos ajustados ao risco, Volatilidade de mercado, Análise de janela deslizante, Estratégias de investimento, Mercado de ações dos EUA, Finanças empíricas, Investimento em fatores, Domínio/Área Científica::Ciências Sociais::Economia e Gestão

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10400.14/46131

المؤلفون: Fangying Liu, Chi Wei Su, Meng Qin, Muhammad Umar

المصدر: Technological and Economic Development of Economy (2024)

مصطلحات موضوعية: Bitcoin price, inflation, rolling-window, causal relationship, Economic growth, development, planning, HD72-88, Business, HF5001-6182

وصف الملف: electronic resource

Relation: https://ijspm.vgtu.lt/index.php/TEDE/article/view/19300; https://doaj.org/toc/2029-4913; https://doaj.org/toc/2029-4921

URL الوصول: https://doaj.org/article/ef67ea27f1f3429d861a367fbc0dadb5

المؤلفون: Lee Zheng-Zheng, Su Chi Wei, Tao Ran

المصدر: Panoeconomicus, Vol 71, Iss 1, Pp 119-134 (2024)

مصطلحات موضوعية: japanese yen, economic policy uncertainty, exchange rate, bootstrap rolling window causality test, safe haven, Economic theory. Demography, HB1-3840

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1452-595X; https://doaj.org/toc/2217-2386

URL الوصول: https://doaj.org/article/228db187ed7d48f2bbb4bcd3560f4487

المؤلفون: Haider Ali, Muhammad Aftab, Faheem Aslam, Paulo Ferreira

المصدر: Fractal and Fractional, Vol 8, Iss 10, p 571 (2024)

مصطلحات موضوعية: jumps, multifractality, complexity, MFDFA, rolling window, cryptocurrencies, Thermodynamics, QC310.15-319, Mathematics, QA1-939, Analysis, QA299.6-433

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2504-3110/8/10/571; https://doaj.org/toc/2504-3110

URL الوصول: https://doaj.org/article/1024df15c1d34794bd609638d3ad063d

المؤلفون: Riadh El Abed, Abderrazek Ben Hamouda

المصدر: International Journal of Energy Economics and Policy, Vol 14, Iss 2 (2024)

مصطلحات موضوعية: Global Economic Policy Uncertainty, Oil, Precious Metals, Agricultural Prices, Wavelet Coherence, Bootstrap Rolling Window, Environmental sciences, GE1-350, Energy industries. Energy policy. Fuel trade, HD9502-9502.5

وصف الملف: electronic resource

Relation: https://www.econjournals.com/index.php/ijeep/article/view/15259; https://doaj.org/toc/2146-4553

URL الوصول: https://doaj.org/article/ad412b3fef7a407286a2b96add1a5805

المؤلفون: Qian Zhao, Chi-Wei Su, Adelina Dumitrescu Peculea

المصدر: Technological and Economic Development of Economy (2024)

مصطلحات موضوعية: technological progress, trade conflict, rolling-window, bootstrap, Economic growth, development, planning, HD72-88, Business, HF5001-6182

وصف الملف: electronic resource

Relation: https://jest.vgtu.lt/index.php/TEDE/article/view/18691; https://doaj.org/toc/2029-4913; https://doaj.org/toc/2029-4921

URL الوصول: https://doaj.org/article/181995dfdd8c4d19a3b84a60d392188e

المؤلفون: Delphin Kamanda Espoir, Regret Sunge, Biyase Mduduzi, Frank Bannor, Simion Matsvai

المصدر: Frontiers in Environmental Science, Vol 11 (2024)

مصطلحات موضوعية: business cycle, CO2 emissions, rolling window regression, markov-switching, South Africa, Environmental sciences, GE1-350

وصف الملف: electronic resource

Relation: https://www.frontiersin.org/articles/10.3389/fenvs.2023.1321335/full; https://doaj.org/toc/2296-665X

URL الوصول: https://doaj.org/article/9b03724fa6c24cb1ae5412b7cfdd472d

المؤلفون: R. Dimas Bagas Herlambang, Rudi Purwono, Rumayya

المصدر: Cogent Economics & Finance, Vol 11, Iss 1 (2023)

مصطلحات موضوعية: Interest rate pass-through, asymmetries, structural break, rolling window estimation, E43, E52, Finance, HG1-9999, Economic theory. Demography, HB1-3840

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2332-2039

URL الوصول: https://doaj.org/article/2b4b3bfa5db64bc68409f56e842675ec

المؤلفون: Qingqiao Huang, Mulan Li, Bin Wang

المصدر: Heliyon, Vol 9, Iss 12, Pp e22975- (2023)

مصطلحات موضوعية: COVID-19, Chinese stock market, ASEAN stock markets, Granger causality test, Rolling window, Science (General), Q1-390, Social sciences (General), H1-99

وصف الملف: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2405844023101836; https://doaj.org/toc/2405-8440

URL الوصول: https://doaj.org/article/84dc82648f074ddb891db4b4e9248a86

المؤلفون: Husam Rjoub, Tomiwa Sunday Adebayo, Dervis Kirikkaleli

المصدر: Financial Innovation, Vol 9, Iss 1, Pp 1-23 (2023)

مصطلحات موضوعية: FinTech, Economic growth, Blockchain technology, Adaptive neural fuzzy based KNN algorithm, Rolling window autoregressive lag modelling, Public finance, K4430-4675, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2199-4730

URL الوصول: https://doaj.org/article/aa288d82d94e45a49e5d69eb2c0ee5d7

المؤلفون: Ahmed, Rafiq, Jawaid, Syed Tehseen

المصدر: International Journal of Housing Markets and Analysis, 2022, Vol. 16, Issue 1, pp. 146-166.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/IJHMA-11-2021-0122

المؤلفون: Roman Mestre

المصدر: Financial Innovation, Vol 9, Iss 1, Pp 1-29 (2023)

مصطلحات موضوعية: Maximal overlap discrete wavelets transform, Time, Frequency-varying beta, Frequency rolling window, Risk-profile, Public finance, K4430-4675, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2199-4730

URL الوصول: https://doaj.org/article/8a6fdea883d54172a0bc9ca2691d69f9

المؤلفون: Abderrazek Ben Hamouda

المصدر: International Journal of Economics and Financial Issues, Vol 13, Iss 5 (2023)

مصطلحات موضوعية: Stock Market, Oil Prices, Oil Importing and Exporting Countries, Bootstrap Rolling-Window Approach, Business, HF5001-6182, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: http://www.econjournals.com/index.php/ijefi/article/view/14934; https://doaj.org/toc/2146-4138

URL الوصول: https://doaj.org/article/5c5f8118ecec45dbabc297bb9fab38fd

المؤلفون: Adefemi A. OBALADE, Akona TSHUTSHA, Lungelo MVUYANA, Nothando NDLOVU, Paul-Francois MUZINDUTSI

المصدر: Journal of Economics and Financial Analysis, Vol 6, Iss 1, Pp 19-35 (2022)

مصطلحات موضوعية: calendar effect, frontier markets, garch, adaptive market hypothesis, market efficiency, rolling window., Finance, HG1-9999, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://ojs.tripaledu.com/jefa/article/view/71; https://doaj.org/toc/2521-6627; https://doaj.org/toc/2521-6619

URL الوصول: https://doaj.org/article/c16468057efd47dcb4f972fb2de96c15

المؤلفون: Kangalli Uyar, Sinem Guler, Uyar, Umut, Balkan, Emrah

المصدر: Studies in Economics and Finance, 2021, Vol. 39, Issue 1, pp. 63-78.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/SEF-04-2021-0128

المؤلفون: Irshad, Mohd¹, Qayed, Syed Hasan²

المصدر: IASSI-Quarterly 41(1and2):75-89. 2022

المؤلفون: Josué M. Polanco-Martínez, José L. López-Martínez

المصدر: SoftwareX, Vol 22, Iss , Pp 101353- (2023)

مصطلحات موضوعية: Heat map, Monte-Carlo simulation, Multiple testing problem, Non-parametric test, Rolling window correlation, Computer software, QA76.75-76.765

وصف الملف: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2352711023000493; https://doaj.org/toc/2352-7110

URL الوصول: https://doaj.org/article/b1fae47b4af743c48848d648260f06c3

المؤلفون: Maria-Cristina ZWAK-CANTORIU, Lucian Claudiu ANGHEL, Simona ERMIŞ

المصدر: Management Dynamics in the Knowledge Economy, Vol 11, Iss 1 (2023)

مصطلحات موضوعية: Bid-Ask spread, stock market, efficient markets, spread size, rolling window, covariance, liquidity., Business, HF5001-6182

وصف الملف: electronic resource

Relation: https://www.managementdynamics.ro/index.php/journal/article/view/496; https://doaj.org/toc/2286-2668; https://doaj.org/toc/2392-8042

URL الوصول: https://doaj.org/article/35fb2474223c4df9aa24f83ca2aab62a

المؤلفون: Minlah, Michael Kaku, Zhang, Xibao, Ganyoh, Philipine Nelly, Bibi, Ayesha

المصدر: Forestry Economics Review, 2021, Vol. 3, Issue 1, pp. 38-52.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/FER-03-2021-0008