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isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
subject:"Schätzung"
~isPartOf:"Economic modelling"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Lahrèche-Révil, Amina"
~person:"Salisu, Afees A."
~subject:"Derivat"
~subject:"Welt"
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Schätzung
Derivat
Welt
Estimation
27
World
8
ARCH model
7
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7
Time series analysis
6
Volatility
6
Volatilität
6
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Chang, Chia-Lin
Lahrèche-Révil, Amina
Salisu, Afees A.
McAleer, Michael
28
Mumtaz, Haroon
23
Kapetanios, George
18
Gupta, Rangan
17
Winkelmann, Rainer
12
Belke, Ansgar
11
Fontagné, Lionel
11
Mignon, Valérie
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Neely, Christopher J.
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Owyang, Michael T.
11
Lee, Chien-chiang
9
Manera, Matteo
9
Theodoridis, Konstantinos
9
Zweifel, Peter
9
Belzil, Christian
8
Bénassy-Quéré, Agnès
8
Kang, Sang Hoon
8
Zhu, Huiming
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Karanassou, Marika
7
Wagner, Joachim
7
Österholm, Pär
7
Chen, Shyh-Wei
6
Coughlin, Cletus Charles
6
Coulibaly, Dramane
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Engsted, Tom
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Hau, Liya
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Mensi, Walid
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Narayan, Paresh Kumar
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Narayan, Seema
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Sahn, David E.
6
Sala, Hector
6
Thornton, Daniel L.
6
Tiwari, Aviral Kumar
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University of Canterbury / Dept. of Economics and Finance
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Jahrbücher für Nationalökonomie und Statistik
Economic modelling
The North American journal of economics and finance : a journal of financial economics studies
Working paper
Econometric Institute research papers
19
International review of economics & finance : IREF
7
Discussion paper / Tinbergen Institute
5
Finance research letters
5
Energy economics
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Department of Economics working paper series
3
International journal of finance & economics : IJFE
2
International review of financial analysis
2
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1
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1
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1
Economics and Business Letters : EBL
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1
Global finance journal
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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International journal of forecasting
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of macroeconomics
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Macroeconomics and finance in emerging market economies
1
Nouvelle série
1
OPEC energy review
1
Pacific economic review
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Risks : open access journal
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The Canadian journal of economics
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The European journal of finance
1
The Japanese economic review : the journal of the Japanese Economic Association
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The Korean economic review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
27
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1
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
2
Analysis of asymmetric response of exchange rate to interest rate differentials : the case of African Big 4
Musa, Abdullahi Usman
;
Salisu, Afees A.
;
Aliyu, Victoria O.
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012668019
Saved in:
3
A fractional cointegration VAR analysis of Islamic stocks : a global perspective
Salisu, Afees A.
;
Ndako, Umar Bida
;
Adediran, Idris A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012659434
Saved in:
4
The heterogeneous behaviour of the inflation hedging property of cocoa
Salisu, Afees A.
;
Adediran, Idris A.
;
Oloko, Tirimisiyu O.
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012660123
Saved in:
5
A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques
Tule, Moses Kpughur
;
Salisu, Afees A.
;
Ebuh, Godday …
- In:
Economic modelling
87
(
2020
),
pp. 225-237
Persistent link: https://www.econbiz.de/10012416444
Saved in:
6
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
7
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
8
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
Saved in:
9
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
10
Further application of Narayan and Liu (2015) unit root model for trending time series
Salisu, Afees A.
;
Adeleke, Adegoke Ibrahim
- In:
Economic modelling
55
(
2016
),
pp. 305-314
Persistent link: https://www.econbiz.de/10011642699
Saved in:
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