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isPartOf:"Review of financial economics : RFE"
~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Research in international business and finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"McMillan, David G."
~person:"Tiwari, Aviral Kumar"
~subject:"Schätzung"
~subject:"Volatility"
~subject:"Volatilität"
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Search: subject_exact:"Capital income"
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Schätzung
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25
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15
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15
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McMillan, David G.
Tiwari, Aviral Kumar
Gupta, Rangan
18
Zaremba, Adam
10
Bekaert, Geert
9
Bouri, Elie
9
Andersen, Torben
8
Diebold, Francis X.
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Demirer, Rıza
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Ma, Feng
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Chevallier, Julien
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Engle, Robert F.
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Gil-Alaña, Luis A.
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Jareño, Francisco
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Nguyen, Duc Khuong
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Aboura, Sofiane
3
Balcilar, Mehmet
3
Caporale, Guglielmo Maria
3
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Review of financial economics : RFE
Applied economics
Energy economics
International journal of finance & economics : IJFE
Research in international business and finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working paper / National Bureau of Economic Research, Inc.
Finance research letters
6
Applied financial economics
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
International review of applied economics
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Studies in economics and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management
2
Applied economics letters
1
China finance review international
1
Cogent economics & finance
1
ERF working papers series
1
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1
Economics and Business Letters : EBL
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Federal Reserve Bank of St. Louis Working Paper
1
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1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International Journal of Financial Studies : open access journal
1
International journal of monetary economics and finance : IJMEF
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Istanbul business research
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of macroeconomics
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Oxford bulletin of economics and statistics
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The British accounting review : the journal of the British Accounting Association
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The Manchester School
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of futures markets
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Theoretical economics letters
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ECONIS (ZBW)
17
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17
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date (oldest first)
1
Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Trabelsi, Nader
- In:
Applied economics
54
(
2022
)
31
,
pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
Saved in:
2
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
3
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
4
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
Saved in:
5
Quantile causality between banking stock and real estate securities returns in the US
Albulescu, C. T.
;
Bouri, E.
;
Tiwari, Aviral Kumar
; …
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 251-260
Persistent link: https://www.econbiz.de/10012431274
Saved in:
6
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
7
Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
- In:
Research in international business and finance
47
(
2019
),
pp. 304-310
Persistent link: https://www.econbiz.de/10012135738
Saved in:
8
Stock return predictability : using the cyclical component of the price ratio
McMillan, David G.
- In:
Research in international business and finance
48
(
2019
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012135904
Saved in:
9
Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Bekiros, Stelios
- In:
Research in international business and finance
49
(
2019
),
pp. 315-321
Persistent link: https://www.econbiz.de/10012136036
Saved in:
10
An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Al-Yahyaee, Khamis Hamed
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012176113
Saved in:
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