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person:"McAleer, Michael"
~isPartOf:"Applied economics"
~person:"Chiarella, Carl"
~person:"Clements, Adam"
~person:"Engle, Robert F."
~person:"Tiwari, Aviral Kumar"
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Volatility
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3
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McAleer, Michael
Chiarella, Carl
Clements, Adam
Engle, Robert F.
Tiwari, Aviral Kumar
Ma, Feng
7
Zhang, Yaojie
6
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
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Bahmani-Oskooee, Mohsen
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Kim, Jong-Min
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Liang, Chao
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Roubaud, David
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Zheng, Xian
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Abakah, Emmanuel Joel Aikins
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Agbola, Frank Wogbe
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Allen, David E.
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Apergēs, Nikolaos
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Balcilar, Mehmet
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Balli, Faruk
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Balli, Hatice Ozer
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Bouri, Elie
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Cheffou, Abdoulkarim Idi
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Chiu, Chien-liang
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Clements, Kenneth W.
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Dempsey, Michael
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Elyasiani, Elyas
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Fameliti, Stavroula P.
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Fernandez-Perez, Adrian
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Discussion paper / Tinbergen Institute
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Energy economics
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NCER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Research in international business and finance
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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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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The North American Journal of Economics and Finance
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Working paper series / University of Zurich, Department of Economics
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Working papers / School of Business, Edith Cowan University
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ECONIS (ZBW)
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1
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
2
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
3
Connectedness and directional spillovers in energy sectors : international evidence
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
54
(
2022
)
22
,
pp. 2554-2569
Persistent link: https://www.econbiz.de/10013171104
Saved in:
4
Modelling the dynamics of Bitcoin and Litecoin : GARCH versus stochastic volatility models
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
- In:
Applied economics
51
(
2019
)
37
,
pp. 4073-4082
Persistent link: https://www.econbiz.de/10012196960
Saved in:
5
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
6
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
Saved in:
7
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
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