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subject:"ARCH model"
~isPartOf:"Defence and peace economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Apergēs, Nikolaos"
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ARCH model
Capital income
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Kapitaleinkommen
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ARCH-Modell
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Volatilität
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Aktienmarkt
1
Börsenkurs
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Causality analysis
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Cryptocurrency returns
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Deutschland
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Economic conditions
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Forecasting model
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Geopolitical risks
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Geopolitics
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Geopolitik
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Higher-order moments spillovers
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Liquidity
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Method of moments
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Nichtparametrisches Verfahren
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Risk
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Apergēs, Nikolaos
Aloui, Chaker
3
Bonato, Matteo
2
Chkili, Walid
2
Filis, George
2
Nguyen, Duc Khuong
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Wagner, Niklas F.
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Aboura, Sofiane
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Defence and peace economics
Journal of international financial markets, institutions & money
Applied economics letters
1
Finance research letters
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Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
2
Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach
Apergēs, Nikolaos
;
Bonato, Matteo
;
Gupta, Rangan
; …
- In:
Defence and peace economics
29
(
2018
)
6
,
pp. 684-696
Persistent link: https://www.econbiz.de/10011957107
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