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subject:"Transaction costs"
type_genre:"Bibliography included"
~person:"Andersen, Torben"
~person:"Salisu, Afees A."
~subject:"Time series analysis"
~subject:"United States"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
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Transaction costs
Time series analysis
United States
Estimation
52
Schätzung
52
Volatility
22
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22
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20
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20
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Collection of articles written by one author
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Andersen, Torben
Salisu, Afees A.
Gil-Alaña, Luis A.
95
Gupta, Rangan
75
Caporale, Guglielmo Maria
51
Bahmani-Oskooee, Mohsen
43
Chang, Tsangyao
31
Tiwari, Aviral Kumar
31
Wohar, Mark E.
27
Moosa, Imad A.
26
Bollerslev, Tim
19
Balcilar, Mehmet
18
Koopman, Siem Jan
17
Miller, Stephen M.
16
Payne, James E.
16
Heckman, James J.
15
McAleer, Michael
15
Serletis, Apostolos
15
Apergēs, Nikolaos
14
Hsing, Yu
14
Österholm, Pär
14
Koop, Gary
13
McMillan, David G.
13
Ramírez, Miguel D.
13
Ranjbar, Omid
13
Swanson, Norman R.
13
Tauchen, George Eugene
13
Cebula, Richard J.
12
Chan, Joshua
12
Marcellino, Massimiliano
12
Narayan, Paresh Kumar
12
Neumark, David
12
Sarno, Lucio
12
Todorov, Viktor
12
Diebold, Francis X.
11
Engle, Robert F.
11
Hegerty, Scott W.
11
Li, Jia
11
Weber, Enzo
11
Bali, Turan G.
10
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Journal of econometrics
3
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2
Economic modelling
2
Finance research letters
2
International journal of finance & economics : IJFE
2
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1
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1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
24
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1
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
Modeling exchange rate -interest rate differential nexus in BRICS : the role asymmetry and structural breaks
Sani, Zainab
;
Salisu, Afees A.
;
Onyia, Eucharia
;
Anih, …
- In:
Economics and Business Letters : EBL
9
(
2020
)
2
,
pp. 73-83
Persistent link: https://www.econbiz.de/10012216768
Saved in:
6
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
7
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
8
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
9
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
10
Testing for unemployment persistence in Nigeria
Godday, Ebuh U.
;
Usman, Nuruddeen
;
Salisu, Afees A.
- In:
Economic change & restructuring
55
(
2022
)
4
,
pp. 2605-2630
Persistent link: https://www.econbiz.de/10013429504
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