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subject:"United States"
type_genre:"Article in journal"
~person:"Adrangi, Bahram"
~person:"Jawadi, Fredj"
~subject:"ARCH model"
~type_genre:"Bibliography included"
~type_genre:"Case study"
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United States
ARCH model
Estimation
46
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46
Börsenkurs
17
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17
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15
Volatilität
15
ARCH-Modell
12
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11
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Article in journal
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Adrangi, Bahram
Jawadi, Fredj
Gupta, Rangan
67
Bahmani-Oskooee, Mohsen
38
Gil-Alaña, Luis A.
37
Caporale, Guglielmo Maria
28
Wohar, Mark E.
25
Kumar, Dilip
19
Ma, Feng
18
McAleer, Michael
18
Apergēs, Nikolaos
17
Bouri, Elie
17
Serletis, Apostolos
17
Balcilar, Mehmet
16
Tiwari, Aviral Kumar
15
Hamori, Shigeyuki
14
Heckman, James J.
14
Hsing, Yu
14
Bollerslev, Tim
13
Payne, James E.
13
Brooks, Robert
12
Cebula, Richard J.
12
Chiang, Thomas C.
12
Neumark, David
12
Salisu, Afees A.
12
Yoon, Seong-min
12
Chang, Tsangyao
11
Hammoudeh, Shawkat
11
Koopman, Siem Jan
11
Malik, Farooq
11
Sarno, Lucio
11
Wu, Xinyu
11
Belke, Ansgar
10
Caporin, Massimiliano
10
Engle, Robert F.
10
Floros, Christos
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Huang, Zhuo
10
Kang, Sang Hoon
10
Miller, Stephen M.
10
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Review of economics & finance
3
Applied economics letters
2
Applied financial economics
2
Econometric reviews
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Bulletin of economic research
1
Computational economics
1
Energy economics
1
Journal of foreign exchange and international finance : JFEIF
1
Macroeconomic dynamics
1
Review of quantitative finance and accounting
1
The empirical economics letters : a monthly international journal of economics
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
20
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20
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date (oldest first)
1
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
2
S&P 500 volatility, volatility regimes, and economic uncertainty
Adrangi, Bahram
;
Chatrath, Arjun
;
Raffiee, Kambiz
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1362-1387
Persistent link: https://www.econbiz.de/10014436045
Saved in:
3
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
4
Unconventional monetary policy reaction functions : evidence from the US
Agnello, Luca
;
Castro, Vítor
;
Dufrénot, Gilles
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012299601
Saved in:
5
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
6
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
7
Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied
;
Jawadi, Fredj
- In:
Computational economics
54
(
2019
)
1
,
pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
Saved in:
8
Crude oil price volatility spillovers and agricultural commodities : a study in time and frequency domains
Adrangi, Bahram
;
Chatrath, Arjun
;
Macri, Joseph
; …
- In:
Review of economics & finance
9
(
2017
)
3
,
pp. 42-56
Persistent link: https://www.econbiz.de/10011718732
Saved in:
9
The US monetary base and major world equity markets : an empirical investigation
Adrangi, Bahram
;
Chatrath, Arjun
;
Macri, Joseph
; …
- In:
Review of economics & finance
6
(
2016
)
3
,
pp. 49-64
Persistent link: https://www.econbiz.de/10011541619
Saved in:
10
Intraday jumps and trading volume : a nonlinear Tobit specification
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1167-1186
Persistent link: https://www.econbiz.de/10011596214
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