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subject:"United States"
type_genre:"Article in journal"
~person:"Bali, Turan G."
~person:"Moosa, Imad A."
~person:"Serletis, Apostolos"
~person:"Stock, James H."
~subject:"ARCH-Modell"
~subject:"Theorie"
~subject:"Theory"
~type_genre:"Statistik"
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United States
ARCH-Modell
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Estimation
126
Schätzung
126
USA
36
Time series analysis
27
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27
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Bali, Turan G.
Moosa, Imad A.
Serletis, Apostolos
Stock, James H.
Gupta, Rangan
82
Gil-Alaña, Luis A.
61
Bahmani-Oskooee, Mohsen
55
Caporale, Guglielmo Maria
47
Wohar, Mark E.
32
Kumbhakar, Subal
28
McAleer, Michael
27
Apergēs, Nikolaos
26
Chang, Tsangyao
24
Tiwari, Aviral Kumar
23
Hsing, Yu
21
Ma, Feng
21
Koopman, Siem Jan
19
Kumar, Dilip
19
Balcilar, Mehmet
18
Bouri, Elie
18
Brooks, Robert
18
Bollerslev, Tim
17
MacDonald, Ronald
17
Belke, Ansgar
16
Blundell, Richard W.
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Ghysels, Eric
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Heckman, James J.
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Jawadi, Fredj
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Payne, James E.
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Peel, David
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Pierdzioch, Christian
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Fabozzi, Frank J.
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Hamori, Shigeyuki
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Lee, Chien-chiang
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Tsionas, Efthymios G.
15
Asai, Manabu
14
Hammoudeh, Shawkat
14
Marcellino, Massimiliano
14
McMillan, David G.
14
Narayan, Paresh Kumar
14
Pesaran, M. Hashem
14
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Applied economics
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Macroeconomic dynamics
6
Journal of economic dynamics & control
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Journal of money, credit and banking : JMCB
3
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3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
72
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31
Estimating turning points using large data sets
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 368-381
Persistent link: https://www.econbiz.de/10010256839
Saved in:
32
Empirical evidence on inflation expectations in the New Keynesian Phillips curve
Mavroeidis, Sophocles
;
Plagborg-Møller, Mikkel
;
Stock, …
- In:
Journal of economic literature
52
(
2014
)
1
,
pp. 124-188
Persistent link: https://www.econbiz.de/10010477644
Saved in:
33
The joint cross section of stocks and options
An, Byeong-Je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
Saved in:
34
Purchasing power parity over a century
Hyrina, Yevheniya
;
Serletis, Apostolos
- In:
Journal of economic studies
37
(
2010
)
1
,
pp. 117-144
Persistent link: https://www.econbiz.de/10003946830
Saved in:
35
The conditional beta and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Tang, Yi
- In:
Financial management
38
(
2009
)
1
,
pp. 103-137
Persistent link: https://www.econbiz.de/10003851884
Saved in:
36
Efficiency and productivity of the US banking industry, 1998 - 2005 : evidence from the fourier cost function satisfying global regularity conditions
Feng, Guohua
;
Serletis, Apostolos
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10003807538
Saved in:
37
Semi-nonparametric estimates of interfuel substitution in US energy demand
Serletis, Apostolos
;
Shahmoradi, Ashgar
- In:
Energy economics
30
(
2008
)
5
,
pp. 2123-2133
Persistent link: https://www.econbiz.de/10003773629
Saved in:
38
Neoclassical versus Post Keynesian models of exchange rate determination : a comparison based on nonnested model selection tests and predictive accuracy
Moosa, Imad A.
- In:
Journal of post-Keynesian economics : JPKE
30
(
2007/08
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10003653618
Saved in:
39
A conditional extreme value volatility estimator based on high-frequency returns
Bali, Turan G.
;
Weinbaum, David
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 361-397
Persistent link: https://www.econbiz.de/10003412285
Saved in:
40
A generalized extreme value approach to financial risk measurement
Bali, Turan G.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
7
,
pp. 1613-1649
Persistent link: https://www.econbiz.de/10003549211
Saved in:
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