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subject:"United States"
type_genre:"Article in journal"
~person:"Bali, Turan G."
~person:"Pradhan, Rudra Prakash"
~person:"Serletis, Apostolos"
~source:"econis"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Share price"
~subject:"Theory"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliography included"
~type_genre:"Statistik"
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United States
ARCH model
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106
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33
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20
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Bali, Turan G.
Pradhan, Rudra Prakash
Serletis, Apostolos
Gupta, Rangan
173
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
126
Chang, Tsangyao
97
Caporale, Guglielmo Maria
92
Tiwari, Aviral Kumar
80
Wohar, Mark E.
80
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Belke, Ansgar
66
Lee, Chien-chiang
63
Zaremba, Adam
62
Kumbhakar, Subal
56
Shahbaz, Muhammad
56
Wagner, Joachim
54
Su, Chi-Wei
53
Pierdzioch, Christian
52
Balcilar, Mehmet
49
Egger, Peter
48
Moosa, Imad A.
48
Hsing, Yu
47
Herwartz, Helmut
45
McMillan, David G.
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Xuan Vinh Vo
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McAleer, Michael
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Hammoudeh, Shawkat
40
Payne, James E.
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Tsionas, Efthymios G.
39
Schneider, Friedrich
38
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37
Kutan, Ali Mustafa
37
MacDonald, Ronald
36
Afonso, António
35
Brooks, Robert
35
Salisu, Afees A.
35
Bouri, Elie
34
Ma, Feng
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Macroeconomic dynamics
7
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6
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4
Journal of economic dynamics & control
4
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3
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3
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91
An extreme value approach to estimating volatility and value at risk
Bali, Turan G.
- In:
The journal of business : B
76
(
2003
)
1
,
pp. 83-108
Persistent link: https://www.econbiz.de/10001743598
Saved in:
92
Macroeconomic policy in the Canadian economy
Afxentiou, Panos C.
;
Serletis, Apostolos
-
2002
Persistent link: https://www.econbiz.de/10001665989
Saved in:
93
Monetary aggregation and the neutrality of money
Serletis, Apostolos
;
Koustas, Zisimos
- In:
Economic inquiry : journal of the Western Economic …
39
(
2001
)
1
,
pp. 124-138
Persistent link: https://www.econbiz.de/10001549130
Saved in:
94
An empirical comparison of flexible demand system functional forms
Fisher, Douglas
;
Fleissig, Adrian R.
;
Serletis, Apostolos
- In:
Journal of applied econometrics
16
(
2001
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10001557370
Saved in:
95
Estimating the term structure of interest rate volatility in extreme values
Bali, Turan G.
;
Neftci, Salih N.
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001580717
Saved in:
96
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
97
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
Saved in:
98
Empirical estimates of inflation tax Laffer surfaces : a 30-country study
Bali, Turan G.
;
Thurston, Thom B.
- In:
Journal of development economics
63
(
2000
)
2
,
pp. 529-546
Persistent link: https://www.econbiz.de/10001529963
Saved in:
99
The North American natural gas liquids markets are chaotic
Serletis, Apostolos
;
Gkonkas, Periklēs
- In:
The energy journal
20
(
1999
)
1
,
pp. 83-103
Persistent link: https://www.econbiz.de/10001256172
Saved in:
100
On the Gibson paradox
Serletis, Apostolos
;
Zestos, George
- In:
Review of international economics
7
(
1999
)
1
,
pp. 117-125
Persistent link: https://www.econbiz.de/10001437030
Saved in:
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