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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~person:"Gupta, Rangan"
~person:"Hayo, Bernd"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Risk"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatilität
ARCH model
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Gupta, Rangan
Hayo, Bernd
Chatrath, Arjun
3
McMillan, David G.
3
Ramchander, Sanjay
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Adrangi, Bahram
2
Barkoulas, John T.
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Caporale, Guglielmo Maria
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Applied financial economics
Department of Economics working paper series
33
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
10
The North American journal of economics and finance : a journal of financial economics studies
9
Economics letters
7
Finance research letters
7
Research in international business and finance
7
Working papers / University of Connecticut, Department of Economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ZEI papers / Zentrum für Europäische Integrationsforschung
5
ZEI papers / Zentrum für Europäische Integrationsforschung, Bonn
5
Applied economics
4
Applied economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy economics
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International economics and economic policy : IEEP
3
International review of economics & finance : IREF
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Journal of multinational financial management
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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CESifo working papers
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Economic modelling
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Economic systems
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Economics and Business Letters : EBL
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Emerging markets review
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International journal of finance & economics : IJFE
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of applied economics
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Journal of forecasting
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Macroeconomic dynamics
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Marburger Volkswirtschaftliche Beiträge
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Structural change and economic dynamics : SC+ED
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Annals of economics and finance
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Annals of financial economics
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CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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