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subject:"Volatility"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Review of development finance"
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alaña, Luis A."
~person:"Herzer, Dierk"
~person:"Sampid, Marius Galabe"
~subject:"ARCH model"
~subject:"Wirtschaftswachstum"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
ARCH model
Wirtschaftswachstum
Estimation
10
Schätzung
10
Cointegration
5
Fractional integration
5
Kointegration
5
Time series analysis
4
Zeitreihenanalyse
4
ARCH-Modell
3
Inflation
3
Theorie
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Theory
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Volatilität
3
Bank
2
Börsenkurs
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Capital income
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Fractional cointegration
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GARCH
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Großbritannien
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Afrika
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Aktienmarkt
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Alkali metal
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Alkalimetall
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Banks share prices
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Copulas
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Correlation
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Cosine-squared cepstrum
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Dynamic conditional correlation
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EU countries
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EU-Staaten
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
Herzer, Dierk
Sampid, Marius Galabe
Adu, George
1
Ahmed, Walid M. A.
1
Alancioğlu, Erdal
1
Aloui, Chaker
1
Altıntaş, Halil
1
Antonakakis, Nikolaos
1
Arsyad, Nuruzzaman
1
Botev, Jaroslava
1
Christou, Christina
1
D'Andrea, Sara
1
Durmaz, Nazif
1
Fowowe, Babajide
1
Guesmi, Khaled
1
Gupta, Rangan
1
Hammoudeh, Shawkat
1
Hasan, Iftekhar
1
Hasim, Haslifah Mohamad
1
Ho, Sy Hoa
1
Jawadi, Fredj
1
João, Tovar Jalles
1
Kacou, Kacou Yves Thierry
1
Kagochi, John
1
Kassouri, Yacouba
1
Kim, Jaebeom
1
Kim, Won Joong
1
Kodongo, Odongo
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Mallela, Keerti
1
Marbuah, George
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Mensah, Justice Tei
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Morão, Hugo
1
Nguyen Phuc Canh
1
Ojah, Kalu
1
Onwuka, Kevin O.
1
Osei, Michael J.
1
Quah, Euston
1
Richard, Olayeni Olaolu
1
Saadaoui, Jamel
1
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Review of development finance
Journal of international money and finance
4
Research in international business and finance
3
Applied economics
2
Applied economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics letters
1
Eastern economic journal
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International review of financial analysis
1
Journal of economic growth
1
Journal of economic inequality
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Journal of economic integration
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Journal of economic studies
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Journal of economics and finance : JEF
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Journal of innovation and entrepreneurship : JIE
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Open economies review
1
Review of international economics
1
Review of world economics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
2
Estimating value-at-risk using a multivariate copula-based volatility model : evidence from European banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
International economics : a journal published by CEPII …
156
(
2018
),
pp. 175-192
Persistent link: https://www.econbiz.de/10012027269
Saved in:
3
Modelling time-varying volatility in the Indian stock returns : some empirical evidence
Tripathy, Trilochan
;
Gil-Alaña, Luis A.
- In:
Review of development finance
5
(
2015
)
2
,
pp. 91-97
Persistent link: https://www.econbiz.de/10011447272
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