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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~person:"Narayan, Paresh Kumar"
~subject:"ARCH-Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Fallstudie"
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ARCH-Modell
Estimation
87
Schätzung
87
Börsenkurs
27
Share price
27
Panel
21
Panel study
21
Capital income
20
Forecasting model
20
Kapitaleinkommen
20
Prognoseverfahren
20
Einheitswurzeltest
18
Unit root test
18
Cointegration
14
Kointegration
14
Aktienmarkt
12
Stock market
12
Economic growth
11
Theorie
11
Theory
11
Wirtschaftswachstum
11
Panel data
10
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Time series analysis
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Volatilität
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Welt
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World
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Fidschi
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Fiji
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Kausalanalyse
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ARCH model
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Aufsatz in Zeitschrift
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Narayan, Paresh Kumar
McAleer, Michael
41
Gupta, Rangan
25
Chang, Chia-Lin
19
Kumar, Dilip
19
Ma, Feng
17
Bouri, Elie
15
Herwartz, Helmut
15
Paolella, Marc S.
15
Antonakakis, Nikolaos
11
Koopman, Siem Jan
11
Malik, Farooq
11
Wu, Xinyu
11
Bauwens, Luc
10
Chiang, Thomas C.
10
Conrad, Christian
10
Hafner, Christian M.
10
Huang, Zhuo
10
Mittnik, Stefan
10
Tiwari, Aviral Kumar
10
Yoon, Seong-min
10
Bahmani-Oskooee, Mohsen
9
Brooks, Robert
9
Caporin, Massimiliano
9
Floros, Christos
9
Hamori, Shigeyuki
9
Karanasos, Menelaos
9
Silvennoinen, Annastiina
9
Asai, Manabu
8
Francq, Christian
8
Haas, Markus
8
Jawadi, Fredj
8
Miller, Stephen M.
8
Nonejad, Nima
8
Teräsvirta, Timo
8
Weber, Enzo
8
Zakoïan, Jean-Michel
8
Zhang, Yaojie
8
Živkov, Dejan
8
Caporale, Guglielmo Maria
7
Chen, Cathy W. S.
7
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Journal of international financial markets, institutions & money
2
Economic modelling
1
Research in international business and finance
1
School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
1
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ECONIS (ZBW)
5
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1
Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan
;
Sharma, Susan Sunila
;
Narayan, …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
Saved in:
2
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
3
Are shocks to commodity prices persistent?
Narayan, Paresh Kumar
;
Liu, Ruipeng
-
2010
Persistent link: https://www.econbiz.de/10003959109
Saved in:
4
Panel versus GARCH information in unit root testing with an application to financial markets
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Economic modelling
41
(
2014
),
pp. 173-176
Persistent link: https://www.econbiz.de/10010438367
Saved in:
5
The inflation-output nexus : empirical evidence from India, South Africa, and Brazil
Narayan, Seema
;
Narayan, Paresh Kumar
- In:
Research in international business and finance
28
(
2013
),
pp. 19-34
Persistent link: https://www.econbiz.de/10009725167
Saved in:
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