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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Brooks, Robert"
~person:"Salisu, Afees A."
~subject:"EU-Staaten"
~subject:"Time series analysis"
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Brooks, Robert
Salisu, Afees A.
Gil-Alaña, Luis A.
84
Caporale, Guglielmo Maria
47
Gupta, Rangan
33
Chang, Tsangyao
25
Tiwari, Aviral Kumar
25
Bahmani-Oskooee, Mohsen
19
Belke, Ansgar
19
Moosa, Imad A.
19
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14
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13
Marcellino, Massimiliano
13
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13
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12
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12
Österholm, Pär
12
Li, Jia
11
Miller, Stephen M.
11
Narayan, Paresh Kumar
11
Sosvilla-Rivero, Simón
11
Afonso, António
10
Bollerslev, Tim
10
Chan, Joshua
10
Crespo Cuaresma, Jesús
10
Koop, Gary
10
Kutan, Ali Mustafa
10
MacDonald, Ronald
10
Todorov, Viktor
10
Tsionas, Efthymios G.
10
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10
Ma, Feng
9
Yaya, OlaOluwa S.
9
Badinger, Harald
8
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8
Jalles, João Tovar
8
Lucas, André
8
Lütkepohl, Helmut
8
McAleer, Michael
8
McMillan, David G.
8
Omay, Tolga
8
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ECONIS (ZBW)
10
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1
Modeling exchange rate -interest rate differential nexus in BRICS : the role asymmetry and structural breaks
Sani, Zainab
;
Salisu, Afees A.
;
Onyia, Eucharia
;
Anih, …
- In:
Economics and Business Letters : EBL
9
(
2020
)
2
,
pp. 73-83
Persistent link: https://www.econbiz.de/10012216768
Saved in:
2
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
3
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
4
Testing for unemployment persistence in Nigeria
Godday, Ebuh U.
;
Usman, Nuruddeen
;
Salisu, Afees A.
- In:
Economic change & restructuring
55
(
2022
)
4
,
pp. 2605-2630
Persistent link: https://www.econbiz.de/10013429504
Saved in:
5
A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques
Tule, Moses Kpughur
;
Salisu, Afees A.
;
Ebuh, Godday …
- In:
Economic modelling
87
(
2020
),
pp. 225-237
Persistent link: https://www.econbiz.de/10012416444
Saved in:
6
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
7
Further application of Narayan and Liu (2015) unit root model for trending time series
Salisu, Afees A.
;
Adeleke, Adegoke Ibrahim
- In:
Economic modelling
55
(
2016
),
pp. 305-314
Persistent link: https://www.econbiz.de/10011642699
Saved in:
8
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
9
On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process : a further note
Lim, Kian-Ping
;
Brooks, Robert
- In:
Applied economics letters
16
(
2009
)
4/6
,
pp. 649-652
Persistent link: https://www.econbiz.de/10003842992
Saved in:
10
Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis
Brooks, Robert
;
Maharaj, Elizabeth Ann
;
Pellegrini, Breanna
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 41-44
Persistent link: https://www.econbiz.de/10003725314
Saved in:
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