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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Applied econometrics and international development"
~isPartOf:"Applied economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association"
~isPartOf:"Journal of behavioral and experimental finance"
~language:"eng"
~person:"Balcilar, Mehmet"
~person:"Balli, Faruk"
~person:"Hammoudeh, Shawkat"
~person:"Ma, Feng"
~person:"Tiwari, Aviral Kumar"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
~type_genre:"Rezension"
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Estimation
Volatility
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Balcilar, Mehmet
Balli, Faruk
Hammoudeh, Shawkat
Ma, Feng
Tiwari, Aviral Kumar
Bahmani-Oskooee, Mohsen
20
Gil-Alaña, Luis A.
16
Gupta, Rangan
16
Moosa, Imad A.
14
Shumway, C. Richard
11
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10
Xuan Vinh Vo
10
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9
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Sosvilla-Rivero, Simón
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7
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7
Zaremba, Adam
7
Balli, Hatice Ozer
6
Burakov, Dmitry
6
Kandil, Magda
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Kutan, Ali Mustafa
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Lee, Chien-chiang
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5
Salisu, Afees A.
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4
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American journal of agricultural economics
Applied econometrics and international development
Applied economics
International Journal of Energy Economics and Policy : IJEEP
International review of economics & finance : IREF
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
Journal of behavioral and experimental finance
Energy economics
25
Finance research letters
11
Economic modelling
9
International review of financial analysis
9
International journal of finance & economics : IJFE
8
Research in international business and finance
8
Applied economics letters
7
The North American journal of economics and finance : a journal of financial economics studies
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4
Journal of international financial markets, institutions & money
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3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economics and finance
3
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economic systems
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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Pacific-Basin finance journal
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Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Theoretical and applied economics : GAER review
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Theoretical economics letters
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Tourism economics : the business and finance of tourism and recreation
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China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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Economics : the open-access, open-assessment journal
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Economics and Business Letters : EBL
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
30
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1
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Nasreen, Samia
;
Tiwari, Aviral Kumar
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1556-1592
Persistent link: https://www.econbiz.de/10014535491
Saved in:
2
Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
Saved in:
3
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
4
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
Saved in:
5
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
6
Sectoral uncertainty spillovers in emerging markets : a quantile time-frequency connectedness approach
Tam Hoang‑Nhat Dang
;
Balli, Faruk
;
Balli, Hatice Ozer
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 121-139
Persistent link: https://www.econbiz.de/10014535528
Saved in:
7
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
8
Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Trabelsi, Nader
- In:
Applied economics
54
(
2022
)
31
,
pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
Saved in:
9
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
10
Spillovers on sectoral sukuk returns : evidence from country level analysis
Syed Mabruk Billah
;
Balli, Faruk
;
Balli, Hatice Ozer
- In:
Applied economics
54
(
2022
)
38
,
pp. 4402-4432
Persistent link: https://www.econbiz.de/10013410976
Saved in:
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