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~isPartOf:"Applied econometrics and international development"
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of Asia Pacific business"
~language:"eng"
~person:"Huffman, Wallace E."
~person:"Richards, Timothy J."
~person:"Tiwari, Aviral Kumar"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
~type_genre:"Rezension"
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Volatilität
State space model
13
Zustandsraummodell
13
Estimation
11
Schätzung
11
Volatility
11
India
10
Indien
10
Aktienmarkt
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Article in journal
Aufsatz in Zeitschrift
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Huffman, Wallace E.
Richards, Timothy J.
Tiwari, Aviral Kumar
Ma, Feng
20
Gupta, Rangan
14
Zhang, Yaojie
10
Hammoudeh, Shawkat
9
Balcilar, Mehmet
8
Liang, Chao
8
Bouri, Elie
7
Kang, Sang Hoon
7
Kumar, Dilip
7
Todorova, Neda
7
Yin, Libo
7
Zhu, Huiming
7
Abakah, Emmanuel Joel Aikins
6
Hawaldar, Iqbal Thonse
6
Liu, Jing
6
Liu, Li
6
McAleer, Michael
6
Mensi, Walid
6
Umar, Zaghum
6
Wang, Yudong
6
Wei, Yu
6
Wohar, Mark E.
6
Xuan Vinh Vo
6
Yoon, Seong-min
6
Bahmani-Oskooee, Mohsen
5
Balli, Faruk
5
Caporin, Massimiliano
5
Goutte, Stéphane
5
Gubareva, Mariya
5
Han, Liyan
5
Jawadi, Fredj
5
Kim, Jong-Min
5
Li, Bin
5
Nguyen, Duc Khuong
5
Roubaud, David
5
Salisu, Afees A.
5
Sosvilla-Rivero, Simón
5
Su, Jen-je
5
Wahab, M. I. M.
5
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Applied econometrics and international development
Applied economics
Economic modelling
International Journal of Energy Economics and Policy : IJEEP
International review of economics & finance : IREF
Journal of Asia Pacific business
Energy economics
18
Finance research letters
8
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
American journal of agricultural economics
1
Brussels economic review
1
Computational economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of finance & economics : IJFE
1
International journal of law and management
1
Istanbul business research
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
Journal of economics and finance
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
OPEC energy review
1
Technological forecasting & social change : an international journal
1
The North American journal of economics and finance : a journal of theory and practice
1
Theoretical economics letters
1
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ECONIS (ZBW)
11
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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
Asymmetric spillover effects in energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 470-502
Persistent link: https://www.econbiz.de/10014534924
Saved in:
3
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
4
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
5
Connectedness and directional spillovers in energy sectors : international evidence
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
54
(
2022
)
22
,
pp. 2554-2569
Persistent link: https://www.econbiz.de/10013171104
Saved in:
6
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
7
Exchange rate return and volatility spillover across major trading partners of India
Mishra, Bibhuti Ranjan
;
Pradhan, Ashis Kumar
;
Tiwari, …
- In:
Journal of Asia Pacific business
21
(
2020
)
2
,
pp. 80-101
Persistent link: https://www.econbiz.de/10012258208
Saved in:
8
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
9
Modelling the dynamics of Bitcoin and Litecoin : GARCH versus stochastic volatility models
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
- In:
Applied economics
51
(
2019
)
37
,
pp. 4073-4082
Persistent link: https://www.econbiz.de/10012196960
Saved in:
10
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
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