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~isPartOf:"Applied economics"
~isPartOf:"Journal of marketing communications"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~subject:"Geldpolitik"
~subject:"Konsumentenverhalten"
~subject:"Technische Effizienz"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Geldpolitik
Konsumentenverhalten
Technische Effizienz
Volatility
Volatilität
11
Aktienmarkt
9
Stock market
9
ARCH model
8
ARCH-Modell
8
Börsenkurs
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economic growth
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Bitcoin
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China
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Tiwari, Aviral Kumar
Zhang, Yaojie
Barros, Carlos Pestana
16
Salim, Ruhul A.
8
Kaiser, Harry M.
7
Ma, Feng
7
Bahmani-Oskooee, Mohsen
6
Gil-Alaña, Luis A.
6
Latruffe, Laure
6
Muehling, Darrel D.
6
Umar, Zaghum
6
Zhu, Huiming
6
Balcombe, Kelvin G.
5
Bloch, Harry
5
Gupta, Rangan
5
Hammoudeh, Shawkat
5
Jawadi, Fredj
5
Moessner, Richhild
5
Sosvilla-Rivero, Simón
5
Um, Nam-Hyun
5
Yoon, Seong-min
5
Agasisti, Tommaso
4
Apergēs, Nikolaos
4
Cruijsen, Carin van der
4
Goutte, Stéphane
4
Gubareva, Mariya
4
Haan, Jakob de
4
Kim, Jong-Min
4
Kim, Soojung
4
Mendonça, Helder Ferreira de
4
Messer, Kent D.
4
Palma, Marco A.
4
Schultz, Don E.
4
Sharma, Subhash Chandra
4
Tawadros, George B.
4
Abakah, Emmanuel Joel Aikins
3
Agbola, Frank Wogbe
3
Ayadi, Nawel
3
Bailey, Ainsworth Anthony
3
Bellman, Steven
3
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Applied economics
Journal of marketing communications
Energy economics
24
Finance research letters
10
Research in international business and finance
6
Economic modelling
5
The North American journal of economics and finance : a journal of financial economics studies
5
International journal of finance & economics : IJFE
4
Journal of forecasting
4
International journal of forecasting
3
International review of economics & finance : IREF
3
Journal of quantitative economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of risk and financial management : JRFM
2
Applied economics letters
1
Brussels economic review
1
Bulletin of economic research
1
Computational economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Financial innovation : FIN
1
International journal of law and management
1
International review of financial analysis
1
Istanbul business research
1
Journal of Asia Pacific business
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of management science and engineering
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Management decision
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OPEC energy review
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Pacific-Basin finance journal
1
Society and business review
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Technological forecasting & social change : an international journal
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Theoretical economics letters
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ECONIS (ZBW)
12
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1
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
2
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:
3
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:
4
Forecasting the Chinese stock market volatility : a regression approach with a t-distributed error
He, Mengxi
;
Zhang, Yaojie
;
Wen, Danyan
;
Wang, Yudong
- In:
Applied economics
54
(
2022
)
50
,
pp. 5811-5826
Persistent link: https://www.econbiz.de/10013411306
Saved in:
5
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
6
Forecasting the aggregate stock market volatility in a data-rich world
Liu, Li
;
Ma, Feng
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Applied economics
52
(
2020
)
32
,
pp. 3448-3463
Persistent link: https://www.econbiz.de/10012258945
Saved in:
7
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:
8
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
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
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
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