//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~language:"ara"
~language:"eng"
~person:"Blazsek, Szabolcs"
~person:"Hegerty, Scott W."
~person:"Kerr, William R."
~person:"Tiwari, Aviral Kumar"
~subject:"ARCH model"
~subject:"India"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
~type_genre:"Konferenzschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Rezension"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
India
USA
Estimation
9
Schätzung
9
ARCH-Modell
8
Volatility
8
Volatilität
8
Theorie
7
Theory
7
Time series analysis
7
United States
7
Welt
7
World
7
Zeitreihenanalyse
7
Forecasting model
6
Prognoseverfahren
6
Risikomaß
6
Risk measure
6
Aktienmarkt
5
Beta-t-EGARCH
5
Economic growth
5
State space model
5
Stock market
5
Wirtschaftswachstum
5
Zustandsraummodell
5
Cointegration
4
Exchange rate
4
Indien
4
Kointegration
4
Portfolio selection
4
Portfolio-Management
4
Statistical distribution
4
Statistische Verteilung
4
Wechselkurs
4
density forecasts
4
dynamic conditional score (DCS) models
4
Börsenkurs
3
Erneuerbare Energie
3
Markov chain
3
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
Hochschulschrift
Konferenzschrift
Non-commercial literature
Rezension
Aufsatz in Zeitschrift
18
Language
All
Arabic
English
Author
All
Blazsek, Szabolcs
Hegerty, Scott W.
Kerr, William R.
Tiwari, Aviral Kumar
Bahmani-Oskooee, Mohsen
14
Goel, Rajeev K.
10
Mixon, Franklin G.
10
Gupta, Rangan
9
Baghestani, Hamid
8
Cebula, Richard J.
8
Marlow, Michael L.
8
Devadoss, Stephen
7
Gil-Alaña, Luis A.
7
Shumway, C. Richard
7
Singh, Tarlok
7
Uri, Noel Dean
7
Goodwin, Barry K.
6
Wohar, Mark E.
6
Yen, Steven T.
6
Zhang, Yaojie
6
Balcilar, Mehmet
5
Cassou, Steven Peter
5
Chang, Tsangyao
5
Ma, Feng
5
Miljkovic, Dragan
5
Miller, Stephen M.
5
Mishra, Ashok K.
5
Narayan, Paresh Kumar
5
Nord, Stephen
5
Rosenman, Robert E.
5
Thornton, James
5
Upadhyaya, Kamal Prasad
5
Boyd, Roy
4
Brent, Robert J.
4
DeLorme, Charles D.
4
Fullerton, Thomas M.
4
Hammoudeh, Shawkat
4
Hu, Teh-wei
4
Kaiser, Harry M.
4
Kim, Jong-Min
4
Madden, Gary
4
more ...
less ...
Published in...
All
Applied economics
Working paper / National Bureau of Economic Research, Inc.
35
Working papers / Harvard Business School, Division of Research
34
Policy research working paper : WPS
20
Bank of Finland research discussion papers
7
Energy economics
7
The empirical economics letters : a monthly international journal of economics
7
Harvard Business School Entrepreneurial Management Working Paper
6
NBER working paper series
6
Applied economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
5
Working paper
5
CESifo working papers
4
Journal of labor economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Empirica : journal of european economics
3
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
3
International review of economics & finance : IREF
3
Research in international business and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The economic journal : the journal of the Royal Economic Society
3
Theoretical economics letters
3
UC3M working papers
3
Working papers / Penn Institute for Economic Research
3
Applied econometrics and international development
2
Computational economics
2
Discussion paper / Centre for Economic Policy Research
2
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
2
Economic modelling
2
Economic systems
2
Indian journal of economics & business : IJEB
2
Innovation policy and the economy
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of economic development
2
Journal of political economy
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Journal of urban economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
2
The influence of economic policy uncertainty shocks on art market
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
55
(
2023
)
29
,
pp. 3404-3421
Persistent link: https://www.econbiz.de/10014299160
Saved in:
3
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
4
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:
5
The Indian inflation-growth relationship revisited : robust evidence from time-frequency analysis
Tiwari, Aviral Kumar
;
Olayeni, Richard O.
;
Olofin, …
- In:
Applied economics
51
(
2019
)
51
,
pp. 5559-5576
Persistent link: https://www.econbiz.de/10012197258
Saved in:
6
Intellectual capital and firm performance : evidence from Indian banking sector
Mohapatra, Suryanarayan
;
Jena, Sangram Keshari
;
Mitra, …
- In:
Applied economics
51
(
2019
)
57
,
pp. 6054-6067
Persistent link: https://www.econbiz.de/10012197317
Saved in:
7
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:
8
Score-driven models of stochastic seasonality in location and scale : an application case study of the Indian rupee to USD exchange rate
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
51
(
2019
)
37
,
pp. 4083-4103
Persistent link: https://www.econbiz.de/10012196964
Saved in:
9
Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks
Xie, Hong
;
Tiwari, Aviral Kumar
;
Chang, Tsangyao
- In:
Applied economics
50
(
2018
)
46
,
pp. 4985-4998
Persistent link: https://www.econbiz.de/10012061669
Saved in:
10
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->