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~isPartOf:"Applied economics"
~language:"ara"
~language:"eng"
~person:"Cassou, Steven Peter"
~person:"Hegerty, Scott W."
~person:"Kerr, William R."
~person:"Rosenman, Robert E."
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~source:"econis"
~subject:"ARCH model"
~subject:"India"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
~type_genre:"Konferenzschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Rezension"
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Cassou, Steven Peter
Hegerty, Scott W.
Kerr, William R.
Rosenman, Robert E.
Tiwari, Aviral Kumar
Zhang, Yaojie
Bahmani-Oskooee, Mohsen
15
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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
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
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:
4
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:
5
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:
6
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:
7
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:
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
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:
10
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
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