//--> //--> //-->
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:"eng"
~language:"spa"
~person:"McAleer, Michael"
~person:"Tiwari, Aviral Kumar"
~subject:"ARCH model"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatilität
Estimation
8
Schätzung
8
Time series analysis
7
Volatility
7
Zeitreihenanalyse
7
Cointegration
6
Kointegration
6
Aktienmarkt
5
Börsenkurs
5
Economic growth
5
Share price
5
State space model
5
Stock market
5
Theorie
5
Theory
5
Welt
5
Wirtschaftswachstum
5
World
5
Zustandsraummodell
5
Spillover effect
4
Spillover-Effekt
4
VAR model
4
VAR-Modell
4
ARCH-Modell
3
Australia
3
Australien
3
India
3
Indien
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Schock
3
Shock
3
USA
3
United States
3
economic growth
3
Aktienindex
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Bibliographie enthalten
Aufsatz in Zeitschrift
7
Language
All
English
Spanish
Author
All
McAleer, Michael
Tiwari, Aviral Kumar
Blazsek, Szabolcs
7
Ma, Feng
7
Zhang, Yaojie
6
Jawadi, Fredj
5
Kim, Jong-Min
5
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
Goutte, Stéphane
4
Gubareva, Mariya
4
Gupta, Rangan
4
Sosvilla-Rivero, Simón
4
Allen, David E.
3
García, Philip
3
Hammoudeh, Shawkat
3
Hernandez, Jose Arreola
3
Jung, Hojin
3
Nguyen, Duc Khuong
3
Roca, Eduardo
3
Roubaud, David
3
Singh, Abhay Kumar
3
Zheng, Xian
3
Abakah, Emmanuel Joel Aikins
2
Agbola, Frank Wogbe
2
Apergēs, Nikolaos
2
Balcilar, Mehmet
2
Balli, Faruk
2
Balli, Hatice Ozer
2
Bollen, Bernard
2
Bouri, Elie
2
Cheffou, Abdoulkarim Idi
2
Chevallier, Julien
2
Chiu, Chien-liang
2
Clements, Kenneth W.
2
Coronado, Semei
2
Dempsey, Michael
2
Dowling, Michael
2
Elyasiani, Elyas
2
more ...
less ...
Published in...
All
Applied economics
Energy economics
22
Econometric reviews
13
Finance research letters
10
Journal of econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
7
Journal of risk and financial management : JRFM
6
Journal of economic surveys
5
Research in international business and finance
5
Econometrics : open access journal
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Computational economics
3
Econometric theory
3
International journal of forecasting
3
Tourism economics : the business and finance of tourism and recreation
3
Applied financial economics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The econometrics journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Brussels economic review
1
Economia : revista da ANPEC
1
Economic systems
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International Journal of Financial Studies : open access journal
1
International journal of economic theory
1
International journal of finance & economics : IJFE
1
International journal of law and management
1
Istanbul business research
1
Journal of Asia Pacific business
1
Journal of applied econometrics
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
6
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
Saved in:
7
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->