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~isPartOf:"Applied economics"
~language:"eng"
~language:"spa"
~person:"McAleer, Michael"
~person:"Tiwari, Aviral Kumar"
~subject:"VAR model"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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VAR model
Volatilität
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8
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8
Time series analysis
7
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7
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7
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6
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6
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McAleer, Michael
Tiwari, Aviral Kumar
Gupta, Rangan
8
Ma, Feng
7
Zhang, Yaojie
6
Zhu, Huiming
6
Jawadi, Fredj
5
Umar, Zaghum
5
Yoon, Seong-min
5
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3
Abakah, Emmanuel Joel Aikins
2
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2
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2
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2
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Applied economics
Energy economics
22
Econometric reviews
13
Finance research letters
9
Journal of econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
8
International review of economics & finance : IREF
7
Journal of risk and financial management : JRFM
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Research in international business and finance
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3
International journal of forecasting
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1
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ECONIS (ZBW)
10
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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
Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Trabelsi, Nader
- In:
Applied economics
54
(
2022
)
31
,
pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
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
Regime dependent causality relationship between energy consumption and GDP growth : evidence from OECD countries
Emirmahmutoglu, Furkan
;
Denaux, Zulal
;
Omay, Tolga
; …
- In:
Applied economics
53
(
2021
)
19
,
pp. 2230-2241
Persistent link: https://www.econbiz.de/10012501154
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Is a monetary union feasible for East Asia?
Zhang, Zhaoyong
;
Satō, Kiyotaka
;
McAleer, Michael
- In:
Applied economics
36
(
2004
)
10
,
pp. 1031-1043
Persistent link: https://www.econbiz.de/10002121533
Saved in:
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