//--> //--> //-->
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:"Volatilität"
~type:"article"
~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
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 model
3
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
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
Ma, Feng
7
Zhang, Yaojie
6
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
Goutte, Stéphane
4
Gubareva, Mariya
4
Gupta, Rangan
4
Jawadi, Fredj
4
Kim, Jong-Min
4
Sosvilla-Rivero, Simón
4
García, Philip
3
Hammoudeh, Shawkat
3
Hernandez, Jose Arreola
3
Liang, Chao
3
Nguyen, Duc Khuong
3
Roubaud, David
3
Zheng, Xian
3
Abakah, Emmanuel Joel Aikins
2
Agbola, Frank Wogbe
2
Allen, David E.
2
Apergēs, Nikolaos
2
Balcilar, Mehmet
2
Balli, Faruk
2
Balli, Hatice Ozer
2
Bollen, Bernard
2
Bouri, Elie
2
Cheffou, Abdoulkarim Idi
2
Chiu, Chien-liang
2
Clements, Kenneth W.
2
Coronado, Semei
2
Dempsey, Michael
2
Dowling, Michael
2
Elyasiani, Elyas
2
Fameliti, Stavroula P.
2
Fernandez-Perez, Adrian
2
Feuerriegel, Stefan
2
Fonseca, José da
2
more ...
less ...
Published in...
All
Applied economics
Energy economics
22
Econometric reviews
12
Finance research letters
9
International review of economics & finance : IREF
9
Journal of econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of risk and financial management : JRFM
6
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Econometrics : open access journal
3
Computational economics
2
International journal of forecasting
2
Journal of economic surveys
2
Risks : open access journal
2
The econometrics journal
2
Tourism economics : the business and finance of tourism and recreation
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied financial economics
1
Brussels economic review
1
Econometric theory
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International Journal of Financial Studies : open access journal
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
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 behavioral and experimental finance
1
Journal of commodity markets
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
OPEC energy review
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...
//-->