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~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Indian journal of economics & business : IJEB"
~language:"ara"
~language:"eng"
~person:"Chang, Tsangyao"
~person:"Kerr, William R."
~person:"Ma, Feng"
~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"
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ARCH model
India
USA
Estimation
53
Schätzung
53
Kaufkraftparität
39
Purchasing power parity
39
Einheitswurzeltest
34
Unit root test
34
Cointegration
22
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21
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20
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20
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17
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24
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Chang, Tsangyao
Kerr, William R.
Ma, Feng
Tiwari, Aviral Kumar
Bahmani-Oskooee, Mohsen
18
Cebula, Richard J.
18
Goel, Rajeev K.
15
Gupta, Rangan
15
Gil-Alaña, Luis A.
14
Mixon, Franklin G.
14
Baghestani, Hamid
11
Blazsek, Szabolcs
10
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9
Upadhyaya, Kamal Prasad
9
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8
Devadoss, Stephen
7
Ghosh, Saibal
7
Narayan, Paresh Kumar
7
Payne, James E.
7
Shumway, C. Richard
7
Singh, Tarlok
7
Uri, Noel Dean
7
Yen, Steven T.
7
Bhaskara Rao, Buddhavarapu
6
Cook, Steven
6
Goodwin, Barry K.
6
Jawadi, Fredj
6
Miljkovic, Dragan
6
Mishra, Ashok K.
6
Paudel, Krishna P.
6
Robst, John
6
Thornton, James
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Zhang, Yaojie
6
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5
Balcilar, Mehmet
5
Cassou, Steven Peter
5
Hegerty, Scott W.
5
Huang, Ho-chuan
5
Kaiser, Harry M.
5
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5
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5
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Applied economics letters
Applied economics
Indian journal of economics & business : IJEB
Working paper / National Bureau of Economic Research, Inc.
35
Working papers / Harvard Business School, Division of Research
34
Energy economics
23
Policy research working paper : WPS
20
International review of financial analysis
11
The empirical economics letters : a monthly international journal of economics
11
Finance research letters
10
International review of economics & finance : IREF
9
Bank of Finland research discussion papers
7
International journal of finance & economics : IJFE
7
Economic modelling
6
Harvard Business School Entrepreneurial Management Working Paper
6
NBER working paper series
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
CESifo working papers
4
Journal of labor economics
4
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
3
International journal of forecasting
3
Journal of forecasting
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The economic journal : the journal of the Royal Economic Society
3
Theoretical economics letters
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
Innovation policy and the economy
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
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Massachusetts Institute of Technology Department of Economics working paper series : working paper
2
Regional studies
2
Structural change and economic dynamics : SC+ED
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Technological forecasting & social change : an international journal
2
The American economic review
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ECONIS (ZBW)
24
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1
Time-varying causal impacts of the continental US weather risks on food price
Cai, Yifei
;
Chang, Hao Wen
;
Chang, Tsangyao
;
Țăran, …
- In:
Applied economics letters
31
(
2024
)
14
,
pp. 1298-1304
Persistent link: https://www.econbiz.de/10014558853
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
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
4
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
5
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
6
Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh
;
Chiu, Chien-Liang
;
Chang, Tsangyao
- In:
Applied economics letters
28
(
2021
)
16
,
pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680
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
Is the Hhusing market in the United States really weakly-efficient?
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics letters
27
(
2020
)
14
,
pp. 1124-1134
Persistent link: https://www.econbiz.de/10012267071
Saved in:
9
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:
10
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
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