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~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~language:"ara"
~language:"eng"
~person:"Chang, Tsangyao"
~person:"Kerr, William R."
~person:"Tiwari, Aviral Kumar"
~subject:"ARCH model"
~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
USA
Estimation
47
Schätzung
47
Kaufkraftparität
39
Purchasing power parity
39
Einheitswurzeltest
34
Unit root test
34
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22
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22
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20
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14
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Chang, Tsangyao
Kerr, William R.
Tiwari, Aviral Kumar
Cebula, Richard J.
18
Bahmani-Oskooee, Mohsen
16
Goel, Rajeev K.
15
Gupta, Rangan
15
Gil-Alaña, Luis A.
14
Mixon, Franklin G.
14
Baghestani, Hamid
10
Blazsek, Szabolcs
9
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9
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8
Ma, Feng
7
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7
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7
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7
Uri, Noel Dean
7
Yen, Steven T.
7
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
6
Zhang, Yaojie
6
Apergēs, Nikolaos
5
Balcilar, Mehmet
5
Cassou, Steven Peter
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Devadoss, Stephen
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5
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Kim, Jong-Min
5
Madden, Gary
5
Miller, Stephen M.
5
Mohanty, Madhu Sudan
5
Nord, Stephen
5
Peel, David
5
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Applied economics letters
Applied economics
Working paper / National Bureau of Economic Research, Inc.
29
Working papers / Harvard Business School, Division of Research
27
Bank of Finland research discussion papers
7
Energy economics
6
Finance research letters
6
Harvard Business School Entrepreneurial Management Working Paper
5
NBER working paper series
5
CESifo working papers
4
Journal of labor economics
4
The empirical economics letters : a monthly international journal of economics
4
International review of financial analysis
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Working papers / Penn Institute for Economic Research
3
Computational economics
2
Discussion paper / Centre for Economic Policy Research
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Innovation policy and the economy
2
International journal of finance & economics : IJFE
2
Journal of political economy
2
Journal of urban economics
2
Massachusetts Institute of Technology Department of Economics working paper series : working paper
2
The American economic review
2
The economic journal : the journal of the Royal Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of economics and statistics
2
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2
American economic journal : a journal of the American Economic Association
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Annual review of economics
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Testing hysteresis effect in U.S. state unemployment : new evidence using a nonlinear quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 249-253
Persistent link: https://www.econbiz.de/10011854429
Saved in:
9
Uncovering the interrelationship between the U.S. stock and housing markets : a bootstrap rolling window Granger causality approach
Chang, Tsangyao
;
Tsai, Su-Ling
;
Haga, Kai Yin Allison
- In:
Applied economics
49
(
2017
)
58
,
pp. 5841-5848
Persistent link: https://www.econbiz.de/10011845819
Saved in:
10
Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test
Chang, Tsangyao
;
Chiu, Chi-chen
;
Nieh, Chien-chung
- In:
Applied economics letters
14
(
2007
)
7/9
,
pp. 517-521
Persistent link: https://www.econbiz.de/10003512167
Saved in:
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