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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"nor"
~person:"Apergēs, Nikolaos"
~person:"Bali, Turan G."
~person:"Cook, Steven"
~person:"Fletcher, Jonathan"
~person:"Gil-Alaña, Luis A."
~person:"Goodell, John W."
~person:"Kang, Sang Hoon"
~person:"Pierdzioch, Christian"
~person:"Roubaud, David"
~person:"Tiwari, Aviral Kumar"
~person:"Ur Rehman, Mobeen"
~person:"Zhang, Wei"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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ARCH model
Zeitreihenanalyse
Capital income
69
Kapitaleinkommen
69
Estimation
68
Schätzung
68
Welt
64
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64
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Apergēs, Nikolaos
Bali, Turan G.
Cook, Steven
Fletcher, Jonathan
Gil-Alaña, Luis A.
Goodell, John W.
Kang, Sang Hoon
Pierdzioch, Christian
Roubaud, David
Tiwari, Aviral Kumar
Ur Rehman, Mobeen
Zhang, Wei
Gupta, Rangan
15
Mensi, Walid
11
Ma, Feng
10
Nonejad, Nima
9
Wu, Xinyu
9
Caporale, Guglielmo Maria
8
Shi, Yanlin
8
Wang, Yudong
8
Zhang, Yaojie
8
Huang, Zhuo
7
McMillan, David G.
7
Al-Yahyaee, Khamis Hamed
6
Hamori, Shigeyuki
6
McAleer, Michael
6
Molnár, Peter
6
Wei, Yu
6
Balcilar, Mehmet
5
Brooks, Chris
5
Chang, Tsangyao
5
Corbet, Shaen
5
Ho, Kin-Yip
5
Karanasos, Menelaos
5
Liu, Li
5
Lucey, Brian M.
5
Morana, Claudio
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Stentoft, Lars
5
Todorova, Neda
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5
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Xie, Haibin
5
Ye, Wuyi
5
Yoon, Seong-min
5
Österholm, Pär
5
Arouri, Mohamed
4
Baillie, Richard
4
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4
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Applied financial economics
Economic modelling
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Finance research letters
Journal of banking & finance
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
27
Applied economics letters
25
Energy economics
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Research in international business and finance
10
Tourism economics : the business and finance of tourism and recreation
7
International review of economics & finance : IREF
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International journal of finance & economics : IJFE
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
Journal of economics and finance
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Computational economics
3
Economic issues
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Empirica : journal of european economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
Financial innovation : FIN
3
International review of financial analysis
3
Journal of quantitative economics : official journal of the Indian Econometric Society
3
Journal of risk and financial management : JRFM
3
Review of financial economics : RFE
3
The empirical economics letters : a monthly international journal of economics
3
The journal of futures markets
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
Applied financial economics letters
2
Bulletin of economic research
2
CBN journal of applied statistics
2
Dae oe gyeong je yeon gu
2
Defence and peace economics
2
Economia internazionale
2
Economics letters
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ECONIS (ZBW)
49
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1
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
2
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
3
Understanding the FTX exchange collapse : a dynamic connectedness approach
Akyildirim, Erdinc
;
Conlon, Thomas
;
Corbet, Shaen
; …
- In:
Finance research letters
53
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472440
Saved in:
4
COVID-19 and cryptocurrency volatility : evidence from asymmetric modelling
Apergēs, Nikolaos
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459882
Saved in:
5
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
6
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
7
Real-time macroeconomic monitoring using mixed frequency data : evidence from China
Zhang, Wei
;
He, Jie
;
Ge, Chanyuan
;
Xue, Rui
- In:
Economic modelling
117
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014229194
Saved in:
8
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
9
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
10
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
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