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~isPartOf:"Economia internazionale"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Al-Shayeb, Abdulrahman"
~person:"Andersson, Per-Åke"
~person:"Balcilar, Mehmet"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~person:"Nouira, Ridha"
~person:"Tiwari, Aviral Kumar"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Volatility
28
Volatilität
28
USA
27
United States
27
Estimation
26
Schätzung
26
Börsenkurs
23
Share price
23
Aktienmarkt
20
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17
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Balcilar, Mehmet
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Nouira, Ridha
Tiwari, Aviral Kumar
Gil-Alaña, Luis A.
6
Nonejad, Nima
3
Al-Yahyaee, Khamis Hamed
2
Bahmani-Oskooee, Mohsen
2
Liu, Li
2
Liu, Qiang
2
Ma, Feng
2
Malik, Farooq
2
Mensi, Walid
2
Mulligan, Robert F.
2
Pierdzioch, Christian
2
Zhang, Yaojie
2
Addo, Peter Martey
1
Al-Shboul, Mohammad
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Alves, Isabel Fraga
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Anwar, Sajid
1
Argyropoulos, Efthymios
1
Aubin, Christian
1
Auer, Benjamin R.
1
Azam, Muhammad
1
Bai, Ye
1
Bannouh, Karim
1
Baqaee, David
1
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1
Bhuiyan, Erfan M.
1
Billio, Monica
1
Bloor, Chris
1
Borgards, Oliver
1
Brodsky, Noel
1
Brooks, Robert
1
Buncic, Daniel
1
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1
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1
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Economia internazionale
The North American journal of economics and finance : a journal of financial economics studies
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics
16
Energy economics
9
Applied economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International review of economics & finance : IREF
5
Computational economics
4
International journal of finance & economics : IJFE
3
Applied financial economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
The empirical economics letters : a monthly international journal of economics
2
The journal of real estate finance and economics
2
Theoretical economics letters
2
Economia aplicada : EA
1
Economic modelling
1
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1
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1
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1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
International journal of computational economics and econometrics
1
International journal of production economics
1
Journal of economics and finance
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Review of financial economics : RFE
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Studies in economics and finance
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Wine Economics and Policy
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ECONIS (ZBW)
10
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10
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date (oldest first)
1
Testing for the tourism led economic growth hypothesis in Sweden with structural breaks
Hatemi-J, Abdulnasser
;
Maneschiöld, Per-Ola
- In:
Economia internazionale
74
(
2021
)
3
,
pp. 293-310
Persistent link: https://www.econbiz.de/10013164457
Saved in:
2
The nonlinear ARDL approach and productivity bias hypothesis : evidence from 68 countries
Bahmani-Oskooee, Mohsen
;
Nouira, Ridha
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 80-89
Persistent link: https://www.econbiz.de/10012655195
Saved in:
3
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
4
An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Al-Yahyaee, Khamis Hamed
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012176113
Saved in:
5
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
6
Extreme co-movements and dependencies among major international exchange rates : a copula approach
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 56-69
Persistent link: https://www.econbiz.de/10012034997
Saved in:
7
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
Saved in:
8
Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas
Jammazi, Rania
;
Tiwari, Aviral Kumar
;
Ferrer, Román
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
Saved in:
9
Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
Gupta, Rangan
;
Kean, Gbeada Josiane Seu Epse
;
Tsebe, …
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 469-491
Persistent link: https://www.econbiz.de/10011428286
Saved in:
10
Decomposing time-frequency relationship between interest rates and share prices in India through wavelets
Tiwari, Aviral Kumar
- In:
Economia internazionale
66
(
2013
)
4
,
pp. 515-531
Persistent link: https://www.econbiz.de/10010250728
Saved in:
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