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~isPartOf:"Finance research letters"
~isPartOf:"International journal of business and economics"
~language:"dan"
~language:"eng"
~language:"nor"
~language:"swe"
~language:"und"
~person:"Dunning, John H."
~person:"Phillips, Peter C. B."
~person:"Tiwari, Aviral Kumar"
~subject:"Schätztheorie"
~subject:"State space model"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Case study"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference proceedings"
~type_genre:"Festschrift"
~type_genre:"Konferenzbeitrag"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Schätztheorie
State space model
Volatility
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Dunning, John H.
Phillips, Peter C. B.
Tiwari, Aviral Kumar
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Finance research letters
International journal of business and economics
Journal of econometrics
32
Econometric theory
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Economic modelling
8
Applied economics
5
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
The econometrics journal
4
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Economics letters
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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The review of economic studies
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Brussels economic review
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Central Bank review / The Central Bank of the Republic of Turkey
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Economia internazionale
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Economics and Business Letters : EBL
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Essays in honor of Cheng Hsiao
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Handbook of econometrics ; Vol. 1
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Handbook of financial time series
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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International journal of computational economics and econometrics
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International review of economics & finance : IREF
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Istanbul business research
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Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
5
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1
Relationship between exchange rate and equity prices in an emerging market : a continuous wavelet-based analysis for Bangladesh
Tiwari, Aviral Kumar
;
Islam, Anisul M.
;
Islam, Md. Mohibul
- In:
International journal of business and economics
18
(
2019
)
2
,
pp. 165-193
Persistent link: https://www.econbiz.de/10012138313
Saved in:
2
Comovements of gold futures markets and the spot market : a wavelet analysis
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Roubaud, David
- In:
Finance research letters
24
(
2018
),
pp. 19-24
Persistent link: https://www.econbiz.de/10011982447
Saved in:
3
The dynamic relationship between stock returns and trading volume revisited : a MODWT-VAR approach
Gupta, Suman
;
Das, Debojyoti
;
Hasim, Haslifah Mohamad
; …
- In:
Finance research letters
27
(
2018
),
pp. 91-98
Persistent link: https://www.econbiz.de/10012006750
Saved in:
4
Output and stock prices : new evidence from the robust wavelet approach
Tiwari, Aviral Kumar
;
Bhattacharyya, Malay
;
Das, Debojyoti
- In:
Finance research letters
27
(
2018
),
pp. 154-160
Persistent link: https://www.econbiz.de/10012006838
Saved in:
5
Does Bitcoin hedge global uncertainty? : evidence from wavelet-based quantile-in-quantile regressions
Bouri, Elie
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
23
(
2017
),
pp. 87-95
Persistent link: https://www.econbiz.de/10011808369
Saved in:
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