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~isPartOf:"Theoretical economics letters"
~language:"ara"
~language:"eng"
~person:"Cassou, Steven Peter"
~person:"Hegerty, Scott W."
~person:"Kerr, William R."
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~source:"econis"
~subject:"ARCH model"
~subject:"Exchange rate"
~subject:"India"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
~type_genre:"Konferenzschrift"
~type_genre:"Rezension"
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ARCH model
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Cassou, Steven Peter
Hegerty, Scott W.
Kerr, William R.
Tiwari, Aviral Kumar
Zhang, Yaojie
Kumar, Dilip
8
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4
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Theoretical economics letters
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10
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The empirical economics letters : a monthly international journal of economics
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6
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International journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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Economic systems
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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International review of applied economics
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Journal of political economy
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Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
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1
Do the Indian agricultural commodities' prices exhibit non-linear mean reversion? : an empirical evidence
Tiwari, Aviral Kumar
;
Aruna, Mothkuri
;
Dash, Aruna Kumar
- In:
Theoretical economics letters
5
(
2015
)
2
,
pp. 332-342
Persistent link: https://www.econbiz.de/10011396491
Saved in:
2
The inter-temporal causal nexus between Indian commodity futures and spot prices : a wavelet analysis
Joseph, Anto
;
Sisodia, Garima
;
Tiwari, Aviral Kumar
- In:
Theoretical economics letters
5
(
2015
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10011396483
Saved in:
3
Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem
;
Kalita, Mamoni
;
Tiwari, Aviral Kumar
- In:
Theoretical economics letters
5
(
2015
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
Saved in:
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