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~language:"eng"
~language:"est"
~person:"Güth, Werner"
~person:"Tiwari, Aviral Kumar"
~person:"Wohar, Mark E."
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Volatility
Zeitreihenanalyse
Theorie
212
Theory
212
Estimation
157
Schätzung
157
Experiment
144
Volatilität
102
Börsenkurs
100
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100
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Güth, Werner
Tiwari, Aviral Kumar
Wohar, Mark E.
Gupta, Rangan
209
Gil-Alaña, Luis A.
187
Bahmani-Oskooee, Mohsen
97
McAleer, Michael
93
Caporale, Guglielmo Maria
91
Phillips, Peter C. B.
91
Ma, Feng
90
Bouri, Elie
89
Franses, Philip Hans
86
Hammoudeh, Shawkat
70
Taylor, Robert
64
McMillan, David G.
63
Bollerslev, Tim
58
Kang, Sang Hoon
56
Leybourne, Stephen James
56
Moosa, Imad A.
54
Harvey, Andrew C.
52
Koopman, Siem Jan
52
Ghysels, Eric
50
Mensi, Walid
50
Serletis, Apostolos
50
Wang, Yudong
50
Balcilar, Mehmet
49
Perron, Pierre
48
Teräsvirta, Timo
47
Xuan Vinh Vo
47
Chang, Tsangyao
45
Kumar, Dilip
45
Pierdzioch, Christian
44
Andersen, Torben
43
Lütkepohl, Helmut
43
Apergēs, Nikolaos
42
Engle, Robert F.
42
Narayan, Paresh Kumar
42
Salisu, Afees A.
41
Zhang, Yaojie
40
Corbet, Shaen
39
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39
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Energy economics
24
Finance research letters
11
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10
The North American journal of economics and finance : a journal of financial economics studies
8
International review of economics & finance : IREF
6
Research in international business and finance
6
Applied economics letters
5
Economic modelling
5
Journal of risk and financial management : JRFM
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Journal of international financial markets, institutions & money
3
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3
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2
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2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
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2
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2
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2
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2
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2
Open economies review
2
The empirical economics letters : a monthly international journal of economics
2
Theoretical economics letters
2
Brussels economic review
1
Central Bank review / The Central Bank of the Republic of Turkey
1
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1
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1
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global finance journal
1
Indian economic review : official journal of Delhi School of Economics
1
Indian growth and development review
1
International journal of computational economics and econometrics
1
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1
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ECONIS (ZBW)
154
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154
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
3
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
4
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Technological forecasting & social change : an …
186PA
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014250438
Saved in:
5
Exchange rate volatility and India-US commodity trade : evidence of the third country effect
Iqbal, Javed
;
Nosheen, Misbah
;
Wohar, Mark E.
- In:
Indian economic review : official journal of Delhi …
58
(
2023
),
pp. 359-398
Persistent link: https://www.econbiz.de/10014391781
Saved in:
6
The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis
Aloui, Mouna
;
Hamdi, Besma
;
Tiwari, Aviral Kumar
; …
- In:
International journal of law and management
65
(
2023
)
6
,
pp. 485-510
Persistent link: https://www.econbiz.de/10014432902
Saved in:
7
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
8
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
9
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
10
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
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