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~language:"eng"
~language:"hrv"
~language:"ind"
~person:"McAleer, Michael"
~person:"Tiwari, Aviral Kumar"
~subject:"Share price"
~type_genre:"Article in journal"
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Share price
Volatility
135
Volatilität
135
Estimation
122
Schätzung
121
Theorie
110
Theory
110
Time series analysis
84
Zeitreihenanalyse
84
ARCH model
73
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73
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71
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71
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69
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56
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56
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49
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47
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McAleer, Michael
Tiwari, Aviral Kumar
Gupta, Rangan
118
Narayan, Paresh Kumar
72
Zaremba, Adam
61
Wohar, Mark E.
55
McMillan, David G.
53
Ryu, Doojin
52
Madura, Jeff
50
Ma, Feng
49
Caporale, Guglielmo Maria
43
Faff, Robert W.
40
Hammoudeh, Shawkat
40
Gil-Alaña, Luis A.
38
Zhang, Wei
38
Xiong, Xiong
37
Chiang, Thomas C.
35
Pierdzioch, Christian
34
Bouri, Elie
33
Hassan, M. Kabir
33
Blau, Benjamin
32
Corbet, Shaen
32
Kim, Jeong-bon
32
Salisu, Afees A.
32
Apergēs, Nikolaos
31
Chan, Kam C.
31
Brooks, Robert
30
Ngo, Thanh
30
Xuan Vinh Vo
30
Balcilar, Mehmet
28
Demirer, Rıza
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Nguyen, Duc Khuong
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Schiereck, Dirk
28
Subrahmanyam, Avanidhar
28
Wong, Wing Keung
28
Plastun, Alex
27
Shen, Dehua
27
Cakici, Nusret
26
Frino, Alex
26
Goodell, John W.
26
Bohl, Martin T.
25
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Energy economics
8
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5
Finance research letters
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technological forecasting & social change : an international journal
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The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
69
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1
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
2
Economic sanctions sentiment and global stock markets
Abakah, Emmanuel Joel Aikins
;
Abdullah, Mohammad
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014494734
Saved in:
3
Risk synchronization in Australia stock market : a sector analysis
Asafo-Adjei, Emmanuel
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 582-610
Persistent link: https://www.econbiz.de/10014535381
Saved in:
4
Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets : another look using quantile-based...
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Technological forecasting & social change : an …
192
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014443847
Saved in:
5
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:
6
A time-varying Granger causality analysis between water stock and green stocks using novel approaches
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Adeleke, …
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483598
Saved in:
7
What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Global finance journal
55
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014248585
Saved in:
8
The effects of public sentiments and feelings on stock market behavior: Evidence from Australia
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Journal of economic behavior & organization : JEBO
193
(
2022
),
pp. 443-472
Persistent link: https://www.econbiz.de/10013190001
Saved in:
9
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:
10
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
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