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~language:"eng"
~person:"Kutan, Ali Mustafa"
~person:"Richards, Timothy J."
~person:"Tiwari, Aviral Kumar"
~subject:"Estimation"
~subject:"Zustandsraummodell"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
~type_genre:"Rezension"
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Estimation
Zustandsraummodell
Schätzung
130
Volatility
86
Volatilität
86
Welt
85
World
85
USA
72
United States
72
Stock market
71
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70
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48
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32
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Kutan, Ali Mustafa
Richards, Timothy J.
Tiwari, Aviral Kumar
Gupta, Rangan
186
Bahmani-Oskooee, Mohsen
157
Gil-Alaña, Luis A.
129
Chang, Tsangyao
106
Caporale, Guglielmo Maria
94
Wohar, Mark E.
82
Apergēs, Nikolaos
78
Narayan, Paresh Kumar
74
Zaremba, Adam
64
Lee, Chien-chiang
63
Belke, Ansgar
61
Shahbaz, Muhammad
59
Kumbhakar, Subal
57
Su, Chi-Wei
56
Pierdzioch, Christian
53
Balcilar, Mehmet
50
Hammoudeh, Shawkat
50
Wagner, Joachim
50
Xuan Vinh Vo
50
Serletis, Apostolos
48
Egger, Peter
47
Hsing, Yu
47
Moosa, Imad A.
47
Herwartz, Helmut
46
Koopman, Siem Jan
46
McMillan, David G.
46
Payne, James E.
43
Hamori, Shigeyuki
42
Holmes, Mark J.
41
Bouri, Elie
40
McAleer, Michael
40
Tsionas, Efthymios G.
40
Afonso, António
37
Jalles, João Tovar
37
Pradhan, Rudra Prakash
37
Schneider, Friedrich
37
Brooks, Robert
36
Ma, Feng
36
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Applied economics
10
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9
Energy economics
9
Applied economics letters
7
Economic systems
7
Finance research letters
7
International review of economics & finance : IREF
6
Research in international business and finance
5
The empirical economics letters : a monthly international journal of economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Journal of risk and financial management : JRFM
4
Computational economics
3
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
3
Canadian journal of agricultural economics : CJAE
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
Journal of quantitative economics
2
The economics of transition
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Theoretical and applied economics : GAER review
2
Theoretical economics letters
2
Agricultural and resource economics review : ARER
1
Applied economics quarterly
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Applied financial economics
1
Bulletin of economic research
1
Central Bank review / The Central Bank of the Republic of Turkey
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China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Comparative economic studies
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Eastern European economics
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Economia aplicada : EA
1
Economia internazionale
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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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
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
European economic review : EER
1
European review of agricultural economics : ERAE
1
Global business & economics review
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ECONIS (ZBW)
153
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51
Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis
Zargar, Faisal Nazir
;
Tiwari, Aviral Kumar
;
Olayeni, …
- In:
Applied economics letters
26
(
2019
)
12
,
pp. 999-1006
Persistent link: https://www.econbiz.de/10012204471
Saved in:
52
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
Saved in:
53
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
54
Analyzing the time-frequency lead-lag relationship between oil and agricultural commodities
Tiwari, Aviral Kumar
;
Khalfaoui, Rabeh
;
Solarin Sakiru …
- In:
Energy economics
76
(
2018
),
pp. 470-494
Persistent link: https://www.econbiz.de/10011976711
Saved in:
55
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:
56
Does international tourism affect international trade and economic growth? : the Indian experience
Suresh, K. G.
;
Tiwari, Aviral Kumar
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 945-957
Persistent link: https://www.econbiz.de/10011949421
Saved in:
57
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:
58
Estimating market risk using time-varying CAPM and structural break models in Indian banking sector
Jena, Sangram Kesari
;
Mitra, Amarnath
;
Tiwari, Aviral Kumar
- In:
The empirical economics letters : a monthly …
17
(
2018
)
4
,
pp. 505-511
Persistent link: https://www.econbiz.de/10011913245
Saved in:
59
Has co-movement dynamics in emerging stock markets changed after global financial crisis? : new evidence from wavelet analysis
Das, Debojyoti
;
Kannadhasan, M.
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics letters
25
(
2018
)
20
,
pp. 1447-1453
Persistent link: https://www.econbiz.de/10012137404
Saved in:
60
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
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