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~person:"Choudhry, Taufiq"
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Search: subject_exact:"Volatility"
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Choudhry, Taufiq
McAleer, Michael
360
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228
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179
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146
Chang, Chia-Lin
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Asai, Manabu
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1
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1
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ECONIS (ZBW)
25
RePEc
3
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1
Forecasting the daily dynamic hedge ratios in emerging European stock futures markets : evidence from GARCH models
Choudhry, Taufiq
;
Hasan, Mohammad S.
;
Zhang, Yuanyuan
- In:
International journal of banking, accounting and finance
10
(
2019
)
1
,
pp. 67-100
Persistent link: https://www.econbiz.de/10012051118
Saved in:
2
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
3
Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
4
An econometric investigation of hedging performance of stock index futures in Korea : dynamic versus static hedging
Hasan, Mohammad S.
;
Choudhry, Taufiq
;
Zhang, Yuanyuan
- In:
International journal of banking, accounting and …
11
(
2020
)
2
,
pp. 227-253
Persistent link: https://www.econbiz.de/10012204571
Saved in:
5
Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
Saved in:
6
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
7
Stock market volatility and business cycle : evidence from linear and nonlinear causality tests
Choudhry, Taufiq
;
Papadimitriou, Fotios I.
;
Shabi, Sarosh
- In:
Journal of banking & finance
66
(
2016
),
pp. 89-101
Persistent link: https://www.econbiz.de/10011634560
Saved in:
8
Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq
;
Ul Hassan, Syed Shabi
;
Shabi, Sarosh
- In:
International review of financial analysis
41
(
2015
),
pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
Saved in:
9
Exchange rate volatility and UK imports from developing countries : the effect of the global financial crisis
Choudhry, Taufiq
;
Ul Hassan, Syed Shabi
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 89-101
Persistent link: https://www.econbiz.de/10011475644
Saved in:
10
Returns and volatility spillover in the European banking industry during global financial crisis : flight to perceived quality or contagion?
Choudhry, Taufiq
;
Jayasekera, Ranadeva
- In:
International review of financial analysis
36
(
2014
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010530222
Saved in:
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