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~person:"Fan, Jianqing"
~person:"Hong, Yongmiao"
~person:"Tiwari, Aviral Kumar"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
~type:"article"
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Search: subject_exact:"Korrelationskoeffizient"
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ARCH-Modell
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32
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10
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9
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14
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Fan, Jianqing
Hong, Yongmiao
Tiwari, Aviral Kumar
Demirer, Rıza
8
Hamori, Shigeyuki
8
Engle, Robert F.
7
Ledoit, Olivier
7
Hammoudeh, Shawkat
6
Kakushadze, Zura
6
Santos, André A. P.
6
Ur Rehman, Mobeen
6
Wolf, Michael
6
Yoon, Seong-min
6
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5
Gupta, Rangan
5
Mensi, Walid
5
Sheppard, Kevin
5
Silvennoinen, Annastiina
5
Teräsvirta, Timo
5
Tsui, Albert K.
5
Asai, Manabu
4
Aslanidis, Nektarios
4
Bauwens, Luc
4
Caldeira, João F.
4
Fałdziński, Marcin
4
Filis, George
4
Fiszeder, Piotr
4
Gribisch, Bastian
4
Guesmi, Khaled
4
Guhr, Thomas
4
Kang, Sang Hoon
4
Lyócsa, Štefan
4
McMillan, David G.
4
Menchero, Jose
4
Molnár, Peter
4
Moura, Guilherme Valle
4
Pereira, Pedro L. Valls
4
Sensoy, Ahmet
4
Stavroyiannis, Stavros
4
Tamakoshi, Go
4
Yu, Willie
4
Al Rababa'a, Abdel Razzaq
3
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Journal of econometrics
2
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2
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1
Economic systems
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economic review
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic integration
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Journal of economics and finance
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ECONIS (ZBW)
14
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1
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:
2
Correlations among cryptocurrencies : evidence from multivariate factor stochastic volatility model
Shi, Yongjing
;
Tiwari, Aviral Kumar
;
Gozgor, Giray
;
Lu, Zhou
- In:
Research in international business and finance
53
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012549821
Saved in:
3
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Journal of economics and finance
42
(
2018
)
4
,
pp. 795-806
Persistent link: https://www.econbiz.de/10012031147
Saved in:
4
Co-movements and contagion between international stock index futures markets
Albulescu, Claudiu Tiberiu
;
Goyeau, Daniel
;
Tiwari, …
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1529-1568
Persistent link: https://www.econbiz.de/10011945853
Saved in:
5
The time-varying correlation between output and prices in the United States over the period 1800-2014
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Economic systems
41
(
2017
)
1
,
pp. 98-108
Persistent link: https://www.econbiz.de/10011793897
Saved in:
6
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
Saved in:
7
Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Research in international business and finance
42
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011747216
Saved in:
8
Continuous wavelet transform and rolling correlation of European stock markets
Tiwari, Aviral Kumar
;
Mutascu, Mihai
;
Albulescu, …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 237-256
Persistent link: https://www.econbiz.de/10011625112
Saved in:
9
Incorporating global industrial classification standard into portfolio allocation : a simple factor-based large covariance matrix : estimator with high-frequency data
Fan, Jianqing
;
Furger, Alex
;
Xiu, Dacheng
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 489-503
Persistent link: https://www.econbiz.de/10011692389
Saved in:
10
Stock market integration in Asian countries : evidence from wavelet multiple correlations
Tiwari, Aviral Kumar
;
Dar, Arif Billah
;
Bhanja, Niyati
; …
- In:
Journal of economic integration
28
(
2013
)
3
,
pp. 441-456
Persistent link: https://www.econbiz.de/10010126698
Saved in:
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