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~person:"Linton, Oliver"
~person:"Serletis, Apostolos"
~person:"Tiwari, Aviral Kumar"
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ARCH model
87
ARCH-Modell
87
Volatility
51
Volatilität
51
Theorie
24
Theory
24
Estimation
17
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
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16
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GARCH
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Kapitaleinkommen
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87
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Linton, Oliver
Serletis, Apostolos
Tiwari, Aviral Kumar
McAleer, Michael
209
Chang, Chia-Lin
82
Gupta, Rangan
76
Ma, Feng
65
Bauwens, Luc
61
Engle, Robert F.
61
Hafner, Christian M.
60
Teräsvirta, Timo
56
Caporale, Guglielmo Maria
53
Caporin, Massimiliano
52
Bouri, Elie
44
Karanasos, Menelaos
44
Francq, Christian
43
Conrad, Christian
40
Laurent, Sébastien
40
Herwartz, Helmut
39
Rombouts, Jeroen V. K.
38
Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Asai, Manabu
34
Zhang, Yaojie
33
Bollerslev, Tim
32
Kumar, Dilip
32
McMillan, David G.
32
Ardia, David
30
Rahbek, Anders
29
Saikkonen, Pentti
28
Allen, David E.
27
Huang, Zhuo
27
Kang, Sang Hoon
27
Mittnik, Stefan
27
Silvennoinen, Annastiina
27
Christoffersen, Peter F.
26
Degiannakis, Stavros
26
Hammoudeh, Shawkat
26
Hansen, Peter Reinhard
26
Wang, Yudong
26
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9
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5
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2
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2
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2
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2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
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1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
1
Journal of Asia Pacific business
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of macroeconomics
1
NHH Dept. of Business and Management Science Discussion Paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
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87
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1
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
2
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
3
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:
4
Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos
;
Xu, Libo
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 3-21)
.
2023
Persistent link: https://www.econbiz.de/10014282544
Saved in:
5
Volatility and dependence in energy markets
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 15-37
Persistent link: https://www.econbiz.de/10014227687
Saved in:
6
CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader
;
Tiwari, Aviral Kumar
- In:
Computational economics
61
(
2023
)
2
,
pp. 775-805
Persistent link: https://www.econbiz.de/10014228462
Saved in:
7
The complex relationship between inflation and equity returns
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economic studies
49
(
2022
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10012798614
Saved in:
8
World commodity prices and economic activity in advanced and emerging economies
Liu, Jinan
;
Serletis, Apostolos
- In:
Open economies review
33
(
2022
)
2
,
pp. 347-374
Persistent link: https://www.econbiz.de/10013273194
Saved in:
9
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
Saved in:
10
Quantile risk spillovers between energy and agricultural commodity markets : evidence from pre and during COVID-19 outbreak
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
113
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013540565
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