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~person:"Maheu, John M."
~person:"Serletis, Apostolos"
~subject:"Markov chain"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject:"ARCH model"
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Markov chain
Volatilität
ARCH model
37
ARCH-Modell
37
Volatility
26
Theorie
14
Theory
14
Oil price
11
Ölpreis
11
Markov-Kette
7
Estimation
6
Financial market
6
Finanzmarkt
6
GARCH-in-Mean model
6
Schätzung
6
VAR model
6
VAR-Modell
6
Inflation expectations
5
Inflationserwartung
5
Börsenkurs
4
Capital income
4
GARCH
4
Kapitaleinkommen
4
Share price
4
Spillover effect
4
Spillover-Effekt
4
USA
4
United States
4
Asymmetric BEKK model
3
Bayes-Statistik
3
Bayesian inference
3
Crude oil
3
Energiemarkt
3
Energy market
3
Erdgas
3
GARCH-in-mean model
3
Geldmenge
3
Industrialized countries
3
Industrieländer
3
Inflation
3
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19
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Article
27
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Article in journal
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27
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1
Aufsatz im Buch
1
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1
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1
Graue Literatur
1
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1
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1
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1
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English
27
Author
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Maheu, John M.
Serletis, Apostolos
Ma, Feng
65
Gupta, Rangan
39
Bouri, Elie
34
Zhang, Yaojie
33
Kumar, Dilip
31
McAleer, Michael
30
Wang, Yudong
24
Liang, Chao
23
Kang, Sang Hoon
22
McMillan, David G.
22
Wei, Yu
21
Hammoudeh, Shawkat
20
Wu, Xinyu
20
Tiwari, Aviral Kumar
19
Yoon, Seong-min
19
Degiannakis, Stavros
18
Malik, Farooq
17
Floros, Christos
16
Hamori, Shigeyuki
16
Chevallier, Julien
15
Mensi, Walid
15
Lucey, Brian M.
14
Molnár, Peter
14
Wang, Lu
14
Nguyen, Duc Khuong
13
Shi, Yanlin
13
Xuan Vinh Vo
13
Chang, Chia-Lin
12
Filis, George
12
Ji, Qiang
12
Lu, Xinjie
12
Maheswaran, S.
12
Nonejad, Nima
12
Wang, Jiqian
12
Brooks, Robert
11
Caporin, Massimiliano
11
Chen, Cathy W. S.
11
Chiang, Thomas C.
11
Huang, Dengshi
11
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Energy economics
4
Macroeconomic dynamics
4
Research in international business and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The energy journal
2
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of macroeconomics
1
Open economies review
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
27
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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
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
3
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:
4
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:
5
Nonparametric dynamic conditional beta
Maheu, John M.
;
Zamenjani, Azam Shamsi
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 583-613
Persistent link: https://www.econbiz.de/10012654975
Saved in:
6
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Saved in:
7
The demand for liquid assets : evidence from the Minflex Laurent demand system with conditionally heteroskedastic errors
Chang, Dongfeng
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
23
(
2019
)
7
,
pp. 2941-2958
Persistent link: https://www.econbiz.de/10012127403
Saved in:
8
Interfuel substitution : evidence from the Markov switching minflex Laurent demand system with BEKK errors
Serletis, Apostolos
;
Xu, Libo
- In:
The energy journal
40
(
2019
)
6
,
pp. 111-128
Persistent link: https://www.econbiz.de/10012181694
Saved in:
9
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
Saved in:
10
150 years of the oil price-macroeconomy relationship
Serletis, Apostolos
;
Mehmandosti, Elaheh Asadi
- In:
Macroeconomic dynamics
23
(
2019
)
3
,
pp. 1302-1311
Persistent link: https://www.econbiz.de/10012126896
Saved in:
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