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~person:"McAleer, Michael"
~person:"Shahbaz, Muhammad"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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Schätzung
Volatility
Estimation
96
Theorie
93
Theory
93
Economic growth
88
Volatilität
88
Wirtschaftswachstum
87
Cointegration
75
Kointegration
75
Welt
59
World
59
Pakistan
53
ARCH model
50
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50
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49
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49
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45
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43
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39
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39
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154
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230
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217
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212
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155
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English
155
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McAleer, Michael
Shahbaz, Muhammad
Gupta, Rangan
267
Bahmani-Oskooee, Mohsen
195
Gil-Alaña, Luis A.
142
Tiwari, Aviral Kumar
125
Caporale, Guglielmo Maria
117
Wohar, Mark E.
109
Bouri, Elie
102
Chang, Tsangyao
102
Ma, Feng
100
Apergēs, Nikolaos
96
Hammoudeh, Shawkat
93
Narayan, Paresh Kumar
89
McMillan, David G.
81
Pierdzioch, Christian
75
Zaremba, Adam
74
Belke, Ansgar
72
Lee, Chien-chiang
72
Serletis, Apostolos
72
Xuan Vinh Vo
70
Kang, Sang Hoon
66
Balcilar, Mehmet
65
Wang, Yudong
64
Salisu, Afees A.
63
Mensi, Walid
59
Bollerslev, Tim
58
Su, Chi-Wei
57
Hamori, Shigeyuki
56
Herwartz, Helmut
56
Kumbhakar, Subal
56
Zhang, Yaojie
55
Hsing, Yu
54
Moosa, Imad A.
54
Wagner, Joachim
54
Brooks, Robert
53
Kutan, Ali Mustafa
53
Demirer, Rıza
51
Yoon, Seong-min
50
Egger, Peter
49
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Energy economics
15
Econometric reviews
13
Global business review
10
Journal of econometrics
9
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
6
Finance research letters
5
International review of economics & finance : IREF
5
Applied financial economics
3
Asian economic papers
3
Econometrics : open access journal
3
Economic modelling
3
International journal of forecasting
3
Journal of economic surveys
3
The Bangladesh development studies : the journal of the Bangladesh Institute of Development Studies
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Tourism economics : the business and finance of tourism and recreation
3
Defence and peace economics
2
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
Journal of international financial markets, institutions & money
2
Journal of macroeconomics
2
Journal of quantitative economics
2
Risks : open access journal
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Computational economics
1
Econometric theory
1
Economics letters
1
Economies : open access journal
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International Journal of Financial Studies : open access journal
1
International journal of economic perspectives : IJEP
1
International journal of economic theory
1
International journal of economics and financial issues : IJEFI
1
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ECONIS (ZBW)
155
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1
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155
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Does monetary policy really matter for environmental protection? : the case of inflation targeting
Mbassi, Christophe Martial
;
Hyoba, Suzanne Edwige Clarisse
- In:
Research in economics : an international review of economics
77
(
2023
)
3
,
pp. 427-452
Persistent link: https://www.econbiz.de/10014426210
Saved in:
3
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
4
Globalization-emissions nexus : testing the EKC hypothesis in Next-11 countries
Shahbaz, Muhammad
- In:
Global business review
23
(
2022
)
1
,
pp. 75-100
Persistent link: https://www.econbiz.de/10012822092
Saved in:
5
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
6
Role of financial development in economic growth in the light of asymmetric effects and financial efficiency
Shahbaz, Muhammad
;
Nasir, Muhammad Ali
;
Lahiani, Amine
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 361-383
Persistent link: https://www.econbiz.de/10012814580
Saved in:
7
Comparing the relationship between nominal and real effective exchange rates during the last two devaluations in Algeria
Bilal, Boubellouta
;
Shahbaz, Muhammad
- In:
Global business review
22
(
2021
)
6
,
pp. 1421-1440
Persistent link: https://www.econbiz.de/10012660412
Saved in:
8
Do exchange rates fluctuations influence gold price in G7 countries? : new insights from a nonparametric causality-in-quantiles test
Raza, Syed Ali
;
Shah, Nida
;
Ali, Muhammad
;
Shahbaz, Muhammad
- In:
Zagreb international review of economics & business
24
(
2021
)
2
,
pp. 37-57
Persistent link: https://www.econbiz.de/10013177992
Saved in:
9
Do volatility indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic?
Tanin, Tauhidul Islam
;
Sarker, Ashutosh
;
Hammoudeh, Shawkat
- In:
Journal of economic behavior & organization : JEBO
191
(
2021
),
pp. 214-235
Persistent link: https://www.econbiz.de/10013186389
Saved in:
10
Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Hau, Liya
;
Zhu, Huiming
;
Shahbaz, Muhammad
;
Sun, Wuqin
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667385
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