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~person:"Serletis, Apostolos"
~person:"Siu, Tak Kuen"
~subject:"ARCH-Modell"
~subject:"Markov chain"
~type_genre:"Article in journal"
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ARCH-Modell
Markov chain
ARCH model
34
Volatility
20
Volatilität
20
Oil price
10
Ölpreis
10
Theorie
9
Theory
9
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7
Markov-Kette
7
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7
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6
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6
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5
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34
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Serletis, Apostolos
Siu, Tak Kuen
Ma, Feng
65
McAleer, Michael
49
Gupta, Rangan
44
Bouri, Elie
35
Zhang, Yaojie
32
Kumar, Dilip
31
McMillan, David G.
28
Kang, Sang Hoon
26
Wang, Yudong
26
Degiannakis, Stavros
24
Hammoudeh, Shawkat
24
Tiwari, Aviral Kumar
24
Francq, Christian
23
Hamori, Shigeyuki
23
Liang, Chao
23
Wei, Yu
23
Yoon, Seong-min
23
Hafner, Christian M.
21
Nguyen, Duc Khuong
21
Wu, Xinyu
20
Zakoïan, Jean-Michel
20
Floros, Christos
19
Teräsvirta, Timo
19
Caporin, Massimiliano
18
Chiang, Thomas C.
18
Engle, Robert F.
18
Guesmi, Khaled
18
Mensi, Walid
18
Xuan Vinh Vo
18
Brooks, Robert
17
Chevallier, Julien
17
Choudhry, Taufiq
17
Karanasos, Menelaos
17
Laurent, Sébastien
17
Lucey, Brian M.
17
Malik, Farooq
17
Hsing, Yu
16
Huang, Zhuo
16
Asai, Manabu
15
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Macroeconomic dynamics
5
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4
Open economies review
4
Journal of economic studies
3
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2
International journal of theoretical and applied finance
2
Research in international business and finance
2
The energy journal
2
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1
Asia-Pacific financial markets
1
Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
34
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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
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:
4
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:
5
Inflation and economic activity in advanced and emerging economies
Serletis, Apostolos
;
Liu, Jinan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4196-4223
Persistent link: https://www.econbiz.de/10013461321
Saved in:
6
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:
7
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
8
Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
9
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:
10
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
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