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~person:"Serletis, Apostolos"
~subject:"Finanzmarkt"
~subject:"Markov chain"
~type_genre:"Article in journal"
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Search: subject:"ARCH model"
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Finanzmarkt
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ARCH model
27
ARCH-Modell
27
Volatility
18
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18
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10
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10
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8
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Serletis, Apostolos
Chen, Cathy W. S.
8
Lee, Hsiang-Tai
7
Ma, Feng
7
Chang, Kuang-Liang
6
So, Mike Ka-pui
6
Bauwens, Luc
5
Hammoudeh, Shawkat
5
Maheu, John M.
5
Shi, Yanlin
5
Xu, Libo
5
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4
Gupta, Rangan
4
Hamori, Shigeyuki
4
Ho, Kin-Yip
4
Lu, Xinjie
4
Otranto, Edoardo
4
Siriopoulos, Costas
4
Ahmed, Abdullahi Dahir
3
Blazsek, Szabolcs
3
Dimitrakopoulos, Stefanos
3
Dufays, Arnaud
3
Gallo, Giampiero M.
3
Gerlach, Richard
3
Haas, Markus
3
Kim, Young Shin
3
Kollias, Chrēstos
3
Kouretas, Georgios P.
3
Kumar, Dilip
3
Lee, Chien-chiang
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Li, Ming-yuan Leon
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Liow, Kim Hiang
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3
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3
Mittnik, Stefan
3
Mughal, Khurrum Shahzad
3
Papadamou, Stephanos
3
Sen, Rituparna
3
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3
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Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Macroeconomic dynamics
1
Open economies review
1
Research in international business and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
8
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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
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:
4
Volatility in the cryptocurrency market
Liu, Jinan
;
Serletis, Apostolos
- In:
Open economies review
30
(
2019
)
4
,
pp. 779-811
Persistent link: https://www.econbiz.de/10012155631
Saved in:
5
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:
6
The zero lower bound and market spillovers : evidence from the G7 and Norway
Kyritsis, Evangelos
;
Serletis, Apostolos
- In:
Research in international business and finance
44
(
2018
),
pp. 100-123
Persistent link: https://www.econbiz.de/10011983017
Saved in:
7
The zero lower bound and crude oil and financial markets spillovers
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 654-665
Persistent link: https://www.econbiz.de/10011916669
Saved in:
8
Monetary and fiscal policy switching with time-varying volatilities
Xu, Libo
;
Serletis, Apostolos
- In:
Economics letters
145
(
2016
),
pp. 202-205
Persistent link: https://www.econbiz.de/10011618412
Saved in:
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