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~subject:"ARCH model"
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ARCH model
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Serletis, Apostolos
32
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7
Liu, Jinan
6
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5
Rahman, Sajjadur
5
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2
Chang, Dongfeng
2
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2
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1
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1
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ECONIS (ZBW)
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The effects of exchange rate uncertainty on exports
Rahman, Sajjadur
;
Serletis, Apostolos
- In:
Journal of macroeconomics
31
(
2009
)
3
,
pp. 500-507
Persistent link: https://www.econbiz.de/10003888906
Saved in:
2
The output effects of money growth uncertainty : evidence from a multivariate GARCH-in-Mean VAR
Serletis, Apostolos
;
Rahman, Sajjadur
- In:
Open economies review
20
(
2009
)
5
,
pp. 607-630
Persistent link: https://www.econbiz.de/10003894186
Saved in:
3
Forecasting in inefficient commodity markets
Gkonkas, Periklēs
;
Serletis, Apostolos
- In:
Journal of economic studies
36
(
2009
)
3/4
,
pp. 383-392
Persistent link: https://www.econbiz.de/10003897776
Saved in:
4
The effects of inflation uncertainty : some international evidence
Rahman, Sajjadur
;
Serletis, Apostolos
- In:
Journal of economic studies
36
(
2009
)
5/6
,
pp. 541-550
Persistent link: https://www.econbiz.de/10003915975
Saved in:
5
Oil price uncertainty in Canada
Elder, John
;
Serletis, Apostolos
- In:
Energy economics
31
(
2009
)
6
,
pp. 852-856
Persistent link: https://www.econbiz.de/10003923183
Saved in:
6
The asymmetric effects of oil price shocks
Rahman, Sajjadur
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
15
(
2011
),
pp. 437-471
Persistent link: https://www.econbiz.de/10009505817
Saved in:
7
Oil price uncertainty and industrial production
Pinno, Karl
;
Serletis, Apostolos
- In:
The energy journal
34
(
2013
)
3
,
pp. 191-216
Persistent link: https://www.econbiz.de/10009771862
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8
Oil price uncertainty and the Canadian economy : evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model
Rahman, Sajjadur
;
Serletis, Apostolos
- In:
Energy economics
34
(
2012
)
2
,
pp. 603-610
Persistent link: https://www.econbiz.de/10009618675
Saved in:
9
Energy markets volatility modelling using GARCH
Efimova, Olga
;
Serletis, Apostolos
- In:
Energy economics
43
(
2014
),
pp. 264-273
Persistent link: https://www.econbiz.de/10010504818
Saved in:
10
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
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