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subject:"Volatilität"
type_genre:"Article in journal"
~person:"Gil-Alaña, Luis A."
~person:"Wohar, Mark E."
~subject:"ARCH model"
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Volatilität
ARCH model
Estimation
206
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206
Time series analysis
89
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89
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57
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57
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51
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Article in journal
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Gil-Alaña, Luis A.
Wohar, Mark E.
Gupta, Rangan
62
Bahmani-Oskooee, Mohsen
35
Ma, Feng
25
McAleer, Michael
24
Todorov, Viktor
24
Bouri, Elie
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Bollerslev, Tim
22
Pierdzioch, Christian
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21
Xuan Vinh Vo
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Chiang, Thomas C.
17
Kang, Sang Hoon
17
Tiwari, Aviral Kumar
17
Brooks, Robert
16
Caporale, Guglielmo Maria
16
Mensi, Walid
16
Yoon, Seong-min
16
Asai, Manabu
15
Rashid, Abdul
15
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Apergēs, Nikolaos
13
McMillan, David G.
13
Tauchen, George Eugene
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Wang, Yudong
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Zhu, Huiming
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Lee, Chien-chiang
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Malik, Farooq
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Wu, Xinyu
12
Caporin, Massimiliano
11
Demirer, Rıza
11
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11
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11
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The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics letters
2
Energy economics
2
Finance research letters
2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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ECONIS (ZBW)
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1
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
2
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
3
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
4
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
5
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
6
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
7
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
8
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
9
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
10
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
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