//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Serletis, Apostolos"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"ARCH model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
32
ARCH-Modell
32
Volatility
20
Volatilität
20
Oil price
12
Ölpreis
12
Theorie
8
Theory
8
VAR model
7
VAR-Modell
7
Estimation
6
GARCH-in-Mean model
6
Schätzung
6
Financial market
5
Finanzmarkt
5
Inflation expectations
5
Inflationserwartung
5
Spillover effect
5
Spillover-Effekt
5
Markov chain
4
Markov-Kette
4
Oil market
4
Ölmarkt
4
Asymmetric BEKK model
3
Crude oil
3
Electricity price
3
Energiemarkt
3
Energy market
3
Erdgas
3
GARCH
3
GARCH-in-mean model
3
Geldmenge
3
Industrialized countries
3
Industrieländer
3
Inflation
3
Low-interest-rate policy
3
Money supply
3
Multivariate Verteilung
3
Multivariate distribution
3
Natural gas
3
more ...
less ...
Online availability
All
Undetermined
19
Free
4
Type of publication
All
Article
28
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
32
Author
All
Serletis, Apostolos
McAleer, Michael
209
Chang, Chia-Lin
82
Gupta, Rangan
68
Bauwens, Luc
61
Engle, Robert F.
61
Hafner, Christian M.
60
Ma, Feng
60
Teräsvirta, Timo
56
Caporale, Guglielmo Maria
53
Caporin, Massimiliano
51
Karanasos, Menelaos
44
Francq, Christian
43
Conrad, Christian
40
Laurent, Sébastien
40
Herwartz, Helmut
39
Bouri, Elie
38
Rombouts, Jeroen V. K.
38
Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Asai, Manabu
34
Bollerslev, Tim
32
Kumar, Dilip
32
McMillan, David G.
32
Ardia, David
30
Zhang, Yaojie
30
Linton, Oliver
29
Rahbek, Anders
29
Saikkonen, Pentti
28
Allen, David E.
27
Kang, Sang Hoon
27
Mittnik, Stefan
27
Silvennoinen, Annastiina
27
Christoffersen, Peter F.
26
Hammoudeh, Shawkat
26
Hansen, Peter Reinhard
26
Tiwari, Aviral Kumar
26
Degiannakis, Stavros
25
Hamori, Shigeyuki
25
Huang, Zhuo
25
more ...
less ...
Published in...
All
Macroeconomic dynamics
5
Energy economics
4
Open economies review
4
Discussion paper / Department of Business and Management Science
3
Journal of economic studies
3
Research in international business and finance
2
The energy journal
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
1
Journal of economics and finance : JEF
1
Journal of macroeconomics
1
NHH Dept. of Business and Management Science Discussion Paper
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
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
21
-
30
of
32
Sort
Relevance
Date (newest first)
Date (oldest first)
21
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:
22
Volatility and a century of energy markets dynamics
Serletis, Apostolos
;
Xu, Libo
- In:
Energy economics
55
(
2016
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011663070
Saved in:
23
Money, velocity, and the stock market
Pinno, Karl
;
Serletis, Apostolos
- In:
Open economies review
27
(
2016
)
4
,
pp. 671-695
Persistent link: https://www.econbiz.de/10011716962
Saved in:
24
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:
25
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
Saved in:
26
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:
27
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:
28
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:
29
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:
30
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:
First
Prev
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->