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Modelling the dynamics of Bitcoin and Litecoin : GARCH versus stochastic volatility models
Tiwari, Aviral Kumar; Kumar, Satish; Pathak, Rajesh - In: Applied economics 51 (2019) 37, pp. 4073-4082
Persistent link: https://www.econbiz.de/10012196960
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Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar; Jena, Sangram Keshari; Abakah, … - In: Applied economics 56 (2024) 2, pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
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Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Tiwari, Aviral Kumar; Pathak, Rajesh; DasGupta, Ranjan; … - In: Applied economics 53 (2021) 58, pp. 6770-6788
Persistent link: https://www.econbiz.de/10012697968
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Time-frequency relationship between US output with commodity and asset prices
Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; … - In: Applied economics 48 (2016) 1/3, pp. 227-242
Persistent link: https://www.econbiz.de/10011412694
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Renewable and nonrenewable energy production and economic growth in sub-Saharan Africa : a hidden cointegration analysis
Tiwari, Aviral Kumar; Apergēs, Nikolaos; Olayeni, … - In: Applied economics 47 (2015) 7/9, pp. 861-882
Persistent link: https://www.econbiz.de/10010512091
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Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Abakah, … - In: Applied economics 55 (2023) 12, pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892