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person:"Rombouts, Jeroen V. K."
~person:"Tiwari, Aviral Kumar"
~subject:"Schätzung"
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Search: subject_exact:"GARCH model"
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Rombouts, Jeroen V. K.
Tiwari, Aviral Kumar
McAleer, Michael
47
Chang, Chia-Lin
25
Gupta, Rangan
24
Kumar, Dilip
20
Herwartz, Helmut
18
Paolella, Marc S.
17
Ma, Feng
16
Bouri, Elie
14
Conrad, Christian
13
Antonakakis, Nikolaos
12
Bauwens, Luc
12
Karanasos, Menelaos
12
Koopman, Siem Jan
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Caporin, Massimiliano
11
Huang, Zhuo
11
Malik, Farooq
11
Miller, Stephen M.
11
Mittnik, Stefan
11
Brooks, Robert
10
Chiang, Thomas C.
10
Floros, Christos
10
Hafner, Christian M.
10
Wu, Xinyu
10
Yoon, Seong-min
10
Bahmani-Oskooee, Mohsen
9
Bollerslev, Tim
9
Caporale, Guglielmo Maria
9
Chen, Cathy W. S.
9
Engle, Robert F.
9
Haas, Markus
9
Hamori, Shigeyuki
9
Jawadi, Fredj
9
Silvennoinen, Annastiina
9
Trojani, Fabio
9
Ardia, David
8
Balcilar, Mehmet
8
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8
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ECONIS (ZBW)
17
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1
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:
2
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
3
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
4
Time-frequency relationship between inflation and inflation uncertainty for the U.S. : evidence from historical data
Albulescu, Claudiu Tiberiu
;
Tiwari, Aviral Kumar
; …
-
2016
Persistent link: https://www.econbiz.de/10011547577
Saved in:
5
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Journal of economics and finance
42
(
2018
)
4
,
pp. 795-806
Persistent link: https://www.econbiz.de/10012031147
Saved in:
6
The dynamic relationship between stock returns and trading volume revisited : a MODWT-VAR approach
Gupta, Suman
;
Das, Debojyoti
;
Hasim, Haslifah Mohamad
; …
- In:
Finance research letters
27
(
2018
),
pp. 91-98
Persistent link: https://www.econbiz.de/10012006750
Saved in:
7
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
8
Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Research in international business and finance
42
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011747216
Saved in:
9
The time-varying correlation between output and prices in the United States over the period 1800-2014
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Economic systems
41
(
2017
)
1
,
pp. 98-108
Persistent link: https://www.econbiz.de/10011793897
Saved in:
10
Root-T consistent density estimation in GARCH models
Delaigle, Aurore
;
Meister, Alexander
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011610662
Saved in:
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