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~accessRights:"restricted"
~person:"McMillan, David G."
~person:"Tiwari, Aviral Kumar"
~subject:"ARCH model"
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Search: subject_exact:"Aktienkurs"
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ARCH model
Börsenkurs
53
Share price
53
Capital income
33
Kapitaleinkommen
33
Aktienmarkt
29
Stock market
29
Estimation
27
Schätzung
27
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McMillan, David G.
Tiwari, Aviral Kumar
Ma, Feng
23
Gupta, Rangan
15
Zhang, Yaojie
13
Wang, Jiqian
10
Bouri, Elie
9
Molnár, Peter
9
Li, Yan
7
Wu, Xinyu
7
Chiang, Thomas C.
6
Liang, Chao
6
Wang, Yudong
6
Wei, Yu
6
Xuan Vinh Vo
6
Corbet, Shaen
5
Floros, Christos
5
Hammoudeh, Shawkat
5
Lu, Xinjie
5
Wahab, M. I. M.
5
Yin, Libo
5
Zeng, Qing
5
Balcilar, Mehmet
4
Bauwens, Luc
4
Brooks, Robert
4
Demirer, Rıza
4
Engle, Robert F.
4
Gillas, Konstantinos Gkillas
4
Ho, Kin-Yip
4
Jawadi, Fredj
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Li, Tao
4
Lucey, Brian M.
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Malik, Farooq
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McAleer, Michael
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Nonejad, Nima
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Roubaud, David
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Sehgal, Sanjay
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Shi, Yanlin
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Yoon, Seong-min
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3
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Energy economics
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2
Finance research letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
13
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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
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
3
Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies : evidence from wavelet nonlinear denoised based quantile and Granger-causality...
Hamdi, Besma
;
Aloui, Mouna
;
Alqahtani, Faisal
;
Tiwari, …
- In:
Energy economics
80
(
2019
),
pp. 536-552
Persistent link: https://www.econbiz.de/10012173684
Saved in:
4
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
Saved in:
5
Bitcoin returns and risk : a general GARCH and GAS analysis
Troster, Victor
;
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
; …
- In:
Finance research letters
30
(
2019
),
pp. 187-193
Persistent link: https://www.econbiz.de/10012420417
Saved in:
6
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:
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
Time-varying correlations and interrelations : firm-level-based sector evidence
Evans, P.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10011704219
Saved in:
9
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:
10
Co-movements and contagion between international stock index futures markets
Albulescu, Claudiu Tiberiu
;
Goyeau, Daniel
;
Tiwari, …
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1529-1568
Persistent link: https://www.econbiz.de/10011945853
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