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~isPartOf:"Applied economics"
~isPartOf:"Indian journal of economics & business : IJEB"
~language:"eng"
~subject:"ARCH-Modell"
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ARCH-Modell
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Applied economics
Indian journal of economics & business : IJEB
Working paper
35
Global business & economics review
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ECONIS (ZBW)
14
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date (oldest first)
1
Oil price uncertainty and the
business
cycle : accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework
Thiem, Christopher
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3735-3751
Persistent link: https://www.econbiz.de/10012059407
Saved in:
2
Leverage effect and introduction of options and futures impact on equity market : a study in Indian context
Kumar, Atul
;
Raman, T. V.
;
Rastogi, Sanjay
- In:
Indian journal of economics & business : IJEB
17
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10012649820
Saved in:
3
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
4
Examining random walk hypothesis on major world financial indices
Musunuru, Naveen
;
Patton, Jamie
- In:
Indian journal of economics & business : IJEB
11
(
2012
)
3/4
,
pp. 571-586
Persistent link: https://www.econbiz.de/10009685109
Saved in:
5
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
6
A GARCH model approach to capital market volatility : the case of India
Mishra, P. K.
- In:
Indian journal of economics & business : IJEB
9
(
2010
)
3
,
pp. 631-641
Persistent link: https://www.econbiz.de/10009161224
Saved in:
7
Econometric modeling of time-varying conditional hetroscedasticity and asymmetry in volatility using GARCH and non-normal distribution : the case of national stock exchange of Indi...
Pati, Pratap Chandra
- In:
Indian journal of economics & business : IJEB
7
(
2008
)
1
,
pp. 129-143
Persistent link: https://www.econbiz.de/10003728381
Saved in:
8
Does U.S. monetary policy react to asset prices? : implications of stock market bubbles, volatility and productivity
Sooreea, Rajeev
- In:
Indian journal of economics & business : IJEB
6
(
2007
)
2
,
pp. 277-298
Persistent link: https://www.econbiz.de/10003569039
Saved in:
9
An analysis of forex market intervention : evidence from India
Kulkarni, Amit
- In:
Indian journal of economics & business : IJEB
5
(
2006
)
2
,
pp. 139-152
Persistent link: https://www.econbiz.de/10003391062
Saved in:
10
Stability, predictability and volatility of Asian emerging stock markets
Haque, Mahfuzul
;
Hassan, M. Kabir
;
Zaher, Tarek S.
- In:
Indian journal of economics & business : IJEB
3
(
2004
)
1
,
pp. 121-146
Persistent link: https://www.econbiz.de/10002166704
Saved in:
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