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~isPartOf:"Applied financial economics"
~isPartOf:"Global business & economics review"
~subject:"ARCH-Modell"
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Stavroyiannis, Stavros
5
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3
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2
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2
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Applied financial economics
Global business & economics review
Energy economics
253
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123
International review of economics & finance : IREF
113
Economics letters
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62
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56
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54
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Studies in economics and finance
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ECONIS (ZBW)
117
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117
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1
Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets
Gupta, Pankaj Kumar
;
Mittal, Prabhat
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 56-71
Persistent link: https://www.econbiz.de/10014490993
Saved in:
2
Modelling stock market volatility using asymmetric GARCH models : evidence from BRICS stock markets
Siddiqui, Ayesha
;
Shamim, Mohd
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 107-127
Persistent link: https://www.econbiz.de/10014491085
Saved in:
3
Growth volatility and income inequality : asymmetric analysis for France
Ghosh, Sudeshna
- In:
Global business & economics review
24
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012504637
Saved in:
4
On the devolatised returns and dynamic conditional correlations GARCH modelling in selected European indices
Stavroyiannis, Stavros
;
Zarangas, Leonidas P.
- In:
Global business & economics review
17
(
2015
)
3
,
pp. 256-267
Persistent link: https://www.econbiz.de/10011498510
Saved in:
5
Modelling and forecasting volatility of the Botswana and Namibia stock market returns : evidence using GARCH models with different distribution densities
Coffie, William
- In:
Global business & economics review
20
(
2018
)
1
,
pp. 18-35
Persistent link: https://www.econbiz.de/10011953628
Saved in:
6
The calendar anomalies on performance and volatility of stock market : the effects of Ramadan on Karachi Stock Exchange
Khan, Kalimullah
;
Nasir, Muhammad Ali
;
Rossi, Matteo
- In:
Global business & economics review
19
(
2017
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011665604
Saved in:
7
Dynamic conditional correlations of the MINTs with the BRICs and the major markets : a first look to a globally diversified portfolio
Stavroyiannis, Stavros
;
Babalos, Vassilios
- In:
Global business & economics review
19
(
2017
)
6
,
pp. 671-686
Persistent link: https://www.econbiz.de/10011953592
Saved in:
8
Expected shortfall and tail conditional expectation with the Pearson type IV distribution
Stavroyiannis, Stavros
- In:
Global business & economics review
18
(
2016
)
1
,
pp. 41-53
Persistent link: https://www.econbiz.de/10011738550
Saved in:
9
On the generalised Pearson distribution for application in financial time series modelling
Stavroyiannis, Stavros
- In:
Global business & economics review
16
(
2014
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010495081
Saved in:
10
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
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