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~language:"ara"
~language:"eng"
~person:"Chan, Kam C."
~person:"Serletis, Apostolos"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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ARCH-Modell
Theorie
99
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99
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92
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77
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77
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65
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65
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48
Börsenkurs
44
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Chan, Kam C.
Serletis, Apostolos
Zakoïan, Jean-Michel
Ma, Feng
60
McAleer, Michael
49
Gupta, Rangan
41
Bouri, Elie
31
Kumar, Dilip
31
Zhang, Yaojie
30
McMillan, David G.
28
Kang, Sang Hoon
26
Hammoudeh, Shawkat
24
Tiwari, Aviral Kumar
24
Wang, Yudong
24
Degiannakis, Stavros
23
Francq, Christian
23
Hamori, Shigeyuki
23
Wei, Yu
23
Yoon, Seong-min
23
Hafner, Christian M.
21
Liang, Chao
21
Nguyen, Duc Khuong
21
Floros, Christos
19
Teräsvirta, Timo
19
Wu, Xinyu
19
Caporin, Massimiliano
18
Chiang, Thomas C.
18
Guesmi, Khaled
18
Mensi, Walid
18
Xuan Vinh Vo
18
Brooks, Robert
17
Chevallier, Julien
17
Choudhry, Taufiq
17
Engle, Robert F.
17
Karanasos, Menelaos
17
Hsing, Yu
16
Huang, Zhuo
16
Laurent, Sébastien
16
Malik, Farooq
16
Asai, Manabu
15
Bauwens, Luc
15
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Journal of econometrics
9
Energy economics
5
Macroeconomic dynamics
5
Open economies review
4
Econometric theory
3
Journal of economic studies
3
Annals of economics and statistics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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2
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2
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1
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1
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1
International journal of finance & economics : IJFE
1
Journal of economics and finance : JEF
1
Journal of financial econometrics
1
Journal of macroeconomics
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Journal of the American Statistical Association : JASA
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
48
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1
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10
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48
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date (oldest first)
1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
3
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
4
Volatility and dependence in energy markets
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 15-37
Persistent link: https://www.econbiz.de/10014227687
Saved in:
5
The complex relationship between inflation and equity returns
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economic studies
49
(
2022
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10012798614
Saved in:
6
Inflation and economic activity in advanced and emerging economies
Serletis, Apostolos
;
Liu, Jinan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4196-4223
Persistent link: https://www.econbiz.de/10013461321
Saved in:
7
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
8
World commodity prices and economic activity in advanced and emerging economies
Liu, Jinan
;
Serletis, Apostolos
- In:
Open economies review
33
(
2022
)
2
,
pp. 347-374
Persistent link: https://www.econbiz.de/10013273194
Saved in:
9
Forecasting oil futures market volatility in a financialized world : why speculative activities matter
Chan, Kam C.
;
Chan, Leo H.
;
Nguyen, Chi M.
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012667181
Saved in:
10
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
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