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~language:"eng"
~person:"Engle, Robert F."
~person:"Serletis, Apostolos"
~subject:"ARCH model"
~type_genre:"Article in journal"
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ARCH model
Theorie
117
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117
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79
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79
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63
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63
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51
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51
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44
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Engle, Robert F.
Serletis, Apostolos
Ma, Feng
60
McAleer, Michael
49
Gupta, Rangan
41
Bouri, Elie
31
Kumar, Dilip
31
Zhang, Yaojie
30
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28
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26
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24
Tiwari, Aviral Kumar
24
Wang, Yudong
24
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23
Francq, Christian
23
Hamori, Shigeyuki
23
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23
Yoon, Seong-min
23
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21
Liang, Chao
21
Nguyen, Duc Khuong
21
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20
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19
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19
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19
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18
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18
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18
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18
Xuan Vinh Vo
18
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17
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17
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17
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17
Hsing, Yu
16
Huang, Zhuo
16
Laurent, Sébastien
16
Malik, Farooq
16
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15
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15
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Macroeconomic dynamics
5
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4
Open economies review
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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3
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3
The review of financial studies
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ECONIS (ZBW)
44
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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
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:
4
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:
5
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:
6
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
7
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:
8
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
9
150 years of the oil price-macroeconomy relationship
Serletis, Apostolos
;
Mehmandosti, Elaheh Asadi
- In:
Macroeconomic dynamics
23
(
2019
)
3
,
pp. 1302-1311
Persistent link: https://www.econbiz.de/10012126896
Saved in:
10
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
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