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~language:"eng"
~person:"McAleer, Michael"
~person:"Serletis, Apostolos"
~subject:"Estimation theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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Estimation theory
Volatility
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158
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158
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103
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87
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86
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76
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76
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McAleer, Michael
Serletis, Apostolos
Gupta, Rangan
157
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95
Bouri, Elie
87
Ma, Feng
87
Bahmani-Oskooee, Mohsen
78
Linton, Oliver
72
Lee, Lung-fei
65
Tiwari, Aviral Kumar
64
Baltagi, Badi H.
63
Hammoudeh, Shawkat
63
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62
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61
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53
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53
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51
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Xuan Vinh Vo
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44
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42
Andersen, Torben
41
Brooks, Robert
41
Gao, Jiti
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Pierdzioch, Christian
40
Robinson, Peter M.
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40
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39
Perron, Pierre
39
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38
Demirer, Rıza
38
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38
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Econometric reviews
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ECONIS (ZBW)
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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
Interactive effects between input and output technical inefficiencies
Esheba, Muna
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
27
(
2023
)
4
,
pp. 1138-1165
Persistent link: https://www.econbiz.de/10014306716
Saved in:
4
Oil price uncertainty and climate risks
Serletis, Apostolos
;
Xu, Libo
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 323-332
Persistent link: https://www.econbiz.de/10014252683
Saved in:
5
The oil price-macroeconomy dependence
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2501-2520
Persistent link: https://www.econbiz.de/10014388954
Saved in:
6
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:
7
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
8
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
9
Oil price shocks in major emerging economies
Azad, Nahiyan Faisal
;
Serletis, Apostolos
- In:
The energy journal
43
(
2022
)
4
,
pp. 199-213
Persistent link: https://www.econbiz.de/10013411968
Saved in:
10
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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