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~person:"Serletis, Apostolos"
~subject:"GARCH-in-Mean model"
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GARCH-in-Mean model
ARCH model
32
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12
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Serletis, Apostolos
Liu, Jinan
3
Istiak, Khandokar
1
Rahman, Sajjadur
1
Xu, Libo
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1
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:
2
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:
3
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:
4
Financial intermediary leverage spillovers
Serletis, Apostolos
;
Istiak, Khandokar
- In:
Research in international business and finance
39
(
2017
),
pp. 1000-1007
Persistent link: https://www.econbiz.de/10011912429
Saved in:
5
Volatility and a century of energy markets dynamics
Serletis, Apostolos
;
Xu, Libo
- In:
Energy economics
55
(
2016
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011663070
Saved in:
6
Oil price uncertainty and the Canadian economy : evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model
Rahman, Sajjadur
;
Serletis, Apostolos
- In:
Energy economics
34
(
2012
)
2
,
pp. 603-610
Persistent link: https://www.econbiz.de/10009618675
Saved in:
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