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~person:"Hegerty, Scott W."
~subject:"ARCH model"
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Search: subject:"Volatilität"
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Hegerty, Scott W.
McAleer, Michael
128
Chang, Chia-Lin
66
Ma, Feng
60
Gupta, Rangan
57
Bouri, Elie
36
Caporale, Guglielmo Maria
33
Bauwens, Luc
32
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28
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Kang, Sang Hoon
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Conrad, Christian
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Liang, Chao
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Serletis, Apostolos
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Silvennoinen, Annastiina
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Tiwari, Aviral Kumar
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Wu, Xinyu
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Yoon, Seong-min
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Laurent, Sébastien
19
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18
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18
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17
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17
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Applied financial economics
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
1
Zagreb international review of economics & business
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GARCH-based versus traditional measures of exchange-rate volatility : evidence from Korean industry trade
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
;
Hegerty, Scott W.
- In:
International journal of trade and global markets
9
(
2016
)
2
,
pp. 103-136
Persistent link: https://www.econbiz.de/10011548174
Saved in:
2
Commodity-price volatility and macroeconomic spillovers : evidence from nine emerging markets
Hegerty, Scott W.
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011672281
Saved in:
3
Oil-Price volatility and macroeconomic spillovers in Central and Eastern Europe : evidence from a multivariate GARCH model
Hegerty, Scott W.
- In:
Zagreb international review of economics & business
18
(
2015
)
2
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011412254
Saved in:
4
Interest-rate volatility and volatility transmission in nine Latin American countries
Hegerty, Scott W.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 927-937
Persistent link: https://www.econbiz.de/10010410391
Saved in:
5
Output volatility and its transmission in transition economies : implications for European integration
Hegerty, Scott W.
- In:
Journal of economic integration
27
(
2012
)
4
,
pp. 520-536
Persistent link: https://www.econbiz.de/10009678988
Saved in:
6
Interest-rate volatility and volatility spillovers in emerging Europe
Hegerty, Scott W.
- In:
International review of applied economics
25
(
2011
)
5
,
pp. 599-614
Persistent link: https://www.econbiz.de/10009355303
Saved in:
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