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person:"Zhang, Lu"
~person:"Tiwari, Aviral Kumar"
~subject:"ARCH model"
~subject:"Forecasting model"
~subject:"Stock market"
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107
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42
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42
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Zhang, Lu
Tiwari, Aviral Kumar
Gupta, Rangan
135
Zaremba, Adam
88
McMillan, David G.
65
Pierdzioch, Christian
53
Diebold, Francis X.
52
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51
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48
Bali, Turan G.
47
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47
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46
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43
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41
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40
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40
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39
McAleer, Michael
38
Cakici, Nusret
36
Guidolin, Massimo
35
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34
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30
Zhang, Yaojie
30
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28
Guo, Hui
28
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28
Plastun, Alex
28
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26
Grobys, Klaus
26
Demirtas, K. Ozgur
25
Salisu, Afees A.
25
Jiang, Fuwei
24
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23
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23
Sum, Vichet
23
Balcilar, Mehmet
22
Ryu, Doojin
22
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21
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21
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21
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ECONIS (ZBW)
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Equity market volatility and expected risk premium
Chen, Long
(
contributor
);
Guo, Hui
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003739618
Saved in:
2
The stock market and aggregate employment
Chen, Long
;
Zhang, Lu
-
2009
Persistent link: https://www.econbiz.de/10003875812
Saved in:
3
Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem
;
Kalita, Mamoni
;
Tiwari, Aviral Kumar
- In:
Theoretical economics letters
5
(
2015
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
Saved in:
4
Exchange rate and stock price relationship : a wavelet analysis for India
Dar, Arif Billah
;
Bhanja, Niyati
;
Tiwari, Aviral Kumar
- In:
Indian economic review : biannual journal of the Delhi …
49
(
2014
)
1
,
pp. 125-142
Persistent link: https://www.econbiz.de/10011339582
Saved in:
5
Stock returns and inflation in Pakistan
Tiwari, Aviral Kumar
;
Dar, Arif Billah
;
Bhanja, Niyati
; …
- In:
Economic modelling
47
(
2015
),
pp. 23-31
Persistent link: https://www.econbiz.de/10011437015
Saved in:
6
An analysis of dependence between Central and Eastern European stock markets
Reboredo, Juan Carlos
;
Tiwari, Aviral Kumar
;
Albulescu, …
- In:
Economic systems
39
(
2015
)
3
,
pp. 474-490
Persistent link: https://www.econbiz.de/10011532315
Saved in:
7
Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas
Jammazi, Rania
;
Tiwari, Aviral Kumar
;
Ferrer, Román
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
Saved in:
8
Is the value spread a useful predictor of returns?
Liu, Naiping
(
contributor
);
Zhang, Lu
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003746210
Saved in:
9
Is the value spread a useful predictor of returns?
Liu, Naiping
;
Zhang, Lu
- In:
Journal of financial markets
11
(
2008
)
3
,
pp. 199-227
Persistent link: https://www.econbiz.de/10003751577
Saved in:
10
The value spread as a predictor of returns
Liu, Naiping
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10002823542
Saved in:
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