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~subject:"ARCH model"
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ARCH model
Theorie
137
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137
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74
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73
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68
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68
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56
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56
Time series analysis
51
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49
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49
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38
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36
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32
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26
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26
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26
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25
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25
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24
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22
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22
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21
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21
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19
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19
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35
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3
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3
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1
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English
38
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Serletis, Apostolos
35
Xu, Libo
8
Liu, Jinan
7
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5
Kyritsis, Evangelos
4
Azad, Nahiyan Faisal
3
Hinich, Melvin J.
3
Pinno, Karl
2
Andersson, Jonas
1
Bonilla, Claudio A.
1
Chang, Dongfeng
1
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1
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1
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1
Istiak, Khandokar
1
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1
Lim, Kian-Ping
1
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1
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1
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Energy economics
4
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4
Open economies review
4
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4
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3
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3
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2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Research in international business and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economics letters
1
International journal of finance & economics : IJFE
1
Journal of economics and finance : JEF
1
Journal of emerging market finance
1
Journal of macroeconomics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Detecting nonlinearity in time series : surrogate and bootstrap approaches
Hinich, Melvin J.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10003284297
Saved in:
2
GARCH inadequacy for modelling exchange rates : empirical evidence from Latin America
Bonilla, Claudio A.
;
Romero-Meza, Rafael
;
Hinich, Melvin J.
- In:
Applied economics
39
(
2007
)
19/21
,
pp. 2529-2533
Persistent link: https://www.econbiz.de/10003608191
Saved in:
3
Statistical inadequacy of GARCH models for Asian stock markets : evidence and implications
Lim, Kian-Ping
;
Hinich, Melvin J.
;
Liew, Venus Khim-sen
- In:
Journal of emerging market finance
4
(
2005
)
3
,
pp. 263-279
Persistent link: https://www.econbiz.de/10003255763
Saved in:
4
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:
5
Oil price uncertainty and consumer sentiment in advanced economies
Azad, Nahiyan Faisal
;
Serletis, Apostolos
- In:
The energy journal
45
(
2024
)
6
,
pp. 159-175
Persistent link: https://www.econbiz.de/10015323984
Saved in:
6
Forecasting in inefficient commodity markets
Gkonkas, Periklēs
;
Serletis, Apostolos
- In:
Journal of economic studies
36
(
2009
)
3/4
,
pp. 383-392
Persistent link: https://www.econbiz.de/10003897776
Saved in:
7
Oil price uncertainty in Canada
Elder, John
;
Serletis, Apostolos
- In:
Energy economics
31
(
2009
)
6
,
pp. 852-856
Persistent link: https://www.econbiz.de/10003923183
Saved in:
8
The effects of exchange rate uncertainty on exports
Rahman, Sajjadur
;
Serletis, Apostolos
- In:
Journal of macroeconomics
31
(
2009
)
3
,
pp. 500-507
Persistent link: https://www.econbiz.de/10003888906
Saved in:
9
Oil price uncertainty and industrial production
Pinno, Karl
;
Serletis, Apostolos
- In:
The energy journal
34
(
2013
)
3
,
pp. 191-216
Persistent link: https://www.econbiz.de/10009771862
Saved in:
10
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
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