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ARCH model
Volatility
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317
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316
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Gupta, Rangan
91
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17
Salisu, Afees A.
17
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12
Apergēs, Nikolaos
11
Demirer, Rıza
9
Ji, Qiang
8
Ogbonna, Ahamuefula Ephraim
8
Segnon, Mawuli
7
Cepni, Oguzhan
6
Lux, Thomas
6
Ajmi, Ahdi Noomen
5
Antonakakis, Nikolaos
5
Nasr, Adnen Ben
5
Tiwari, Aviral Kumar
5
Wohar, Mark E.
5
Balcilar, Mehmet
4
Cuñado Eizaguirre, Juncal
4
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4
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3
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2
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2
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2
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2
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2
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2
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Department of Economics working paper series
25
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5
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4
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4
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3
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3
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3
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ECONIS (ZBW)
102
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1
Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach
Apergēs, Nikolaos
;
Bonato, Matteo
;
Gupta, Rangan
; …
- In:
Defence and peace economics
29
(
2018
)
6
,
pp. 684-696
Persistent link: https://www.econbiz.de/10011957107
Saved in:
2
Exchange rate volatility and accounting for the impact of economic events : evidence from a GARCH model
Apergēs, Nikolaos
- In:
The Indian economic journal
46
(
1998/1999
)
3
,
pp. 110-115
Persistent link: https://www.econbiz.de/10001381703
Saved in:
3
Inflation, output growth, volatility and causality : evidence from panel data and the G7 countries
Apergēs, Nikolaos
- In:
Economics letters
83
(
2004
)
2
,
pp. 185-191
Persistent link: https://www.econbiz.de/10001991427
Saved in:
4
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
5
The role of FOMC minutes for US asset prices before and after the 2008 crisis : evidence from GARCH volatility modeling
Apergēs, Nikolaos
- In:
The quarterly review of economics and finance : journal …
55
(
2015
),
pp. 100-107
Persistent link: https://www.econbiz.de/10011334660
Saved in:
6
COVID-19 and cryptocurrency volatility : evidence from asymmetric modelling
Apergēs, Nikolaos
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459882
Saved in:
7
Food price volatility and macroeconomic factors : evidence from GARCH and GARCH-X estimates
Apergēs, Nikolaos
;
Rezitis, Anthony N.
- In:
Journal of agricultural and applied economics
43
(
2011
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10009405355
Saved in:
8
Money volatility and output volatility : any asymmetric effects? : Evidence from conditional measures of volatility
Apergēs, Nikolaos
;
Miller, Stephen M.
- In:
Journal of economic studies
32
(
2005
)
5/6
,
pp. 511-523
Persistent link: https://www.econbiz.de/10003224459
Saved in:
9
Good volatility, bad volatility : what drives the asymmetric connectedness of Australian electricity markets?
Apergēs, Nikolaos
;
Baruník, Jozef
;
Lau, Chi Keung
- In:
Energy economics
66
(
2017
),
pp. 108-115
Persistent link: https://www.econbiz.de/10011896435
Saved in:
10
The impact of 11/13 Paris terrorist attacks on stock prices : evidence from the international defence industry
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 45-48
Persistent link: https://www.econbiz.de/10011703810
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