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~subject:"ARCH model"
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ARCH model
Volatility
65
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53
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52
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42
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Salisu, Afees A.
27
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17
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9
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7
Ji, Qiang
4
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3
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2
Akanni, Lateef O.
1
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1
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ECONIS (ZBW)
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1
Geopolitical risk and stock market volatility in emerging markets : a GARCH - MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Lasisi, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538937
Saved in:
2
US stock return predictability with high dimensional models
Salisu, Afees A.
;
Tchankam, Jean Paul
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014581651
Saved in:
3
Comparative performance of volatility models for the Nigerian stock market
Salisu, Afees A.
- In:
The empirical economics letters : a monthly …
11
(
2012
)
2
,
pp. 121-130
Persistent link: https://www.econbiz.de/10009758250
Saved in:
4
Modelling oil price volatility before, during and after the global financial crisis
Salisu, Afees A.
- In:
OPEC energy review
38
(
2014
)
4
,
pp. 469-495
Persistent link: https://www.econbiz.de/10010495856
Saved in:
5
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
6
Oil shocks and state-level stock market volatility of the United States : a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Cepni, Oguzhan
; …
- In:
Review of quantitative finance and accounting
63
(
2024
)
4
,
pp. 1473-1510
Persistent link: https://www.econbiz.de/10015178531
Saved in:
7
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
8
Modeling returns and volatility transmission between oil price and US-Nigeria exchange rate
Salisu, Afees A.
;
Mobolaji, Hakeem Ishola
- In:
Energy economics
39
(
2013
),
pp. 169-176
Persistent link: https://www.econbiz.de/10010234972
Saved in:
9
Modeling oil price-US stock nexus : a VARMA-BEKK-AGARCH approach
Salisu, Afees A.
;
Oloko, Tirimisiyu F.
- In:
Energy economics
50
(
2015
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011563864
Saved in:
10
The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
Saved in:
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