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Do global financial crises validate assertions of fractal market hypothesis?

Dar, Arif Billah; Bhanja, Niyati; Tiwari, Aviral Kumar - In: International economics and economic policy : IEEP 14 (2017) 1, pp. 153-165

Persistent link: https://www.econbiz.de/10011877871

Time-frequency relationship between US output with commodity and asset prices

Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; … - In: Applied economics 48 (2016) 1/3, pp. 227-242

Persistent link: https://www.econbiz.de/10011412694

The relationship between monetary policy and uncertainty in advanced economies : evidence from time- and frequency-domains

Çekin, Semih Emre; Hkiri, Besma; Tiwari, Aviral Kumar; … - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 70-87

Persistent link: https://www.econbiz.de/10012431160

Market-risk optimization among the developed and emerging markets with cvar measure and copula simulation

Trabelsi, Nader; Tiwari, Aviral Kumar - In: Risks : open access journal 7 (2019) 3/78, pp. 1-20

In this paper, the generalized Pareto distribution (GPD) copula approach is utilized to solve the conditional value-at-risk (CVaR) portfolio problem. Particularly, this approach used (i) copula to model the complete linear and non-linear correlation dependence structure, (ii) Pareto tails to...

Persistent link: https://www.econbiz.de/10012127555