//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Tiwari, Aviral Kumar"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"GARCH model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
26
ARCH-Modell
26
Volatility
20
Volatilität
20
Börsenkurs
11
Share price
11
Estimation
10
Schätzung
10
Capital income
9
Kapitaleinkommen
9
Aktienmarkt
7
GARCH
7
Stock market
7
Correlation
6
Korrelation
6
Portfolio selection
5
Portfolio-Management
5
Risikomaß
5
Risk measure
5
Spillover effect
5
Spillover-Effekt
5
USA
5
United States
5
Causality analysis
4
Kausalanalyse
4
Multivariate Verteilung
4
Multivariate distribution
4
Oil price
4
Virtual currency
4
Virtuelle Währung
4
Volatility spillovers
4
Welt
4
World
4
Ölpreis
4
Aktienindex
3
Bitcoin
3
Conditional correlation
3
Risiko
3
Risk
3
Stock index
3
more ...
less ...
Online availability
All
Undetermined
23
Free
2
Type of publication
All
Article
24
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
26
Author
All
Tiwari, Aviral Kumar
McAleer, Michael
210
Chang, Chia-Lin
83
Caporale, Guglielmo Maria
72
Gupta, Rangan
68
Teräsvirta, Timo
62
Bauwens, Luc
61
Ma, Feng
60
Engle, Robert F.
59
Hafner, Christian M.
59
Caporin, Massimiliano
51
Francq, Christian
45
Karanasos, Menelaos
44
Spagnolo, Nicola
43
Conrad, Christian
40
Laurent, Sébastien
40
Bouri, Elie
39
Herwartz, Helmut
39
Rombouts, Jeroen V. K.
38
Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Spagnolo, Fabio
36
Asai, Manabu
34
Kumar, Dilip
34
Bollerslev, Tim
32
McMillan, David G.
32
Serletis, Apostolos
32
Silvennoinen, Annastiina
31
Ardia, David
30
Zhang, Yaojie
30
Linton, Oliver
29
Rahbek, Anders
29
Saikkonen, Pentti
29
Kang, Sang Hoon
28
Mittnik, Stefan
28
Allen, David E.
27
Hammoudeh, Shawkat
27
Christoffersen, Peter F.
26
Hamori, Shigeyuki
26
Hansen, Peter Reinhard
26
more ...
less ...
Published in...
All
Energy economics
5
Finance research letters
4
Research in international business and finance
3
Applied economics
2
Computational economics
1
ERF working papers series
1
Economic systems
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of Asia Pacific business
1
Journal of commodity markets
1
Journal of economics and finance
1
Technological forecasting & social change : an international journal
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
1
Theoretical economics letters
1
Working papers / University of Connecticut, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Technological forecasting & social change : an …
186PA
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014250438
Saved in:
2
CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader
;
Tiwari, Aviral Kumar
- In:
Computational economics
61
(
2023
)
2
,
pp. 775-805
Persistent link: https://www.econbiz.de/10014228462
Saved in:
3
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
4
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
5
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
6
Quantile risk spillovers between energy and agricultural commodity markets : evidence from pre and during COVID-19 outbreak
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
113
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013540565
Saved in:
7
Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX
Mensi, Walid
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
; …
-
2019
Persistent link: https://www.econbiz.de/10012144916
Saved in:
8
Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader
;
Gozgor, Giray
;
Tiwari, Aviral Kumar
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
Saved in:
9
Exchange rate return and volatility spillover across major trading partners of India
Mishra, Bibhuti Ranjan
;
Pradhan, Ashis Kumar
;
Tiwari, …
- In:
Journal of Asia Pacific business
21
(
2020
)
2
,
pp. 80-101
Persistent link: https://www.econbiz.de/10012258208
Saved in:
10
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->