Publication Information

{'id': 'https://openalex.org/W2028965345', 'doi': 'https://doi.org/10.1080/13504851.2010.537615', 'title': 'Stock returns in emerging markets and the use of GARCH models', 'display_name': 'Stock returns in emerging markets and the use of GARCH models', 'publication_year': 2011, 'publication_date': '2011-03-09', 'ids': {'openalex': 'https://openalex.org/W2028965345', 'doi': 'https://doi.org/10.1080/13504851.2010.537615', 'mag': '2028965345'}, 'language': 'en', 'primary_location': {'is_oa': False, 'landing_page_url': 'https://doi.org/10.1080/13504851.2010.537615', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S96544531', 'display_name': 'Applied Economics Letters', 'issn_l': '1350-4851', 'issn': ['1350-4851', '1466-4291'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320547', 'host_organization_name': 'Taylor & Francis', 'host_organization_lineage': ['https://openalex.org/P4310320547'], 'host_organization_lineage_names': ['Taylor & Francis'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}, 'type': 'article', 'type_crossref': 'journal-article', 'indexed_in': ['crossref'], 'open_access': {'is_oa': False, 'oa_status': 'closed', 'oa_url': None, 'any_repository_has_fulltext': False}, 'authorships': [{'author_position': 'first', 'author': {'id': 'https://openalex.org/A5046536663', 'display_name': 'Claudio A. Bonilla', 'orcid': 'https://orcid.org/0000-0002-5607-4127'}, 'institutions': [{'id': 'https://openalex.org/I69737025', 'display_name': 'University of Chile', 'ror': 'https://ror.org/047gc3g35', 'country_code': 'CL', 'type': 'education', 'lineage': ['https://openalex.org/I69737025']}], 'countries': ['CL'], 'is_corresponding': False, 'raw_author_name': 'Claudio A. Bonilla', 'raw_affiliation_strings': [' School of Economics and Business, University of Chile, Santiago, Chile'], 'affiliations': [{'raw_affiliation_string': ' School of Economics and Business, University of Chile, Santiago, Chile', 'institution_ids': ['https://openalex.org/I69737025']}]}, {'author_position': 'last', 'author': {'id': 'https://openalex.org/A5022410509', 'display_name': 'Jean P. Sepúlveda', 'orcid': 'https://orcid.org/0000-0001-6826-9477'}, 'institutions': [{'id': 'https://openalex.org/I133599470', 'display_name': 'Universidad del Desarrollo', 'ror': 'https://ror.org/05y33vv83', 'country_code': 'CL', 'type': 'education', 'lineage': ['https://openalex.org/I133599470']}], 'countries': ['CL'], 'is_corresponding': False, 'raw_author_name': 'Jean Sepúlveda', 'raw_affiliation_strings': ['School of Business and Economics , Universidad del Desarrollo , Ainavillo 456, Concepción, na Chile, Chile'], 'affiliations': [{'raw_affiliation_string': 'School of Business and Economics , Universidad del Desarrollo , Ainavillo 456, Concepción, na Chile, Chile', 'institution_ids': ['https://openalex.org/I133599470']}]}], 'institution_assertions': [], 'countries_distinct_count': 1, 'institutions_distinct_count': 2, 'corresponding_author_ids': [], 'corresponding_institution_ids': [], 'apc_list': None, 'apc_paid': None, 'fwci': 3.365, 'has_fulltext': True, 'fulltext_origin': 'ngrams', 'cited_by_count': 19, 'citation_normalized_percentile': {'value': 0.945492, 'is_in_top_1_percent': False, 'is_in_top_10_percent': True}, 'cited_by_percentile_year': {'min': 89, 'max': 90}, 'biblio': {'volume': '18', 'issue': '14', 'first_page': '1321', 'last_page': '1325'}, 'is_retracted': False, 'is_paratext': False, 'primary_topic': {'id': 'https://openalex.org/T11059', 'display_name': 'Market Dynamics and Volatility', 'score': 0.9987, 'subfield': {'id': 'https://openalex.org/subfields/2002', 'display_name': 'Economics and Econometrics'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}, 'topics': [{'id': 'https://openalex.org/T11059', 'display_name': 'Market Dynamics and Volatility', 'score': 0.9987, 'subfield': {'id': 'https://openalex.org/subfields/2002', 'display_name': 'Economics and Econometrics'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}, {'id': 'https://openalex.org/T10282', 'display_name': 'Financial Risk and Volatility Modeling', 'score': 0.9974, 'subfield': {'id': 'https://openalex.org/subfields/2003', 'display_name': 'Finance'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}, {'id': 'https://openalex.org/T10047', 'display_name': 'Financial Markets and Investment Strategies', 'score': 0.996, 'subfield': {'id': 'https://openalex.org/subfields/2003', 'display_name': 'Finance'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}], 'keywords': [{'id': 'https://openalex.org/keywords/stock', 'display_name': 'Stock (firearms)', 'score': 0.4814967}, {'id': 'https://openalex.org/keywords/spillover-effect', 'display_name': 'Spillover effect', 'score': 0.4714735}], 'concepts': [{'id': 'https://openalex.org/C23922673', 'wikidata': 'https://www.wikidata.org/wiki/Q180752', 'display_name': 'Autoregressive conditional heteroskedasticity', 'level': 3, 'score': 0.8083991}, {'id': 'https://openalex.org/C162324750', 'wikidata': 'https://www.wikidata.org/wiki/Q8134', 'display_name': 'Economics', 'level': 0, 'score': 0.7278706}, {'id': 'https://openalex.org/C149782125', 'wikidata': 'https://www.wikidata.org/wiki/Q160039', 'display_name': 'Econometrics', 'level': 1, 'score': 0.7013231}, {'id': 'https://openalex.org/C101104100', 'wikidata': 'https://www.wikidata.org/wiki/Q1063540', 'display_name': 'Heteroscedasticity', 'level': 2, 'score': 0.67045426}, {'id': 'https://openalex.org/C91602232', 'wikidata': 'https://www.wikidata.org/wiki/Q756115', 'display_name': 'Volatility (finance)', 'level': 2, 'score': 0.64366794}, {'id': 'https://openalex.org/C159877910', 'wikidata': 'https://www.wikidata.org/wiki/Q2202883', 'display_name': 'Autoregressive model', 'level': 2, 'score': 0.5524018}, {'id': 'https://openalex.org/C88389905', 'wikidata': 'https://www.wikidata.org/wiki/Q223371', 'display_name': 'Stock market index', 'level': 4, 'score': 0.5288055}, {'id': 'https://openalex.org/C2780821815', 'wikidata': 'https://www.wikidata.org/wiki/Q5340806', 'display_name': 'Portfolio', 'level': 2, 'score': 0.5117011}, {'id': 'https://openalex.org/C204036174', 'wikidata': 'https://www.wikidata.org/wiki/Q909380', 'display_name': 'Stock (firearms)', 'level': 2, 'score': 0.4814967}, {'id': 'https://openalex.org/C55527203', 'wikidata': 'https://www.wikidata.org/wiki/Q334194', 'display_name': 'Spillover effect', 'level': 2, 'score': 0.4714735}, {'id': 'https://openalex.org/C2780299701', 'wikidata': 'https://www.wikidata.org/wiki/Q475000', 'display_name': 'Stock market', 'level': 3, 'score': 0.45810983}, {'id': 'https://openalex.org/C106159729', 'wikidata': 'https://www.wikidata.org/wiki/Q2294553', 'display_name': 'Financial economics', 'level': 1, 'score': 0.45292556}, {'id': 'https://openalex.org/C121087249', 'wikidata': 'https://www.wikidata.org/wiki/Q546395', 'display_name': 'Emerging markets', 'level': 2, 'score': 0.44648364}, {'id': 'https://openalex.org/C10138342', 'wikidata': 'https://www.wikidata.org/wiki/Q43015', 'display_name': 'Finance', 'level': 1, 'score': 0.11333382}, {'id': 'https://openalex.org/C139719470', 'wikidata': 'https://www.wikidata.org/wiki/Q39680', 'display_name': 'Macroeconomics', 'level': 1, 'score': 0.097999185}, {'id': 'https://openalex.org/C78519656', 'wikidata': 'https://www.wikidata.org/wiki/Q101333', 'display_name': 'Mechanical engineering', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C151730666', 'wikidata': 'https://www.wikidata.org/wiki/Q7205', 'display_name': 'Paleontology', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C2780762169', 'wikidata': 'https://www.wikidata.org/wiki/Q5905368', 'display_name': 'Horse', 'level': 2, 'score': 0.0}, {'id': 'https://openalex.org/C127413603', 'wikidata': 'https://www.wikidata.org/wiki/Q11023', 'display_name': 'Engineering', 'level': 0, 'score': 0.0}, {'id': 'https://openalex.org/C86803240', 'wikidata': 'https://www.wikidata.org/wiki/Q420', 'display_name': 'Biology', 'level': 0, 'score': 0.0}], 'mesh': [], 'locations_count': 1, 'locations': [{'is_oa': False, 'landing_page_url': 'https://doi.org/10.1080/13504851.2010.537615', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S96544531', 'display_name': 'Applied Economics Letters', 'issn_l': '1350-4851', 'issn': ['1350-4851', '1466-4291'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320547', 'host_organization_name': 'Taylor & Francis', 'host_organization_lineage': ['https://openalex.org/P4310320547'], 'host_organization_lineage_names': ['Taylor & Francis'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}], 'best_oa_location': None, 'sustainable_development_goals': [], 'grants': [], 'datasets': [], 'versions': [], 'referenced_works_count': 21, 'referenced_works': ['https://openalex.org/W1503306490', 'https://openalex.org/W1508684584', 'https://openalex.org/W185461399', 'https://openalex.org/W1974037450', 'https://openalex.org/W1979575715', 'https://openalex.org/W1995526658', 'https://openalex.org/W1999996900', 'https://openalex.org/W2017222951', 'https://openalex.org/W2017339966', 'https://openalex.org/W2029107609', 'https://openalex.org/W2038643151', 'https://openalex.org/W2057350506', 'https://openalex.org/W2077791698', 'https://openalex.org/W2079433491', 'https://openalex.org/W2099492490', 'https://openalex.org/W2126974542', 'https://openalex.org/W2286201810', 'https://openalex.org/W2735054873', 'https://openalex.org/W3126063933', 'https://openalex.org/W4200493676', 'https://openalex.org/W610644454'], 'related_works': ['https://openalex.org/W3216834999', 'https://openalex.org/W3183586935', 'https://openalex.org/W3124100177', 'https://openalex.org/W2776656900', 'https://openalex.org/W2182231296', 'https://openalex.org/W2031589205', 'https://openalex.org/W2017138702', 'https://openalex.org/W1978494725', 'https://openalex.org/W1968843728', 'https://openalex.org/W1608601224'], 'abstract_inverted_index': {'We': [0, 38, 66], 'use': [1, 111], 'the': [2, 10, 20, 56, 60, 123, 132], 'Hinich': [3], 'portmanteau': [4], 'bicorrelation': [5], 'test': [6], 'to': [7, 23, 50, 159], 'detect': [8], 'for': [9, 55, 117, 131], 'adequacy': [11], 'of': [12, 27, 32, 46, 59, 73, 78, 97, 102, 125, 134, 145], 'using': [13, 84, 114, 156], 'GARCH': [14, 42, 126, 157], '(Generalized': [15], 'Autoregressive': [16], 'Conditional': [17], 'Heteroscedasticity)': [18], 'as': [19], 'data-generating': [21], 'process': [22, 58], 'model': [24], 'conditional': [25], 'volatility': [26, 150], 'stock': [28, 63, 135], 'market': [29, 64], 'index': [30, 136], 'rates': [31], 'return': [33], 'in': [34], '13': [35, 61], 'emerging': [36, 62], 'economies.': [37], 'find': [39, 91], 'that': [40, 92, 108], 'a': [41], 'formulation': [43], 'or': [44], 'any': [45], 'its': [47], 'variants': [48], 'fail': [49], 'provide': [51], 'an': [52], 'adequate': [53], 'characterization': [54], 'underlying': [57], 'indices.': [65], 'also': [67], 'study': [68], 'whether': [69], 'there': [70, 93], 'exist': [71, 94], 'evidence': [72, 101], 'ARCH': [74, 103], 'effects,': [75], 'over': [76], 'windows': [77], '200,': [79], '400': [80], 'and': [81, 90, 120, 140, 148], '800': [82], 'observations,': [83], "Engle's": [85], 'LM': [86], '(Lagrange': [87], 'Multiplier)': [88], 'test,': [89], 'long': [95], 'periods': [96], 'time': [98], 'with': [99], 'no': [100], 'effects.': [104], 'The': [105], 'results': [106], 'suggest': [107], 'policymakers': [109], 'should': [110], 'caution': [112], 'when': [113, 155], 'autoregressive': [115], 'models': [116, 127, 158], 'policy': [118], 'analysis': [119], 'forecast': [121], 'because': [122], 'inadequacy': [124], 'has': [128], 'strong': [129], 'implications': [130], 'pricing': [133], 'options,': [137], 'portfolio': [138], 'selection': [139], 'risk': [141], 'management.': [142], 'Specially,': [143], 'measures': [144], 'spillover': [146], 'effects': [147], 'output': [149], 'may': [151], 'not': [152], 'be': [153], 'accurate': [154], 'evaluate': [160], 'economic': [161], 'policy.': [162]}, 'cited_by_api_url': 'https://api.openalex.org/works?filter=cites:W2028965345', 'counts_by_year': [{'year': 2023, 'cited_by_count': 2}, {'year': 2022, 'cited_by_count': 1}, {'year': 2020, 'cited_by_count': 2}, {'year': 2018, 'cited_by_count': 2}, {'year': 2017, 'cited_by_count': 1}, {'year': 2016, 'cited_by_count': 4}, {'year': 2015, 'cited_by_count': 1}, {'year': 2014, 'cited_by_count': 3}, {'year': 2013, 'cited_by_count': 2}, {'year': 2012, 'cited_by_count': 1}], 'updated_date': '2024-12-17T11:14:41.609319', 'created_date': '2016-06-24'}