World Pandemic Uncertainty and German Stock Market : Evidence from Markov Regime-Switching and Fourier Based Approaches
Year of publication: |
[2021]
|
---|---|
Authors: | Athari, Alireza ; Kirikkaleli, Dervis ; Adebayo, Tomiwa Sunday |
Publisher: |
[S.l.] : SSRN |
Subject: | Deutschland | Germany | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Börsenkurs | Share price | Schätzung | Estimation | Volatilität | Volatility |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3876096 [DOI] |
Classification: | G12 - Asset Pricing ; G15 - International Financial Markets ; F31 - Foreign Exchange ; I19 - Health. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Volatility regimes of selected central European stock returns : a Markov switching GARCH approach
Chocholatá, Michaela, (2022)
-
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations
Lux, Thomas, (2009)
-
Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations
Avdjiev, Stefan, (2013)
- More ...
-
Kirikkaleli, Dervis, (2020)
-
Kirikkaleli, Dervis, (2021)
-
Do foreign aid triggers economic growth in Chad? A time series analysis
Kirikkaleli, Dervis, (2021)
- More ...