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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Journal of economic dynamics & control"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
Markov chain
33
Markov-Kette
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Geldpolitik
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Monetary policy
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Chauvet, Marcelle
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Chong, Terence Tai-Leung
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Mengling Li
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Senyuz, Zeynep
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Journal of economic dynamics & control
Energy economics
15
Applied economics
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Finance research letters
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The North American journal of economics and finance : a journal of financial economics studies
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Economic modelling
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International review of economics & finance : IREF
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International review of financial analysis
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International Journal of Financial Studies : open access journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research in international business and finance
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Applied economics letters
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International journal of emerging markets
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Journal of forecasting
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DLSU business & economics review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Eurasian economic review : a journal in applied macroeconomics and finance
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and finance
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
2
The stock-bond comovements and cross-market trading
Mengling Li
;
Zheng, Huanhuan
;
Chong, Terence Tai-Leung
; …
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 417-438
Persistent link: https://www.econbiz.de/10011709117
Saved in:
3
What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle
;
Senyuz, Zeynep
;
Yoldas, Emre
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
Saved in:
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