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accessRights:"restricted"
~accessRights:"free"
~person:"Chevallier, Julien"
~person:"Hsu, Ching-Chi"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Cross-country"
~subject:"Gold standard"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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6
Markov-Kette
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Estimation
4
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4
Volatility
4
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4
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3
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Multivariate Markov switching model
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Chevallier, Julien
Hsu, Ching-Chi
Lee, Hsiang-Tai
8
Gupta, Rangan
7
Ma, Feng
6
Chang, Kuang-Liang
5
Lu, Xinjie
4
Otranto, Edoardo
4
Serletis, Apostolos
4
Shi, Yanlin
4
Xu, Libo
4
Balcilar, Mehmet
3
Bauwens, Luc
3
Chen, Cathy W. S.
3
Chkili, Walid
3
Dimitrakopoulos, Stefanos
3
Hammoudeh, Shawkat
3
Lee, Chien-chiang
3
Li, Tao
3
Maheu, John M.
3
Wang, Jiqian
3
Wilfling, Bernd
3
Zhang, Dayong
3
Aloui, Chaker
2
Amanjot Singh
2
Asai, Manabu
2
BenSaïda, Ahmed
2
Blazsek, Szabolcs
2
Bohl, Martin T.
2
Casarin, Roberto
2
Cavicchioli, Maddalena
2
Chauvet, Marcelle
2
Chen, Jieting
2
Chen, Miao-Ling
2
Demirer, Rıza
2
Dua, Pami
2
Dufays, Arnaud
2
Feng, Lingbing
2
Gerlach, Richard
2
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Applied economics
1
Applied economics letters
1
Energy economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
Funding liquidity risk and the low-volatility anomaly : evidence from the Taiwan stock market
Hsu, Ching-Chi
;
Wei, An-Pin
;
Chen, Miao-Ling
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012665989
Saved in:
2
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
3
Asymmetric effect of advertising on the Chinese stock market
Hsu, Ching-Chi
;
Chen, Miao-Ling
- In:
Applied economics letters
26
(
2019
)
2
,
pp. 157-162
Persistent link: https://www.econbiz.de/10012204156
Saved in:
4
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
5
The place of gold in the cross-market dependencies
Aboura, Sofiane
;
Chevallier, Julien
;
Jammazi, Rania
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 567-586
Persistent link: https://www.econbiz.de/10011649166
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