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accessRights:"restricted"
~isPartOf:"Annals of financial economics"
~isPartOf:"Applied economics letters"
~subject:"Bayes-Statistik"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Search: subject_exact:"Markov chain"
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Bayes-Statistik
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23
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Azhar Mohamad
1
Caputo, Rodrigo
1
Inani, Sarveshwar Kumar
1
Kim, Young Min
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Kolkiewicz, Adam W.
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Lee, Seojin
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Li, Pan
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Li, Tao
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Tomari, Masashi
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Annals of financial economics
Applied economics letters
Energy economics
31
Journal of econometrics
25
International journal of forecasting
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Finance research letters
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Economic modelling
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Applied economics
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European journal of operational research : EJOR
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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Journal of empirical finance
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International review of economics & finance : IREF
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Insurance / Mathematics & economics
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Journal of banking & finance
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Research in international business and finance
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Econometric reviews
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Journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
International journal of financial engineering
5
International journal of theoretical and applied finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The European journal of finance
5
Journal of international money and finance
4
Journal of mathematical finance
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Macroeconomic dynamics
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Review of quantitative finance and accounting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Annals of finance
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Applied mathematical finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of emerging markets
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International journal of production research
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1
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
2
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
3
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
4
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
5
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
Saved in:
6
Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng
;
Wang, Nianling
;
Li, Yong
;
Zhan, Yiwei
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
Saved in:
7
A multiscale stochastic conditional duration model
Men, Zhongxian
;
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
- In:
Annals of financial economics
11
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686872
Saved in:
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