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accessRights:"restricted"
~isPartOf:"Applied economics letters"
~subject:"Bayes-Statistik"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Bayes-Statistik
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Volatility
Markov chain
21
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10
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5
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4
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Azhar Mohamad
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Białowolski, Piotr
1
Caldeira, João F.
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Caputo, Rodrigo
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Castro, Francisco de
1
Cavicchioli, Maddalena
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Hang, Jianqin
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Raimundo Júnior, Gerson de Souza
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Uno, Shohei
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Applied economics letters
Energy economics
34
Journal of econometrics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Applied economics
24
International journal of forecasting
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Economic modelling
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Finance research letters
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International review of financial analysis
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Journal of economic dynamics & control
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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European journal of operational research : EJOR
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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Journal of empirical finance
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Research in international business and finance
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Review of quantitative finance and accounting
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International journal of economics and finance
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International journal of financial engineering
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International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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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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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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IMA journal of management mathematics
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International journal of emerging markets
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International journal of production research
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ECONIS (ZBW)
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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
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:
3
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:
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
Revisiting real exchange rate misalignment and economic growth nexus : a Markov-switching approach
Ko, Hsiu-Hsin
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2002-2006
Persistent link: https://www.econbiz.de/10013552906
Saved in:
6
A matrix approach to the Beveridge-Nelson decomposition of Markov-switching processes with applications to business cycle
Cavicchioli, Maddalena
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1648-1655
Persistent link: https://www.econbiz.de/10012652565
Saved in:
7
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:
8
Cryptocurrencies : formation of returns from the CRIX index
Tavares, Ricardo de Souza
;
Caldeira, João F.
;
Raimundo …
- In:
Applied economics letters
28
(
2021
)
8
,
pp. 691-695
Persistent link: https://www.econbiz.de/10012501593
Saved in:
9
Identifying Turkish business cycle regimes in real time
Soybilgen, Barış
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 62-66
Persistent link: https://www.econbiz.de/10012205374
Saved in:
10
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
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