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accessRights:"restricted"
~isPartOf:"International review of economics & finance : IREF"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
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Markov chain
20
Markov-Kette
20
Estimation
9
Schätzung
9
Volatilität
8
ARCH-Modell
6
Theorie
6
Theory
6
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5
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Business cycle synchronization
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Causality analysis
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9
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Chang, Kuang-Liang
2
Abakah, Emmanuel Joel Aikins
1
Alemany, Nuria
1
Aragó, Vicent
1
Balcilar, Mehmet
1
Chen, Nan-kuang
1
Chen, Shiu-sheng
1
Chou, Yu-Hsi
1
Etienne, Xiaoli Liao
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Gungor, Hasan
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Hammoudeh, Shawkat
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Ho, Kin-Yip
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Lee, Chingnun
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Li, Tao
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Liu, Wai-man
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Qian, Lihua
1
Salvador, Enrique
1
Scarcioffolo, Alexandre Ribeiro
1
Shi, Yanlin
1
Tiwari, Aviral Kumar
1
Trabelsi, Nader
1
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International review of economics & finance : IREF
Energy economics
29
Finance research letters
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Applied economics
17
International journal of forecasting
14
Economic modelling
13
Journal of econometrics
13
The North American journal of economics and finance : a journal of financial economics studies
13
International review of financial analysis
12
Quantitative finance
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of empirical finance
9
Computational economics
8
Economics letters
8
Journal of economic dynamics & control
7
Applied economics letters
6
Econometric reviews
6
Journal of banking & finance
6
Journal of forecasting
6
Research in international business and finance
6
The European journal of finance
6
International journal of financial engineering
5
International journal of theoretical and applied finance
5
Review of quantitative finance and accounting
5
The journal of futures markets
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International journal of emerging markets
4
International journal of finance & economics : IJFE
4
Annals of finance
3
Applied mathematical finance
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
European journal of operational research : EJOR
3
Global finance journal
3
Insurance / Mathematics & economics
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Journal of economic studies
3
Journal of international money and finance
3
Journal of mathematical finance
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Macroeconomic dynamics
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The journal of computational finance
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ECONIS (ZBW)
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1
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
2
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
Saved in:
3
Regime-switching energy price volatility : the role of economic policy uncertainty
Scarcioffolo, Alexandre Ribeiro
;
Etienne, Xiaoli Liao
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 336-356
Persistent link: https://www.econbiz.de/10013175825
Saved in:
4
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
5
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
6
Further evidence on bear market predictability : the role of the external finance premium
Chen, Nan-kuang
;
Chen, Shiu-sheng
;
Chou, Yu-Hsi
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 106-121
Persistent link: https://www.econbiz.de/10011754115
Saved in:
7
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
Saved in:
8
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
Saved in:
9
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
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