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subject:"Volatilität"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~person:"Chang, Kuang-Liang"
~person:"Gupta, Rangan"
~person:"Huang, Dengshi"
~person:"Kang, Sang Hoon"
~person:"Pesaran, M. Hashem"
~subject:"ARCH-Modell"
~subject:"Markov chain"
~subject:"Schätztheorie"
~type:"article"
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Volatilität
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Estimation
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Chang, Kuang-Liang
Gupta, Rangan
Huang, Dengshi
Kang, Sang Hoon
Pesaran, M. Hashem
Xuan Vinh Vo
4
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3
Yin, Libo
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
5
Economics letters
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Economics and Business Letters : EBL
3
Energy economics
3
Journal of applied econometrics
3
Journal of multinational financial management
3
Applied economics
2
Applied economics letters
2
Emerging markets review
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of international money and finance
2
Pacific-Basin finance journal
2
The European journal of finance
2
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Borsa Istanbul Review
1
Computational economics
1
Defence and peace economics
1
Economic systems
1
Economics, management and financial markets
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International economics and economic policy : IEEP
1
International journal of emerging markets
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International journal of forecasting
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International review of financial analysis
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Journal of behavioral and experimental finance
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Journal of econometrics
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ECONIS (ZBW)
9
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1
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
2
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
3
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
4
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
5
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
6
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:
7
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
8
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:
9
Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
4
,
pp. 1221-1240
Persistent link: https://www.econbiz.de/10010357340
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