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~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Markov chain"
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ARCH model
Aktienmarkt
Markov chain
41
Markov-Kette
41
Estimation
19
Schätzung
19
Volatility
12
Volatilität
12
Theorie
11
Theory
11
ARCH-Modell
9
Börsenkurs
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Oil price
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Kapitaleinkommen
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Rohstoffderivat
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Time series analysis
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VAR model
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VAR-Modell
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Welt
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World
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China
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Forecasting model
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Markov switching
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Coronavirus
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Stock market
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Ölmarkt
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Aufsatz in Zeitschrift
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11
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Chang, Kuang-Liang
3
Li, Tao
2
Alemany, Nuria
1
Aragó, Vicent
1
Balcilar, Mehmet
1
Chen, Miao-Ling
1
Chen, Nan-kuang
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Chen, Shiu-sheng
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Chou, Yu-Hsi
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Gungor, Hasan
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Hammoudeh, Shawkat
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1
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1
Lu, Xinjie
1
Ma, Feng
1
Qian, Lihua
1
Salvador, Enrique
1
Shi, Yanlin
1
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Applied economics letters
International review of economics & finance : IREF
Energy economics
15
Applied economics
12
Finance research letters
11
International journal of forecasting
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The North American journal of economics and finance : a journal of financial economics studies
10
Economic modelling
9
International review of financial analysis
7
Journal of econometrics
6
Journal of empirical finance
6
Quantitative finance
6
Research in international business and finance
5
Economics letters
4
International journal of emerging markets
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Review of quantitative finance and accounting
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of economic dynamics & control
3
Journal of forecasting
3
The journal of futures markets
3
Bulletin of economic research
2
Computational economics
2
DLSU business & economics review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
Global finance journal
2
International journal of economics and finance
2
International journal of finance & economics : IJFE
2
Journal of banking & finance
2
Journal of emerging market finance
2
Journal of international money and finance
2
Journal of time series econometrics
2
Macroeconomics and finance in emerging market economies
2
Pacific-Basin finance journal
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Risk management : an international journal
2
Studies in economics and finance
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The European journal of finance
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
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
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:
7
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
8
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:
9
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:
10
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
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