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~accessRights:"restricted"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"International review of financial analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Angelidis, Timotheos"
~person:"Beljid, Makram"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Haas, Markus"
~person:"Nam, Kiseok"
~subject:"G7 stock markets"
~subject:"Markov chain"
~subject:"Schwellenländer"
~subject:"Share price"
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G7 stock markets
Markov chain
Schwellenländer
Share price
ARCH model
7
ARCH-Modell
7
Volatility
5
Volatilität
5
Forecasting model
4
Prognoseverfahren
4
Time series analysis
4
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4
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3
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Electricity price
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Estimation
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Forecasting
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GARCH
1
GARCH-type processes
1
International equity markets
1
Markov-switching
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Markov-switching processes
1
Multivariate Analyse
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1
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Angelidis, Timotheos
Beljid, Makram
Gallo, Giampiero M.
Gupta, Rangan
Haas, Markus
Nam, Kiseok
Li, Yan
3
Ma, Feng
3
Lau, Chi Keung
2
Lee, Chien-chiang
2
Lu, Fei
2
An, Haizhong
1
Badshah, Ihsan Ullah
1
Bahcivan, Hulusi
1
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1
Balli, Faruk
1
Balli, Hatice Ozer
1
Bauwens, Luc
1
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1
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1
Bianchi, Michele Leonardo
1
Blazsek, Szabolcs
1
Boldanov, Rustam
1
Bouri, Elie
1
Bratis, Theodoros
1
Brzeszczyński, Janusz
1
Bu, Ruijun
1
Bugge, Sebastian A.
1
Cagliesi, Gabriella
1
Cai, Yuzhi
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Choudhry, Taufiq
1
Coakley, Jerry
1
Degiannakis, Stavros
1
Ding, Hui
1
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1
Fabozzi, Frank J.
1
Feng, Lingbing
1
Ferrer, Román
1
Filis, George
1
Floros, Christos
1
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1
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Emerging markets, finance and trade : EMFT
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economics letters
2
International journal of forecasting
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
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Emerging markets review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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1
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
2
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
3
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
4
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns
Haas, Markus
;
Liu, Ji-Chun
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011897499
Saved in:
5
Skew-normal mixture and Markov-switching GARCH processes
Haas, Markus
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10009515142
Saved in:
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