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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Oil price"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Aktienmarkt
Oil price
Markov chain
106
Markov-Kette
106
Theorie
45
Theory
45
Estimation
28
Schätzung
28
Time series analysis
18
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Dimitrakopoulos, Stefanos
2
Ma, Feng
2
Caputo, Rodrigo
1
Chang, Kuang-Liang
1
Chen, Miao-Ling
1
Chevallier, Julien
1
Dey, Dipak
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Goutte, Stéphane
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Applied economics letters
Economics letters
Energy economics
32
Applied economics
18
Economic modelling
17
Journal of empirical finance
15
International journal of forecasting
14
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
International review of economics & finance : IREF
11
Journal of econometrics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
9
Journal of forecasting
7
Quantitative finance
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International Journal of Financial Studies : open access journal
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Research in international business and finance
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The European journal of finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
International Journal of Energy Economics and Policy : IJEEP
5
International journal of economics and finance
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Review of quantitative finance and accounting
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International journal of finance & economics : IJFE
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The journal of futures markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of theoretical and applied finance
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Journal of risk and financial management : JRFM
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Macroeconomics and finance in emerging market economies
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ECONIS (ZBW)
15
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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
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:
4
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:
5
Liquidity uncertainty and Bitcoin's market microstructure
Koutmos, Dimitrios
- In:
Economics letters
172
(
2018
),
pp. 97-101
Persistent link: https://www.econbiz.de/10012022065
Saved in:
6
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:
7
The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
Saved in:
8
Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos
;
Dey, Dipak
- In:
Economics letters
154
(
2017
),
pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
Saved in:
9
Monetary and fiscal policy switching with time-varying volatilities
Xu, Libo
;
Serletis, Apostolos
- In:
Economics letters
145
(
2016
),
pp. 202-205
Persistent link: https://www.econbiz.de/10011618412
Saved in:
10
Detecting jumps and regime switches in international stock markets returns
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1011-1019
Persistent link: https://www.econbiz.de/10011312229
Saved in:
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