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~isPartOf:"Applied economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Oil price"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Markov chain"
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ARCH model
Aktienmarkt
Oil price
Markov chain
106
Markov-Kette
105
Theorie
37
Theory
37
Option pricing theory
27
Optionspreistheorie
27
Stochastic process
21
Stochastischer Prozess
21
Estimation
18
Schätzung
18
Volatility
17
Volatilität
17
Derivat
13
Derivative
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Portfolio selection
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Aufsatz in Zeitschrift
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11
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English
11
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Ma, Feng
2
Bellini, Fabio
1
Caputo, Rodrigo
1
Chan, Leunglung
1
Chang, Kuang-Liang
1
Chen, Miao-Ling
1
Chevallier, Julien
1
Elliott, Robert J.
1
Figà-Talamanca, Gianna
1
Gatumel, Mathieu
1
Goutte, Stéphane
1
Hsu, Ching-Chi
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Ielpo, Florian
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Li, Pan
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Lin, Hsiou-wei William
1
Liu, Li
1
Liu, Zhichao
1
Lu, Xinjie
1
Ordóñez, Félix
1
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1
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Applied economics letters
International journal of theoretical and applied finance
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
Economics letters
7
Journal of forecasting
7
Quantitative finance
7
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
6
The European journal of finance
6
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
5
Journal of banking & finance
5
Review of quantitative finance and accounting
5
Applied financial economics
4
Computational economics
4
Econometric theory
4
Emerging markets review
4
International journal of emerging markets
4
International journal of finance & economics : IJFE
4
Journal of economic dynamics & control
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The journal of futures markets
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of emerging market finance
3
Journal of risk and financial management : JRFM
3
Macroeconomics and finance in emerging market economies
3
Pacific-Basin finance journal
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ECONIS (ZBW)
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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
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:
6
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:
7
Forecasting realized range volatility : a regime-switching approach
Ma, Feng
;
Liu, Li
;
Liu, Zhichao
;
Wei, Yu
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
Saved in:
8
The number of regimes across asset returns : identification and economic value
Gatumel, Mathieu
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010438505
Saved in:
9
Option pricing for GARCH models with Markov switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 825-841
Persistent link: https://www.econbiz.de/10003380278
Saved in:
10
Detecting and modeling tail dependence
Bellini, Fabio
;
Figà-Talamanca, Gianna
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 269-287
Persistent link: https://www.econbiz.de/10002111461
Saved in:
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