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~isPartOf:"Applied economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~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
75
Markov-Kette
75
Estimation
30
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30
Theorie
23
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23
Volatility
22
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Chang, Kuang-Liang
3
Erer, Elif
2
Li, Tao
2
Ma, Feng
2
Alemany, Nuria
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Alhayky, Ahmed Abdulhusain Ali
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Aragó, Vicent
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Applied economics letters
International review of economics & finance : IREF
The empirical economics letters : a monthly international journal of economics
Energy economics
18
Applied economics
16
Journal of empirical finance
15
Economic modelling
14
International journal of forecasting
14
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of econometrics
10
International review of financial analysis
9
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Emerging markets review
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International journal of emerging markets
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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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
4
Computational economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of theoretical and applied finance
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Journal of emerging market finance
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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The econometrics journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
19
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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
Effects of economic instability on stock market under different Regimes : MS-GARCH approach
Kayalidere, Koray
;
Güleç, Tuna Can
;
Erer, Elif
- In:
The empirical economics letters : a monthly …
17
(
2018
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10011912854
Saved in:
9
Volatility spillover effect with time-varying parameters between Bist100 and dow-jones under different regimes
Erer, Elif
;
Erer, Deniz
- In:
The empirical economics letters : a monthly …
17
(
2018
)
3
,
pp. 339-348
Persistent link: https://www.econbiz.de/10011912990
Saved in:
10
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
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