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~isPartOf:"Applied economics letters"
~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Markov chain"
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ARCH model
Aktienmarkt
Estimation
Markov chain
66
Markov-Kette
66
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26
Theorie
18
Theory
18
Volatility
18
Volatilität
18
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Chang, Kuang-Liang
3
Hammoudeh, Shawkat
2
Li, Ming-yuan Leon
2
Li, Tao
2
Lin, Hsiou-wei William
2
Ma, Feng
2
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Applied economics letters
International review of economics & finance : IREF
Applied economics
37
Economic modelling
35
Journal of econometrics
32
Energy economics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
International journal of forecasting
25
Journal of empirical finance
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
The North American journal of economics and finance : a journal of financial economics studies
21
Economics letters
19
International review of financial analysis
18
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17
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15
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International journal of finance & economics : IJFE
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9
International journal of economics and finance
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European journal of operational research : EJOR
7
International Journal of Financial Studies : open access journal
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Risks : open access journal
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The journal of futures markets
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Applied financial economics
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Cogent economics & finance
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International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
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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
Revisiting real exchange rate misalignment and economic growth nexus : a Markov-switching approach
Ko, Hsiu-Hsin
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2002-2006
Persistent link: https://www.econbiz.de/10013552906
Saved in:
4
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:
5
A matrix approach to the Beveridge-Nelson decomposition of Markov-switching processes with applications to business cycle
Cavicchioli, Maddalena
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1648-1655
Persistent link: https://www.econbiz.de/10012652565
Saved in:
6
Cryptocurrencies : formation of returns from the CRIX index
Tavares, Ricardo de Souza
;
Caldeira, João F.
;
Raimundo …
- In:
Applied economics letters
28
(
2021
)
8
,
pp. 691-695
Persistent link: https://www.econbiz.de/10012501593
Saved in:
7
Understanding the credit cycle and business cycle dynamics in India
Saini, Seema
;
Ahmad, Wasim
;
Bekiros, Stelios
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 988-1006
Persistent link: https://www.econbiz.de/10013176776
Saved in:
8
Identifying Turkish business cycle regimes in real time
Soybilgen, Barış
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 62-66
Persistent link: https://www.econbiz.de/10012205374
Saved in:
9
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:
10
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
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