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~isPartOf:"Applied economics letters"
~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Markov chain"
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ARCH model
Aktienmarkt
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Markov chain
66
Markov-Kette
66
Estimation
26
Schätzung
26
Theorie
18
Theory
18
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18
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Chang, Kuang-Liang
3
Chevallier, Julien
2
Li, Tao
2
Ma, Feng
2
Abakah, Emmanuel Joel Aikins
1
Alemany, Nuria
1
Aragó, Vicent
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Applied economics letters
International review of economics & finance : IREF
Energy economics
28
Applied economics
19
Economic modelling
17
International journal of forecasting
15
Journal of empirical finance
15
Finance research letters
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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Journal of econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Economics letters
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Research in international business and finance
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International Journal of Financial Studies : open access journal
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International journal of economics and finance
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Review of quantitative finance and accounting
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The European journal of finance
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Journal of economic dynamics & control
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Econometric theory
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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International journal of emerging markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International Journal of Energy Economics and Policy : IJEEP
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International journal of theoretical and applied finance
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ECONIS (ZBW)
21
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1
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
2
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:
3
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:
4
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:
5
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:
6
A Markov chain measure of systemic banking crisis frequency
Tambakis, Demosthenes Nicholas
- In:
Applied economics letters
28
(
2021
)
16
,
pp. 1351-1356
Persistent link: https://www.econbiz.de/10012609676
Saved in:
7
Regime-switching energy price volatility : the role of economic policy uncertainty
Scarcioffolo, Alexandre Ribeiro
;
Etienne, Xiaoli Liao
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 336-356
Persistent link: https://www.econbiz.de/10013175825
Saved in:
8
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:
9
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:
10
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
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