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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of empirical finance"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Markov chain
73
Markov-Kette
73
Estimation
29
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29
Theorie
25
Theory
25
Volatility
24
Volatilität
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Bec, Frédérique
1
Chang, Kuang-Liang
1
Chen, Miao-Ling
1
Chevallier, Julien
1
Chourdakis, Kyriakos
1
Dendramis, Yiannis
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Applied economics letters
Journal of empirical finance
Economic modelling
8
Finance research letters
8
Applied economics
6
Energy economics
5
International review of financial analysis
5
The North American journal of economics and finance : a journal of financial economics studies
5
International journal of emerging markets
4
International journal of forecasting
4
Research in international business and finance
4
Review of quantitative finance and accounting
4
The European journal of finance
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Applied financial economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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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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International review of economics & finance : IREF
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Journal of banking & finance
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Quantitative finance
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Comparative economic research : Central and Eastern Europe
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DLSU business & economics review
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Econometrics : open access journal
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Emerging markets review
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Investment management and financial innovations
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Journal of econometrics
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Journal of economic dynamics & control
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Journal of emerging market finance
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Pacific-Basin finance journal
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Studies in economics and finance
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The empirical economics letters : a monthly international journal of economics
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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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Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Afro-Asian Journal of Finance and Accounting : AAJFA
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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CBN journal of applied statistics
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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China finance review international
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Cogent economics & finance
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Credit and capital markets : Kredit und Kapital
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ECONIS (ZBW)
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1
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:
2
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
3
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:
4
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:
5
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:
6
Do stock returns rebound after bear markets? : an empirical analysis from five OECD countries
Zeng, Songlin
;
Bec, Frédérique
- In:
Journal of empirical finance
30
(
2015
),
pp. 50-61
Persistent link: https://www.econbiz.de/10011489214
Saved in:
7
Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos
;
Dendramis, Yiannis
;
Tzavalis, Elias
- In:
Journal of empirical finance
28
(
2014
),
pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
Saved in:
8
Stock market volatility and equity returns : evidence from a two-state Markov-switching model with regressors
Xinyi, Liu
;
Margaritis, Dimitris
;
Wang, Peiming
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 483-496
Persistent link: https://www.econbiz.de/10009615667
Saved in:
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