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~isPartOf:"Applied economics letters"
~isPartOf:"The European journal of finance"
~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
60
Markov-Kette
60
Estimation
23
Schätzung
23
Theorie
17
Theory
17
Volatility
16
Volatilität
16
Capital income
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Aufsatz in Zeitschrift
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Ma, Feng
2
Blazsek, Szabolcs
1
Bulla, Jan
1
Chang, Kuang-Liang
1
Chen, Langnan
1
Chen, Miao-Ling
1
Chevallier, Julien
1
Deisting, Florent
1
Downarowicz, Anna
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Goutte, Stéphane
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Hsu, Ching-Chi
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Idier, Julien
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Kanoh, Satoru
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Li, Pan
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Li, Tao
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Lin, Hsiou-wei William
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Liu, Li
1
Liu, Zhichao
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Lu, Xinjie
1
Luo, Jiawen
1
Mergner, Sascha
1
Sehgal, Sanjay
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Tokunaga, Toshifumi
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Applied economics letters
The European journal of finance
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
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Journal of econometrics
10
International review of economics & finance : IREF
9
International review of financial analysis
9
Economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
International journal of economics and finance
5
Journal of banking & finance
5
Review of quantitative finance and accounting
5
Applied financial 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
Computational economics
3
Econometrics : open access journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International journal of theoretical and applied finance
3
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 empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
13
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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
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
Volatility dependences of stock markets with structural breaks
Luo, Jiawen
;
Chen, Langnan
- In:
The European journal of finance
24
(
2018
)
17
,
pp. 1727-1753
Persistent link: https://www.econbiz.de/10012259100
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
Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods
Sehgal, Sanjay
;
Gupta, Priyanshi
;
Deisting, Florent
- In:
The European journal of finance
23
(
2017
)
10/12
,
pp. 1025-1058
Persistent link: https://www.econbiz.de/10011741442
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
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:
9
Forecasting hedge fund volatility : a Markov regime-switching approach
Blazsek, Szabolcs
;
Downarowicz, Anna
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 243-275
Persistent link: https://www.econbiz.de/10010243653
Saved in:
10
Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
Saved in:
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