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~isPartOf:"Applied economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Markov chain"
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Aktienmarkt
Markov chain
66
Markov-Kette
66
Estimation
26
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26
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22
Volatilität
22
ARCH model
15
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Chen, Miao-Ling
2
Hsu, Ching-Chi
2
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Chang, Kuang-Liang
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Chevallier, Julien
1
Cuñado Eizaguirre, Juncal
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Goutte, Stéphane
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Applied economics letters
The North American journal of economics and finance : a journal of financial economics studies
Economic modelling
8
Finance research letters
8
Applied economics
6
Energy economics
5
International review of financial analysis
5
International journal of emerging markets
4
International journal of forecasting
4
Journal of empirical finance
4
Research in international business and finance
4
Review of quantitative finance and accounting
4
The European journal of finance
4
Applied financial economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International Journal of Financial Studies : open access journal
3
International journal of economics and finance
3
International review of economics & finance : IREF
3
Journal of banking & finance
3
Quantitative finance
3
Comparative economic research : Central and Eastern Europe
2
DLSU business & economics review
2
Emerging markets review
2
Investment management and financial innovations
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Journal of emerging market finance
2
Pacific-Basin finance journal
2
Studies in economics and finance
2
The empirical economics letters : a monthly international journal of economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
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
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling
;
Zhou, Zhongbao
;
Jiang, Yong
;
Ou, Yangchen
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
Saved in:
3
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
4
The effect of domestic and foreign risks on an emerging stock market : a time series analysis
Kirikkaleli, Dervis
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658975
Saved in:
5
Funding liquidity risk and the low-volatility anomaly : evidence from the Taiwan stock market
Hsu, Ching-Chi
;
Wei, An-Pin
;
Chen, Miao-Ling
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012665989
Saved in:
6
Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
Arellano, Miguel Ataurima
;
Perez Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012654810
Saved in:
7
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:
8
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:
9
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:
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