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~isPartOf:"Applied economics letters"
~person:"Chen, Miao-Ling"
~person:"Li, Ming-yuan Leon"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Aktienmarkt
Wirtschaftswachstum
Markov chain
3
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Estimation
2
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1
Advertising
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Advertising effects
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Aktienindex
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Business cycle
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Business cycle theory
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China
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Konjunkturtheorie
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Multivariate Markov switching model
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Chen, Miao-Ling
Li, Ming-yuan Leon
Ma, Feng
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Chevallier, Julien
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Hsu, Ching-Chi
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Applied economics letters
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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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2
Estimating value-a-risk via Markov switching ARCH models : an empirical study on stock index returns
Li, Ming-yuan Leon
;
Lin, Hsiou-wei William
- In:
Applied economics letters
11
(
2004
)
11
,
pp. 679-691
Persistent link: https://www.econbiz.de/10002195609
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