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~isPartOf:"Applied economics letters"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
Bayes-Statistik
Markov chain
39
Markov-Kette
39
Estimation
14
Schätzung
14
Theorie
8
Theory
8
Volatility
8
Volatilität
8
Capital income
6
Kapitaleinkommen
6
ARCH-Modell
5
Business cycle
5
Börsenkurs
5
Konjunktur
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VAR model
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VAR-Modell
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Forecasting model
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Monte Carlo simulation
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Stock market
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Time series analysis
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Zeitreihenanalyse
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Commodity derivative
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Coronavirus
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Markov switching
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Markov-switching
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Multivariate Analyse
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Multivariate analysis
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Aufsatz in Zeitschrift
Collection of articles written by one author
Graue Literatur
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9
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English
9
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Ma, Feng
2
Chang, Kuang-Liang
1
Chen, Miao-Ling
1
Chevallier, Julien
1
Goutte, Stéphane
1
Hsu, Ching-Chi
1
Kim, Young Min
1
Lee, Seojin
1
Li, Ming-yuan Leon
1
Li, Pan
1
Li, Tao
1
Li, Yong
1
Lin, Hsiou-wei William
1
Liu, Li
1
Liu, Zhichao
1
Lu, Xinjie
1
Seya, Hajime
1
Tomari, Masashi
1
Uno, Shohei
1
Wang, Nianling
1
Wei, Yu
1
Zhan, Yiwei
1
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Applied economics letters
Journal of econometrics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Energy economics
23
Economic modelling
22
International journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
18
Discussion paper / Tinbergen Institute
17
Applied economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Economics letters
14
Finance research letters
13
Journal of forecasting
13
Working papers
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
European journal of operational research : EJOR
11
International review of financial analysis
11
Journal of economic dynamics & control
10
Econometric reviews
9
International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
Quantitative finance
9
Research in international business and finance
9
CORE discussion papers : DP
8
Computational economics
8
Journal of applied econometrics
8
Journal of banking & finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of the American Statistical Association : JASA
8
SFB 649 discussion paper
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Working papers in economics and statistics
8
CESifo working papers
7
Econometric Institute research papers
7
Econometrics : open access journal
7
International journal of economics and finance
7
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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The European journal of finance
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ECONIS (ZBW)
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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
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
Saved in:
4
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:
5
Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng
;
Wang, Nianling
;
Li, Yong
;
Zhan, Yiwei
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
Saved in:
6
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:
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
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
Saved in:
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