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~isPartOf:"Applied economics letters"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Capital income"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Aktienmarkt
Capital income
Volatility
Markov chain
39
Markov-Kette
39
Estimation
14
Schätzung
14
Theorie
8
Theory
8
Volatilität
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Aufsatz in Zeitschrift
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Chevallier, Julien
2
Ma, Feng
2
Azhar Mohamad
1
Caldeira, João F.
1
Caputo, Rodrigo
1
Chang, Kuang-Liang
1
Chen, Miao-Ling
1
Gatumel, Mathieu
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Goutte, Stéphane
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Ielpo, Florian
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Li, Tao
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Lin, Hsiou-wei William
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Liu, Li
1
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Lu, Xinjie
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Ordóñez, Félix
1
Raimundo Júnior, Gerson de Souza
1
Shen, Xin
1
Tavares, Ricardo de Souza
1
Wang, Nianling
1
Wei, Yu
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Zhan, Yiwei
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Applied economics letters
Energy economics
35
Economic modelling
27
Journal of empirical finance
26
Applied economics
24
Finance research letters
23
Journal of econometrics
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
International review of financial analysis
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
International journal of forecasting
18
The North American journal of economics and finance : a journal of financial economics studies
18
Quantitative finance
16
Journal of forecasting
14
Review of quantitative finance and accounting
14
Economics letters
13
International journal of theoretical and applied finance
13
International review of economics & finance : IREF
13
Journal of banking & finance
12
The European journal of finance
12
Computational economics
10
Journal of economic dynamics & control
10
Applied financial economics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of mathematical finance
9
Journal of risk and financial management : JRFM
9
Econometric reviews
8
International journal of finance & economics : IJFE
8
Research in international business and finance
8
The journal of futures markets
8
Applied mathematical finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International Journal of Financial Studies : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Econometrics : open access journal
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
European journal of operational research : EJOR
5
Finance and stochastics
5
International journal of economics and finance
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International journal of financial engineering
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ECONIS (ZBW)
13
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1
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
2
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
3
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:
4
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:
5
Cryptocurrencies : formation of returns from the CRIX index
Tavares, Ricardo de Souza
;
Caldeira, João F.
;
Raimundo …
- In:
Applied economics letters
28
(
2021
)
8
,
pp. 691-695
Persistent link: https://www.econbiz.de/10012501593
Saved in:
6
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:
7
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:
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:
10
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
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