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~isPartOf:"Applied economics letters"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Coronavirus"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Aktienmarkt
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Volatility
Markov chain
39
Markov-Kette
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Estimation
14
Schätzung
14
Theorie
8
Theory
8
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Aufsatz in Zeitschrift
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Chevallier, Julien
2
Ma, Feng
2
Azhar Mohamad
1
Caputo, Rodrigo
1
Chang, Kuang-Liang
1
Chen, Miao-Ling
1
Gatumel, Mathieu
1
Goutte, Stéphane
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Hsu, Ching-Chi
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Lin, Hsiou-wei William
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Liu, Zhichao
1
Lu, Xinjie
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Ordóñez, Félix
1
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Applied economics letters
Energy economics
36
Economic modelling
25
Applied economics
23
Finance research letters
21
Journal of econometrics
21
Journal of empirical finance
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
International journal of forecasting
17
The North American journal of economics and finance : a journal of financial economics studies
17
International review of financial analysis
16
Quantitative finance
14
Economics letters
13
International review of economics & finance : IREF
13
International journal of theoretical and applied finance
12
Journal of banking & finance
11
Journal of forecasting
11
Review of quantitative finance and accounting
11
The European journal of finance
11
Computational economics
9
International journal of finance & economics : IJFE
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of risk and financial management : JRFM
8
The journal of futures markets
8
Applied financial economics
7
Applied mathematical finance
7
Research in international business and finance
7
Econometrics : open access journal
6
International Journal of Financial Studies : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
European journal of operational research : EJOR
5
International journal of economics and finance
5
International journal of financial engineering
5
Annals of finance
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ECONIS (ZBW)
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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
Triangular arbitrage across forex and cryptocurrency markets during the COVID-19 crisis : a MRS-AR approach
Huang, Jianfeng
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1352-1357
Persistent link: https://www.econbiz.de/10013412175
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
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:
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 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:
10
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Saved in:
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