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~isPartOf:"Applied economics letters"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Aktienmarkt
Theory
Markov chain
39
Markov-Kette
39
Estimation
14
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14
Theorie
8
Volatility
8
Volatilität
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Ma, Feng
2
Białowolski, Piotr
1
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Chevallier, Julien
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Applied economics letters
European journal of operational research : EJOR
139
Journal of econometrics
76
Mathematical methods of operations research
60
International journal of production research
50
Journal of economic dynamics & control
46
Mathematics of operations research
43
Operations research letters
43
Economics letters
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Economic modelling
37
Insurance / Mathematics & economics
36
Journal of economic theory
35
Risks : open access journal
34
Operations research
33
International journal of theoretical and applied finance
31
International journal of forecasting
30
International journal of production economics
29
Energy economics
27
Journal of empirical finance
27
Finance and stochastics
26
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Applied economics
24
Journal of forecasting
24
Quantitative finance
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Computational economics
22
Macroeconomic dynamics
22
Econometric reviews
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
International review of financial analysis
18
Journal of banking & finance
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Finance research letters
17
International review of economics & finance : IREF
17
Economic theory : official journal of the Society for the Advancement of Economic Theory
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
The North American journal of economics and finance : a journal of financial economics studies
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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
A matrix approach to the Beveridge-Nelson decomposition of Markov-switching processes with applications to business cycle
Cavicchioli, Maddalena
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1648-1655
Persistent link: https://www.econbiz.de/10012652565
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
Modelling insurgent-incumbent dynamics : vector autoregressions, multivariate Markov chains, and the nature of technological competition
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics letters
26
(
2019
)
10
,
pp. 843-849
Persistent link: https://www.econbiz.de/10012204398
Saved in:
6
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:
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
Deficit model of exchange for continuous processes with external control
Kostenko, E.
;
Kuznichenko, V. M.
;
Lapshyn, V. I.
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 502-505
Persistent link: https://www.econbiz.de/10011712404
Saved in:
9
Forecasting household debt with latent transition modelling
Białowolski, Piotr
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 1088-1092
Persistent link: https://www.econbiz.de/10011716635
Saved in:
10
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
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