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~isPartOf:"Applied economics letters"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Aktienmarkt
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Markov chain
39
Markov-Kette
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14
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8
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8
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Ma, Feng
2
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Applied economics letters
Journal of econometrics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of forecasting
28
Economic modelling
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Energy economics
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Applied economics
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Journal of forecasting
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Economics letters
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Journal of empirical finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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International review of economics & finance : IREF
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International review of financial analysis
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Macroeconomic dynamics
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Computational economics
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Journal of applied econometrics
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International journal of finance & economics : IJFE
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Research in international business and finance
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Econometrics : open access journal
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International Journal of Financial Studies : open access journal
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International journal of economics and finance
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Journal of risk and financial management : JRFM
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International Journal of Energy Economics and Policy : IJEEP
5
Journal of economic dynamics & control
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Journal of emerging market finance
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Bulletin of economic research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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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
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
Identifying Turkish business cycle regimes in real time
Soybilgen, Barış
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 62-66
Persistent link: https://www.econbiz.de/10012205374
Saved in:
5
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:
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
Can we distinguish regime switching from long memory? : a simulation evidence
Shi, Yanlin
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10010506750
Saved in:
10
Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective
Shen, Xin
;
Holmes, Mark J.
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 189-195
Persistent link: https://www.econbiz.de/10010239896
Saved in:
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