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~isPartOf:"Applied economics letters"
~subject:"ARCH model"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Wirtschaftswachstum
Markov chain
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2
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Applied economics letters
Energy economics
17
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15
International journal of forecasting
13
Journal of empirical finance
13
Applied economics
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The North American journal of economics and finance : a journal of financial economics studies
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Economics letters
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International review of economics & finance : IREF
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International review of financial analysis
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International journal of economics and finance
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International journal of finance & economics : IJFE
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Bulletin of economic research
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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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
Revisiting real exchange rate misalignment and economic growth nexus : a Markov-switching approach
Ko, Hsiu-Hsin
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2002-2006
Persistent link: https://www.econbiz.de/10013552906
Saved in:
4
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:
5
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:
6
Identify regimes in post-war US GDP growth
Jiang, Yu
;
Fang, Xianming
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 397-401
Persistent link: https://www.econbiz.de/10010413712
Saved in:
7
Depressions in the Colombian economic growth during the twentieth century : a Markov switching regime model
Misas, Martha
;
Ramírez G., María Teresa
- In:
Applied economics letters
14
(
2007
)
10/12
,
pp. 803-808
Persistent link: https://www.econbiz.de/10003588902
Saved in:
8
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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