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~isPartOf:"Australian economic papers"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"International review of financial analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Beljid, Makram"
~person:"Belkhouja, Mustapha"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~subject:"Kapitaleinkommen"
~subject:"Markov chain"
~subject:"Share price"
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Search: subject_exact:"ARCH model"
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Kapitaleinkommen
Markov chain
Share price
ARCH model
6
ARCH-Modell
6
Volatility
5
Volatilität
5
Aktienmarkt
4
Börsenkurs
4
Capital income
4
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4
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1926-1997
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GARCH-type processes
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Handelsvolumen der Börse
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Markov-Kette
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Beljid, Makram
Belkhouja, Mustapha
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Li, Yan
4
Degiannakis, Stavros
3
Floros, Christos
3
Ma, Feng
3
Chan, Jennifer So Kuen
2
Fabozzi, Frank J.
2
Filis, George
2
Haas, Markus
2
Kok Haur Ng
2
Lau, Chi Keung
2
Liang, Chao
2
McCauley, Joseph L.
2
Morelli, David
2
Wei, Yu
2
Yarovaya, Larisa
2
Alhaj-Yaseen, Yaseen S.
1
Ali, Md Hakim
1
An, Haizhong
1
Anatolyev, Stanislav
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Ané, Thierry
1
Arkorful, Gideon Bruce
1
Arshanapalli, Bala Gangadhar
1
Badshah, Ihsan Ullah
1
Bahcivan, Hulusi
1
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1
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1
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1
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1
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1
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1
Bevilacqua, Mattia
1
Bianchi, Michele Leonardo
1
Blazsek, Szabolcs
1
Boldanov, Rustam
1
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1
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Australian economic papers
Emerging markets, finance and trade : EMFT
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Department of Economics working paper series
11
Journal of empirical finance
5
International journal of forecasting
4
Economic modelling
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economics letters
2
Research in international business and finance
2
Applied economics
1
Defence and peace economics
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Economics and Business Letters : EBL
1
Economics working paper
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Emerging markets review
1
Finmap working paper
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Working paper series in economics
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ECONIS (ZBW)
6
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1
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
2
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
3
Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
; …
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
8
,
pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912
Saved in:
4
The asymmetric reverting property of stock returns
Nam, Kiseok
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
4
Persistent link: https://www.econbiz.de/10001790050
Saved in:
5
Modelling the impact of overnight surprises on intra-daily volatility
Gallo, Giampiero M.
- In:
Australian economic papers
40
(
2001
)
4
,
pp. 567-580
Persistent link: https://www.econbiz.de/10001982984
Saved in:
6
Volatility and information flows in emerging equity market : a case of the Korean Stock Exchange
Pyun, Chong-soo
;
Lee, Sa Young
;
Nam, Kiseok
- In:
International review of financial analysis
9
(
2000
)
4
,
pp. 405-420
Persistent link: https://www.econbiz.de/10001545828
Saved in:
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