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~isPartOf:"Defence and peace economics"
~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:"Angelidis, Timotheos"
~person:"Beljid, Makram"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~person:"Ureche-Rangau, Loredana"
~subject:"Emerging economies"
~subject:"Markov chain"
~subject:"Schwellenländer"
~subject:"Share price"
~subject:"Welt"
~type_genre:"Article in journal"
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Search: subject_exact:"ARCH model"
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| 17 applied filters
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Emerging economies
Markov chain
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Welt
ARCH model
10
ARCH-Modell
10
Volatility
9
Volatilität
9
Capital income
6
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6
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5
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5
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5
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3
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9
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9
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Angelidis, Timotheos
Beljid, Makram
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Ureche-Rangau, Loredana
Ma, Feng
5
Li, Yan
3
Bouri, Elie
2
Degiannakis, Stavros
2
Filis, George
2
Floros, Christos
2
Haas, Markus
2
Kouretas, Georgios P.
2
Lau, Chi Keung
2
Lu, Fei
2
Morelli, David
2
Nonejad, Nima
2
Alhaj-Yaseen, Yaseen S.
1
Aloui, Chaker
1
An, Haizhong
1
Andrikopulos, Andreas A.
1
Ané, Thierry
1
Apergēs, Nikolaos
1
Badshah, Ihsan Ullah
1
Bahcivan, Hulusi
1
Ballester, Laura
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Barkoulas, John T.
1
Bauwens, Luc
1
Bee, Marco
1
Ben Hamida, Hela
1
Bevilacqua, Mattia
1
Bianchi, Michele Leonardo
1
Blazsek, Szabolcs
1
Boldanov, Rustam
1
Bonato, Matteo
1
Bouazizi, Tarek
1
Bouras, Christos
1
Bratis, Theodoros
1
Brooks, Robert
1
Brzeszczyński, Janusz
1
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Defence and peace economics
Emerging markets, finance and trade : EMFT
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of forecasting
3
Journal of empirical finance
3
Research in international business and finance
3
Economic modelling
2
Economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Australian economic papers
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Energy economics
1
Journal of economics and finance
1
Journal of forecasting
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
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
9
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9
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date (oldest first)
1
Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin
Bouri, Elie
;
Gupta, Rangan
;
Xuan Vinh Vo
- In:
Defence and peace economics
33
(
2022
)
2
,
pp. 150-161
Persistent link: https://www.econbiz.de/10013167286
Saved in:
2
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:
3
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:
4
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:
5
Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach
Apergēs, Nikolaos
;
Bonato, Matteo
;
Gupta, Rangan
; …
- In:
Defence and peace economics
29
(
2018
)
6
,
pp. 684-696
Persistent link: https://www.econbiz.de/10011957107
Saved in:
6
Illiquidity, return and risk in G7 stock markets : interdependencies and spillovers
Andrikopulos, Andreas A.
;
Angelidis, Timotheos
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 118-127
Persistent link: https://www.econbiz.de/10010529618
Saved in:
7
Threshold linkages between volatility and trading volume : evidence from developed and emerging markets
Jawadi, Fredj
;
Ureche-Rangau, Loredana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 313-333
Persistent link: https://www.econbiz.de/10009740776
Saved in:
8
Stock market dynamics in a regime-switching asymmetric power GARCH model
Ané, Thierry
;
Ureche-Rangau, Loredana
- In:
International review of financial analysis
15
(
2006
)
2
,
pp. 109-129
Persistent link: https://www.econbiz.de/10003320645
Saved in:
9
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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