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~isPartOf:"Econometric theory"
~isPartOf:"Emerging markets review"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Currency crisis"
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Search: subject_exact:"Markov process"
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ARCH model
Aktienmarkt
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Markov chain
39
Markov-Kette
39
Theorie
18
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18
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12
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9
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Econometric theory
Emerging markets review
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International journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance research letters
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ECONIS (ZBW)
15
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1
COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014279046
Saved in:
2
On the volatility of cryptocurrencies
Panagiōtidēs, Theodōros
;
Papapanagiotou, Georgios
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248505
Saved in:
3
Safe haven assets for international stock markets : a regime-switching factor copula approach
Tachibana, Minoru
- In:
Research in international business and finance
60
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013411126
Saved in:
4
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
5
Currency crises in Turkey : an empirical assessment
Ari, Ali
;
Cergibozan, Raif
- In:
Research in international business and finance
46
(
2018
),
pp. 281-293
Persistent link: https://www.econbiz.de/10011983647
Saved in:
6
Dynamic correlations and domestic-global diversification
Li, Leon
- In:
Research in international business and finance
39
(
2017
),
pp. 280-290
Persistent link: https://www.econbiz.de/10011876476
Saved in:
7
Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Ajmi, Ahdi Noomen
; …
- In:
Emerging markets review
24
(
2015
),
pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
Saved in:
8
Exchange rate movements and stock market returns in a regime-switching environment : evidence for BRICS countries
Chkili, Walid
;
Nguyen, Duc Khuong
- In:
Research in international business and finance
31
(
2014
),
pp. 46-56
Persistent link: https://www.econbiz.de/10010434020
Saved in:
9
The Tunisian stock market index volatility : long memory vs. switching regime
Charfeddine, Lanouar
;
Ajmi, Ahdi Noomen
- In:
Emerging markets review
16
(
2013
),
pp. 145-169
Persistent link: https://www.econbiz.de/10010243139
Saved in:
10
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
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