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~isPartOf:"Economic modelling"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Beljid, Makram"
~person:"Belkhouja, Mustapha"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~subject:"Markov chain"
~subject:"Share price"
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Search: subject_exact:"ARCH model"
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Markov chain
Share price
ARCH model
17
ARCH-Modell
17
Volatility
12
Volatilität
12
Capital income
9
Kapitaleinkommen
9
Aktienmarkt
7
Stock market
7
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6
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5
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5
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Forecasting
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Bauwens, Luc
Beljid, Makram
Belkhouja, Mustapha
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
BenSaïda, Ahmed
2
Bu, Ruijun
2
Haas, Markus
2
Jayawardena, Nirodha I.
2
Karanasos, Menelaos
2
Kumar, Dilip
2
Li, Bin
2
Maheswaran, S.
2
Min, Hong-ghi
2
Su, Jen-je
2
Teräsvirta, Timo
2
Todorova, Neda
2
Wang, Yudong
2
Wilfling, Bernd
2
Wu, Chongfeng
2
Yin, Libo
2
Zhang, Yaojie
2
Abdallah, Oussama
1
Alexandre, Fernando
1
Ali, Faek Menla
1
Amado, Cristina
1
Amanjot Singh
1
Aragó Manzana, Vicent
1
Arouri, Mohamed
1
Aslanidis, Nektarios
1
Balcilar, Mehmet
1
Baumöhl, Eduard
1
Baç~ao, Pedro
1
Bernardi, Mauro
1
Bianchi, Michele Leonardo
1
Blazsek, Szabolcs
1
Bohl, Martin T.
1
Botha, Ferdi
1
Boubaker, Adel
1
Bouras, Christos
1
Bouri, Elie
1
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Economic modelling
Emerging markets, finance and trade : EMFT
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Department of Economics working paper series
8
CORE discussion papers : DP
5
International journal of forecasting
3
Discussion papers / UCL, Département des Sciences Economiques
2
Economics letters
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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The North American journal of economics and finance : a journal of financial economics studies
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1
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Australian economic papers
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1
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Economics and Business Letters : EBL
1
Emerging markets review
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economics and finance
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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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
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:
3
Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
4
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
5
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
6
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
7
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
8
Volatility estimation via hidden Markov models
Rossi, Alessandro
;
Gallo, Giampiero M.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10003296949
Saved in:
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