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~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Energy economics"
~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:"Gupta, Rangan"
~person:"Nam, Kiseok"
~person:"Ureche-Rangau, Loredana"
~subject:"Emerging economies"
~subject:"Markov chain"
~subject:"Schwellenländer"
~subject:"Share price"
~subject:"Welt"
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Search: subject_exact:"ARCH model"
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| 15 applied filters
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Emerging economies
Markov chain
Schwellenländer
Share price
Welt
ARCH model
10
ARCH-Modell
10
Volatility
9
Volatilität
9
Aktienmarkt
5
Capital income
5
Kapitaleinkommen
5
Stock market
5
Börsenkurs
4
World
4
Forecasting model
3
Prognoseverfahren
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VAR model
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VAR-Modell
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Estimation
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Handelsvolumen der Börse
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1926-1997
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Aktienindex
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Asia
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Bayes-Statistik
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Bayesian inference
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Bivariate GARCH-in-mean VAR
1
Bruttoinlandsprodukt
1
Crude oil prices
1
Developing countries
1
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1
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8
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Angelidis, Timotheos
Beljid, Makram
Conrad, Christian
Gupta, Rangan
Nam, Kiseok
Ureche-Rangau, Loredana
Ma, Feng
14
Bouri, Elie
6
Wei, Yu
5
Filis, George
4
Huang, Dengshi
4
Sadorsky, Perry A.
4
Wang, Yudong
4
Baum, Christopher F.
3
Chevallier, Julien
3
Degiannakis, Stavros
3
Hammoudeh, Shawkat
3
Ji, Qiang
3
Li, Yan
3
Liu, Jing
3
Nonejad, Nima
3
Tiwari, Aviral Kumar
3
Uddin, Mohammed Gazi Salah
3
Wang, Jiqian
3
Wang, Lu
3
Wang, Xunxiao
3
Yoon, Seong-min
3
Zerilli, Paola
3
Zhang, Bing
3
Zhang, Yaojie
3
Zhang, Yue-jun
3
Balcilar, Mehmet
2
Brooks, Robert
2
Chen, Liyuan
2
Dimpfl, Thomas
2
Do, Hung Xuan
2
Fan, Ying
2
Floros, Christos
2
Gasbarro, Dominic
2
Gong, Xu
2
Guesmi, Khaled
2
Guo, Yangli
2
Haas, Markus
2
Hassan, Kamrul
2
Hoque, Ariful
2
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Emerging markets, finance and trade : EMFT
Energy economics
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Department of Economics working paper series
15
Research in international business and finance
3
Defence and peace economics
2
Economic modelling
2
Economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
Journal of empirical finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Finmap working paper
1
Global Research Unit working paper
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 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
1
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ECONIS (ZBW)
8
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8
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date (oldest first)
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
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
5
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:
6
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:
7
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:
8
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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