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~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Beljid, Makram"
~person:"Belkhouja, Mustapha"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Nam, Kiseok"
~subject:"Long-term correlation"
~subject:"Markov chain"
~subject:"Share price"
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Search: subject_exact:"ARCH model"
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Long-term correlation
Markov chain
Share price
ARCH model
7
ARCH-Modell
7
Aktienmarkt
5
Capital income
5
Kapitaleinkommen
5
Stock market
5
Volatility
5
Volatilität
5
Börsenkurs
3
USA
3
United States
3
1926-1997
2
Correlation
2
Estimation
2
Korrelation
2
Schätzung
2
Theorie
2
Theory
2
Asymmetric power ARCH
1
Business cycle
1
DCC-MIDAS
1
Economic growth
1
Emerging economies
1
Forecasting model
1
Fractional integration
1
GARCH-MIDAS
1
Handelsvolumen der Börse
1
Industrialized countries
1
Industrieländer
1
Konjunktur
1
Long-term volatility
1
Markov-Kette
1
Multivariate Analyse
1
Multivariate analysis
1
Oil price
1
Oil-stock relationship
1
Portfolio selection
1
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Beljid, Makram
Belkhouja, Mustapha
Conrad, Christian
Gallo, Giampiero M.
Nam, Kiseok
Gupta, Rangan
5
Degiannakis, Stavros
3
Filis, George
3
Floros, Christos
3
Haas, Markus
3
Karanasos, Menelaos
3
Li, Yan
3
Molnár, Peter
3
Wei, Yu
3
Yin, Libo
3
Bu, Ruijun
2
Ferrer, Román
2
Hammoudeh, Shawkat
2
Karoglou, Michail
2
Lau, Chi Keung
2
Lee, Hsiang-Tai
2
Ma, Feng
2
Morelli, David
2
Qiao, Gaoxiu
2
Shi, Yanlin
2
Teräsvirta, Timo
2
Wang, Yudong
2
Wu, Chongfeng
2
Yfanti, Stavroula
2
Zhang, Yaojie
2
Alañón Pardo, Ángel
1
Alhaj-Yaseen, Yaseen S.
1
Ali, Faek Menla
1
Aloui, Riadh
1
Amado, Cristina
1
An, Haizhong
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Ané, Thierry
1
Aragó Manzana, Vicent
1
Arellano, Miguel Ataurima
1
Asai, Manabu
1
Auer, Benjamin R.
1
Azibi, Jamel
1
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Emerging markets, finance and trade : EMFT
International review of financial analysis
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The North American journal of economics and finance : a journal of financial economics studies
Australian economic papers
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Economic modelling
1
International journal of forecasting
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
The European journal of finance
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ECONIS (ZBW)
4
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1
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:
2
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:
3
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:
4
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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