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~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:"Kouretas, Georgios P."
~person:"Nam, Kiseok"
~subject:"Markov chain"
~subject:"Schwellenländer"
~subject:"Share price"
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Search: subject_exact:"ARCH model"
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Markov chain
Schwellenländer
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ARCH model
8
ARCH-Modell
8
Volatility
6
Volatilität
6
Aktienmarkt
5
Börsenkurs
5
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5
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3
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3
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Angelidis, Timotheos
Beljid, Makram
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Kouretas, Georgios P.
Nam, Kiseok
Li, Yan
3
Ma, Feng
3
Degiannakis, Stavros
2
Filis, George
2
Floros, Christos
2
Haas, Markus
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
Lu, Fei
2
Morelli, David
2
Ureche-Rangau, Loredana
2
Alhaj-Yaseen, Yaseen S.
1
An, Haizhong
1
Andrikopulos, Andreas A.
1
Ané, Thierry
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
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1
Bevilacqua, Mattia
1
Bianchi, Michele Leonardo
1
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1
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1
Bouri, Elie
1
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1
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1
Brzeszczyński, Janusz
1
Bu, Ruijun
1
Bugge, Sebastian A.
1
Cagliesi, Gabriella
1
Cai, Yuzhi
1
Chan, Jennifer So Kuen
1
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Emerging markets, finance and trade : EMFT
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Department of Economics working paper series
12
Journal of empirical finance
3
Economic modelling
2
Economics letters
2
International journal of forecasting
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
Australian economic papers
1
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Discussion paper series / University of Heidelberg, Department of Economics
1
Economics and Business Letters : EBL
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Emerging markets review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
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Journal of economics and finance
1
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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The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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1
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
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
Assessing the impact of an EU financial transactions tax on asset volatility : an event study
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
International review of financial analysis
53
(
2017
),
pp. 12-24
Persistent link: https://www.econbiz.de/10011877842
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
Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
; …
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 165-176
Persistent link: https://www.econbiz.de/10009295738
Saved in:
7
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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