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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:"Nam, Kiseok"
~person:"Ureche-Rangau, Loredana"
~subject:"Emerging economies"
~subject:"Markov chain"
~subject:"Schwellenländer"
~subject:"Share price"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
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Emerging economies
Markov chain
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Share price
Volatilität
Welt
ARCH model
8
ARCH-Modell
8
Volatility
7
Aktienmarkt
4
Börsenkurs
4
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4
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4
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Angelidis, Timotheos
Beljid, Makram
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Ureche-Rangau, Loredana
Ma, Feng
8
Degiannakis, Stavros
4
Li, Yan
4
Bouri, Elie
3
Fabozzi, Frank J.
3
Floros, Christos
3
Haas, Markus
3
Lu, Fei
3
Blazsek, Szabolcs
2
Brooks, Robert
2
Chan, Jennifer So Kuen
2
Chevallier, Julien
2
Do, Hung Xuan
2
Feng, Lingbing
2
Filis, George
2
In, Francis Haeuck
2
Jawadi, Fredj
2
Karanasos, Menelaos
2
Kim, Young Shin
2
Kok Haur Ng
2
Kouretas, Georgios P.
2
Lau, Chi Keung
2
Lazar, Emese
2
Lee, Chien-chiang
2
Liang, Chao
2
Lucey, Brian M.
2
McCauley, Joseph L.
2
McMillan, David G.
2
Morelli, David
2
Nonejad, Nima
2
Peng, Zhe
2
Shahzad, Syed Jawad Hussain
2
Wang, Lu
2
Wang, Xiong
2
Wei, Yu
2
Yarovaya, Larisa
2
Ye, Wuyi
2
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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
Economic modelling
4
International journal of forecasting
4
Journal of international financial markets, institutions & money
4
Journal of empirical finance
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Defence and peace economics
2
Economics letters
2
Energy economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of risk and financial management : JRFM
2
Review of quantitative finance and accounting
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
Australian economic papers
1
Econometrics : open access journal
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance
1
Journal of forecasting
1
Journal of money, credit and banking : JMCB
1
Journal of multinational financial management
1
Journal of risk
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Oxford bulletin of economics and statistics
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Pacific-Basin finance journal
1
Quantitative finance
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Socio-economic planning sciences : the international journal of public sector decision-making
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate finance and economics
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The quarterly review of economics and finance
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ECONIS (ZBW)
8
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date (oldest first)
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
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:
5
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:
6
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:
7
The asymmetric reverting property of stock returns
Nam, Kiseok
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
4
Persistent link: https://www.econbiz.de/10001790050
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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