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~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:"Beljid, Makram"
~person:"Belkhouja, Mustapha"
~person:"Chang, Li-Han"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~subject:"Business cycle"
~subject:"Markov chain"
~subject:"Share price"
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Business cycle
Markov chain
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ARCH model
8
ARCH-Modell
8
Volatility
6
Volatilität
6
Capital income
5
Kapitaleinkommen
5
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4
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4
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Beljid, Makram
Belkhouja, Mustapha
Chang, Li-Han
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Bu, Ruijun
2
Haas, Markus
2
Karanasos, Menelaos
2
Teräsvirta, Timo
2
Wang, Yudong
2
Wu, Chongfeng
2
Yin, Libo
2
Ali, Faek Menla
1
Amado, Cristina
1
Aragó Manzana, Vicent
1
Bauwens, Luc
1
BenSaïda, Ahmed
1
Bernardi, Mauro
1
Bianchi, Michele Leonardo
1
Blazsek, Szabolcs
1
Brownlees, Christian
1
Byun, Suk Joon
1
Chan, Jennifer So Kuen
1
Chen Zhou
1
Cheng, Hung-Wen
1
Cheng, Jie
1
Chourdakis, Kyriakos
1
Chow, William W.
1
Coakley, Jerry
1
Constantinou, Nick
1
Davidson, James E. H.
1
Degiannakis, Stavros
1
Dong, Yingjie
1
Dotsis, George
1
Díaz-Hernández, Adán
1
Ericsson, Jan
1
Fabozzi, Frank J.
1
Fang, Tong
1
Fałdziński, Marcin
1
Filis, George
1
Fiszeder, Piotr
1
Floros, Christos
1
Fornari, Fabio
1
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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
11
Discussion paper series / University of Heidelberg, Department of Economics
3
International review of financial analysis
3
Research in international business and finance
3
Economic modelling
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Economics letters
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International journal of forecasting
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Australian economic papers
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Defence and peace economics
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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
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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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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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Scottish journal of political economy : the journal of the Scottish Economic Society
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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)
5
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1
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
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
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:
4
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:
5
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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