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~isPartOf:"Emerging markets review"
~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"
~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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Emerging economies
Markov chain
Schwellenländer
Share price
Welt
ARCH model
7
ARCH-Modell
7
Aktienmarkt
5
Stock market
5
Volatility
5
Volatilität
5
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4
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4
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4
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G7 stock markets
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GARCH-type processes
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Angelidis, Timotheos
Beljid, Makram
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Ma, Feng
5
Brooks, Robert
3
Li, Yan
3
Ajmi, Ahdi Noomen
2
Brio, Esther B. del
2
Degiannakis, Stavros
2
Filis, George
2
Floros, Christos
2
Haas, Markus
2
Kouretas, Georgios P.
2
Lau, Chi Keung
2
Lu, Fei
2
Mora-Valencia, Andrés
2
Morelli, David
2
Ngene, Geoffrey
2
Nonejad, Nima
2
Perote, Javier
2
Shahzad, Syed Jawad Hussain
2
Ureche-Rangau, Loredana
2
Xuan Vinh Vo
2
Ahmad, Nasir
1
Alhaj-Yaseen, Yaseen S.
1
An, Haizhong
1
Andrikopulos, Andreas A.
1
Ané, Thierry
1
Atukeren, Erdal
1
Aye, Goodness C.
1
Badshah, Ihsan Ullah
1
Bahcivan, Hulusi
1
Balcilar, Mehmet
1
Ballester, Laura
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Barkoulas, John T.
1
Bauwens, Luc
1
Bee, Marco
1
Bevilacqua, Mattia
1
Bianchi, Michele Leonardo
1
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Emerging markets review
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
14
International journal of forecasting
3
Journal of empirical finance
3
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
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Australian economic papers
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
Energy economics
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 European journal of finance
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
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ECONIS (ZBW)
6
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6
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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
Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Ajmi, Ahdi Noomen
; …
- In:
Emerging markets review
24
(
2015
),
pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
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
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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