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~isPartOf:"Finance research letters"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
Bayes-Statistik
Markov chain
37
Markov-Kette
37
Volatility
16
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16
Capital income
12
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Aufsatz in Zeitschrift
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Shi, Yanlin
2
Abakah, Emmanuel Joel Aikins
1
Alagidede, Imhotep Paul
1
Chen, Zhongtian
1
Echaust, Krzysztof
1
Feng, Lingbing
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Fu, Jingxue
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Fu, Tong
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Gil-Alaña, Luis A.
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Gupta, Rangan
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Just, Małgorzata
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Kirby, Chris
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Lee, Hsiang-Tai
1
Li, Tao
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Li, Yong
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Maheu, John M.
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McCurdy, Thomas H.
1
Prasanna, P. Krishna
1
Saranya, K.
1
Shenghong, Li
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Song, Yong
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Tiwari, Aviral Kumar
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Wang, Shixuan
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Wang, Zili
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Wu, Lan
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Finance research letters
Journal of econometrics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Energy economics
23
Economic modelling
22
International journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
18
Applied economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Economics letters
14
Journal of forecasting
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
European journal of operational research : EJOR
11
International review of financial analysis
11
Journal of economic dynamics & control
10
Applied economics letters
9
Econometric reviews
9
International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
Quantitative finance
9
Research in international business and finance
9
Computational economics
8
Journal of applied econometrics
8
Journal of banking & finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of the American Statistical Association : JASA
8
International journal of economics and finance
7
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometrics : open access journal
6
Insurance / Mathematics & economics
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International Journal of Financial Studies : open access journal
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International journal of theoretical and applied finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
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Quantitative marketing and economics : QME
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Risks : open access journal
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The journal of futures markets
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Economic research
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ECONIS (ZBW)
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1
A closer look at the regime-switching evidence of bull and bear markets
Kirby, Chris
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472216
Saved in:
2
Analyst's stock views and revision actions
Li, Tao
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494726
Saved in:
3
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
4
Regime-switching angular correlation diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
Saved in:
5
Regime-switching herd behavior : novel evidence from the Chinese A-share market
Fu, Jingxue
;
Wu, Lan
- In:
Finance research letters
39
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012805479
Saved in:
6
News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485650
Saved in:
7
Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
;
Wang, Zili
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819431
Saved in:
8
Bull and bear markets during the COVID-19 pandemic
Maheu, John M.
;
McCurdy, Thomas H.
;
Song, Yong
- In:
Finance research letters
42
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014581535
Saved in:
9
Bear, bull, sidewalk, and crash : the evolution of the us stock market using over a century of daily data
Wang, Shixuan
;
Gupta, Rangan
;
Zhang, Yue-Jun
- In:
Finance research letters
43
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014632469
Saved in:
10
Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach
Just, Małgorzata
;
Echaust, Krzysztof
- In:
Finance research letters
37
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485169
Saved in:
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