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~isPartOf:"Finance research letters"
~subject:"Aktienmarkt"
~subject:"Regime switching"
~subject:"Volatilität"
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Search: subject_exact:"Markoff-Kette"
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Aktienmarkt
Regime switching
Volatilität
Markov chain
36
Markov-Kette
36
Volatility
16
Capital income
11
Kapitaleinkommen
11
Börsenkurs
10
Estimation
10
Schätzung
10
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Option pricing theory
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Optionspreistheorie
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Shi, Yanlin
2
Abakah, Emmanuel Joel Aikins
1
Alagidede, Imhotep Paul
1
Alam, Md Rafayet
1
Chen, Jun-Home
1
Chon, Sora
1
Chung, Keunsuk
1
Echaust, Krzysztof
1
Feng, Lingbing
1
Forhad, Abdur Rahman
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Fu, Jingxue
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Gil-Alaña, Luis A.
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Kim, Jan R.
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Kirby, Chris
1
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Finance research letters
Energy economics
35
Economic modelling
25
Applied economics
19
Journal of econometrics
19
Journal of empirical finance
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of forecasting
15
International review of financial analysis
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Quantitative finance
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International review of economics & finance : IREF
12
Journal of banking & finance
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
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Applied economics letters
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International journal of theoretical and applied finance
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The European journal of finance
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International journal of finance & economics : IJFE
8
Journal of forecasting
8
Research in international business and finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
8
Applied financial economics
7
Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
European journal of operational research : EJOR
7
Insurance / Mathematics & economics
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Journal of risk and financial management : JRFM
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Annals of finance
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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The journal of futures markets
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ECONIS (ZBW)
21
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1
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Consumption- and speculation-led change in demand for oil and the response of base metals : a Markov-switching approach
Alam, Md Rafayet
;
Forhad, Abdur Rahman
;
Sah, Nilesh B.
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553901
Saved in:
7
Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo
;
Ye, Wuyi
;
Guo, Ranran
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
Saved in:
8
Does the financial leverage effect depend on volatility regimes?
Chon, Sora
;
Kim, Jaeho
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805319
Saved in:
9
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:
10
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:
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