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~isPartOf:"Finance research letters"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Konjunktur"
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Search: subject_exact:"Markoff-Kette"
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Capital income
Estimation
Konjunktur
Markov chain
37
Markov-Kette
37
Volatility
16
Volatilität
16
Kapitaleinkommen
12
Börsenkurs
11
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11
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Gupta, Rangan
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Finance research letters
Economic modelling
43
Applied economics
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Journal of econometrics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Energy economics
28
Working paper
27
International journal of forecasting
24
International review of financial analysis
22
Economics letters
21
Journal of empirical finance
20
Macroeconomic dynamics
20
Applied economics letters
19
Journal of economic dynamics & control
18
The North American journal of economics and finance : a journal of financial economics studies
17
International review of economics & finance : IREF
15
Journal of applied econometrics
15
Journal of banking & finance
15
Discussion paper / Tinbergen Institute
13
International journal of finance & economics : IJFE
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The European journal of finance
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Risks : open access journal
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CAMA working paper series
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International journal of economics and finance
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ECONIS (ZBW)
15
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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
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:
3
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
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
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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