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~isPartOf:"Journal of empirical finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Aragó Manzana, Vicent"
~person:"Bauwens, Luc"
~person:"Beljid, Makram"
~person:"Belkhouja, Mustapha"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~subject:"Markov chain"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Markov chain
Share price
Zeitreihenanalyse
ARCH model
12
ARCH-Modell
12
Capital income
8
Kapitaleinkommen
8
Volatility
7
Volatilität
7
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4
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1
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Aragó Manzana, Vicent
Bauwens, Luc
Beljid, Makram
Belkhouja, Mustapha
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Blazsek, Szabolcs
3
Bu, Ruijun
2
Dark, Jonathan
2
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2
Ho, Kin-Yip
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2
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2
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2
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2
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2
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2
Yin, Libo
2
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1
Ahmad, Yamin S.
1
Aknouche, Abdelhakim
1
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Almohaimeed, Bader S.
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1
An, Yunbi
1
Ayala, Astrid
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1
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BenSaïda, Ahmed
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1
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1
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1
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1
Byun, Suk Joon
1
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1
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Journal of empirical finance
Pacific-Basin finance journal
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Department of Economics working paper series
12
CORE discussion papers : DP
8
Economic modelling
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The North American journal of economics and finance : a journal of financial economics studies
4
Discussion paper series / University of Heidelberg, Department of Economics
3
Discussion papers / UCL, Département des Sciences Economiques
3
Finmap working paper
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International journal of forecasting
3
International review of financial analysis
3
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CORE discussion paper : DP
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Australian economic papers
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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 review of economics & finance : IREF
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Journal of economics and finance
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Journal of risk and financial management : JRFM
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KOF working papers
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NYU Stern School of Business
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ECONIS (ZBW)
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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
Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique
;
Floros, Christos
;
Aragó Manzana, Vicent
- In:
Journal of empirical finance
28
(
2014
),
pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
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
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il
;
Choi, Pilsun
;
Nam, Kiseok
;
Vahid, Farshid
- In:
Pacific-Basin finance journal
20
(
2012
)
2
,
pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
Saved in:
5
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:
6
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
7
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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