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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Game theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Sammelwerk"
~type_genre:"Sammlung"
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Search: subject_exact:"Markov chain"
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ARCH model
Aktienmarkt
Bayes-Statistik
Game theory
Markov chain
27
Markov-Kette
27
Volatility
14
Volatilität
14
Estimation
12
Schätzung
12
ARCH-Modell
10
Capital income
6
Forecasting model
6
Kapitaleinkommen
6
Prognoseverfahren
6
Markov switching
5
Spillover effect
5
Spillover-Effekt
5
Stock market
5
Börsenkurs
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Exchange rate
4
Multivariate Verteilung
4
Multivariate distribution
4
Option pricing theory
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Optionspreistheorie
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Share price
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Theorie
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Theory
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Time series analysis
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Wechselkurs
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Zeitreihenanalyse
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Bayesian inference
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China
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Cointegration
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Emerging economies
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Financial crisis
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Finanzkrise
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Hedging
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Kointegration
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Aufsatz in Zeitschrift
Collection of articles written by one author
Graue Literatur
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15
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15
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Arellano, Miguel Ataurima
1
Bailliu, Jeannine N.
1
Chang, Kuang-Liang
1
Chen, Cathy W. S.
1
Chen, Miao-Ling
1
Chuang, Wen-i
1
Cuñado Eizaguirre, Juncal
1
Dib, Ali
1
Gupta, Rangan
1
Hammoudeh, Shawkat
1
Ho, Kin-Yip
1
Hsu, Ching-Chi
1
Huang, Teng-ching
1
Ji, Qiang
1
Jiang, Yong
1
Kano, Takashi
1
Kempa, Bernd
1
Khalifa, Ahmed A. A.
1
Kirikkaleli, Dervis
1
Koh, You-Beng
1
Lee, Sangyeol
1
Lin, Bing-huei
1
Lin, Ling
1
Liu, Bing-Yue
1
Ng, Kok-Haur
1
Ng, Kooi-Huat
1
Otranto, Edoardo
1
Ou, Yangchen
1
Perez Rodriguez, Gabriel
1
Ramchander, Sanjay
1
Riedel, Jana
1
Schembri, Lawrence
1
Serletis, Apostolos
1
Shi, Yanlin
1
Songsak Sriboonchitta
1
Tan, Chia-Yen
1
Wang, Zona
1
Wei, An-Pin
1
Xu, Libo
1
Zhang, Zhaoyong
1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
41
Dynamic games and applications : DGA
33
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
Mathematics of operations research
19
Economics letters
18
Journal of empirical finance
18
Applied economics
17
Discussion paper / Tinbergen Institute
17
European journal of operational research : EJOR
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Working papers
14
Finance research letters
13
Journal of economic theory
13
Journal of forecasting
13
CESifo working papers
12
Computational economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of economic dynamics & control
12
International review of financial analysis
11
Games and economic behavior
10
Quantitative finance
10
Applied economics letters
9
Econometric reviews
9
International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
Research in international business and finance
9
Working papers in economics and statistics
9
CORE discussion papers : DP
8
Discussion paper / Centre for Economic Policy Research
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
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1
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
Tan, Chia-Yen
;
Koh, You-Beng
;
Ng, Kok-Haur
;
Ng, Kooi-Huat
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821468
Saved in:
2
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling
;
Zhou, Zhongbao
;
Jiang, Yong
;
Ou, Yangchen
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
Saved in:
3
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
4
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
5
The effect of domestic and foreign risks on an emerging stock market : a time series analysis
Kirikkaleli, Dervis
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658975
Saved in:
6
Funding liquidity risk and the low-volatility anomaly : evidence from the Taiwan stock market
Hsu, Ching-Chi
;
Wei, An-Pin
;
Chen, Miao-Ling
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012665989
Saved in:
7
Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
Arellano, Miguel Ataurima
;
Perez Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012654810
Saved in:
8
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
Saved in:
9
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
10
Volatility transmission across currencies and commodities with US uncertainty measures
Khalifa, Ahmed A. A.
;
Otranto, Edoardo
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011672897
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