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~person:"Serletis, Apostolos"
~person:"Wang, Jiqian"
~subject:"Markov chain"
~type:"article"
~type_genre:"Article in journal"
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Search: subject:"ARCH model"
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Markov chain
ARCH model
39
ARCH-Modell
39
Volatility
30
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Oil price
14
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14
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13
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Serletis, Apostolos
Wang, Jiqian
Lee, Hsiang-Tai
8
Ma, Feng
7
Chang, Kuang-Liang
6
Chen, Cathy W. S.
6
Bauwens, Luc
5
Shi, Yanlin
5
Balcilar, Mehmet
4
Lu, Xinjie
4
Otranto, Edoardo
4
So, Mike Ka-pui
4
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4
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3
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3
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3
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3
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3
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3
Hammoudeh, Shawkat
3
Ho, Kin-Yip
3
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3
Li, Ming-yuan Leon
3
Maheu, John M.
3
Siu, Tak Kuen
3
Wilfling, Bernd
3
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2
Alizadeh-Masoodian, Amir H.
2
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2
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Asai, Manabu
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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
Feng, Lingbing
2
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
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International journal of forecasting
1
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1
The North American journal of economics and finance : a journal of financial economics studies
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1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
3
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
4
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
5
Interfuel substitution : evidence from the Markov switching minflex Laurent demand system with BEKK errors
Serletis, Apostolos
;
Xu, Libo
- In:
The energy journal
40
(
2019
)
6
,
pp. 111-128
Persistent link: https://www.econbiz.de/10012181694
Saved in:
6
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:
7
Monetary and fiscal policy switching with time-varying volatilities
Xu, Libo
;
Serletis, Apostolos
- In:
Economics letters
145
(
2016
),
pp. 202-205
Persistent link: https://www.econbiz.de/10011618412
Saved in:
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