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~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
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Markov chain
4,433
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4,411
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2,126
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2,126
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809
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807
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604
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604
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594
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Tsionas, Efthymios G.
17
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8
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7
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7
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7
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6
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6
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5
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Nakatsuma, Teruo
5
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5
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4
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4
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4
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4
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4
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4
Ravazzolo, Francesco
4
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4
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4
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4
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Journal of econometrics
39
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29
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23
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22
International journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
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18
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The North American journal of economics and finance : a journal of financial economics studies
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13
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European journal of operational research : EJOR
11
International review of financial analysis
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Research in international business and finance
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8
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8
Journal of the American Statistical Association : JASA
8
Econometrics : open access journal
7
International journal of economics and finance
7
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Insurance / Mathematics & economics
6
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6
International journal of theoretical and applied finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
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ECONIS (ZBW)
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81
COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014279046
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82
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
83
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
84
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
85
Interest rates, money, and fed monetary policy in a Markov-Switching Bayesian VAR
Rich, Kenneth M.
- In:
The B.E. journal of macroeconomics
23
(
2023
)
2
,
pp. 959-997
Persistent link: https://www.econbiz.de/10014368663
Saved in:
86
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
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87
Real-time integrated learning and decision making for cumulative shock degradation
Drent, Collin
;
Drent, Melvin
;
Arts, Joachim
; …
- In:
Manufacturing & service operations management : M & SOM
25
(
2023
)
1
,
pp. 235-253
Persistent link: https://www.econbiz.de/10014299591
Saved in:
88
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
89
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
90
Hierarchical Bayesian hedonic regression analysis of Japanese rice wine : is the price right?
Saito, Wakuo
;
Nakatsuma, Teruo
- In:
International journal of wine business research
35
(
2023
)
2
,
pp. 256-277
Persistent link: https://www.econbiz.de/10014335848
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