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~subject:"Markov chain"
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Markov chain
China
20
Volatility
18
Volatilität
18
ARCH model
14
ARCH-Modell
14
Aktienmarkt
14
Stock market
14
Capital income
11
Kapitaleinkommen
11
Börsenkurs
8
Share price
8
Ankündigungseffekt
7
Announcement effect
7
Estimation
7
News sentiment
7
Schätzung
7
Risikoprämie
6
Risk premium
6
Time series analysis
6
Zeitreihenanalyse
6
Correlation
5
Korrelation
5
Long memory
5
Public information arrival
5
Theorie
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Theory
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CAPM
4
Constant correlations
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Markov-Kette
4
Asset volatility
3
Business cycle
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Exchange rate
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FIGARCH
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Hong Kong
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Hongkong
3
Konjunktur
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Markov Regime-Switching GARCH
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National income
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Nationaleinkommen
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English
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Ho, Kin-Yip
4
Shi, Yanlin
4
Liu, Wai-man
1
Zhang, Zhaoyong
1
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Finance research letters
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
4
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1
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:
2
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
Saved in:
3
Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10011585562
Saved in:
4
How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
Saved in:
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