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Intraday Dynamics of Volatilit...
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1
Revisiting the bull and bear markets notions in the Tunisian stock market : new evidence from multi-state
duration
-dependence Markov-switching models
Bejaoui, Azza
;
Karaa, Adel
- In:
Economic modelling
59
(
2016
),
pp. 529-545
Persistent link: https://www.econbiz.de/10011647922
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2
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
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3
Integration of world leaders and emerging powers into the Malaysian stock market : a DCC-MGARCH approach
Hooi Hooi Lean
;
Teng, Kee Tuan
- In:
Economic modelling
32
(
2013
),
pp. 333-342
Persistent link: https://www.econbiz.de/10009761527
Saved in:
4
Monetary shocks and asymmetric effects in an emerging stock market : the case of
China
Guo, Feng
;
Hu, Jinyan
;
Jiang, Mingming
- In:
Economic modelling
32
(
2013
),
pp. 532-538
Persistent link: https://www.econbiz.de/10009762059
Saved in:
5
Macro fundamentals as a source of stock market
volatility
in
China
: a GARCH-MIDAS approach
Girardin, Eric
;
Joyeux, Roselyne
- In:
Economic modelling
34
(
2013
),
pp. 59-68
Persistent link: https://www.econbiz.de/10010360615
Saved in:
6
Forecasting
volatility
in the Chinese stock market under model uncertainty
Li, Yong
;
Huang, Wei-ping
;
Zhang, Jie
- In:
Economic modelling
35
(
2013
),
pp. 231-234
Persistent link: https://www.econbiz.de/10010259459
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7
Conditional heteroscedasticity with leverage effect in stock returns : evidence from the Chinese stock market
Long, Ling
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
37
(
2014
),
pp. 89-102
Persistent link: https://www.econbiz.de/10010416824
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8
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
9
Economic policy uncertainty and the Chinese stock market
volatility
: novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
10
Does measurement error matter in
volatility
forecasting? : empirical evidence from the Chinese stock market
Wang, Yajing
;
Liang, Fang
;
Wang, Tianyi
;
Huang, Zhuo
- In:
Economic modelling
87
(
2020
),
pp. 148-157
Persistent link: https://www.econbiz.de/10012416413
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