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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
China
23
Volatility
19
Volatilität
19
ARCH model
15
ARCH-Modell
15
Aktienmarkt
14
Capital income
14
Estimation
14
Kapitaleinkommen
14
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14
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14
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Share price
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Welt
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English
6
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Ho, Kin-Yip
6
Shi, Yanlin
4
Gao, Guangyuan
1
Tsui, Albert K.
1
Zhang, Zhaoyong
1
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Economic modelling
1
Journal of banking & finance
1
Journal of economic development
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Journal of empirical finance
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Pacific-Basin finance journal
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ECONIS (ZBW)
6
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1
Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
Saved in:
2
Essays on time series and financial econometrics
Ho, Kin-Yip
-
2008
Persistent link: https://www.econbiz.de/10011386958
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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
Discussions on the spurious hyperbolic memory in the conditional variance and a new model
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Journal of empirical finance
55
(
2020
),
pp. 83-103
Persistent link: https://www.econbiz.de/10012175262
Saved in:
5
Conditional volatility asymmetry of business cycles : evidence from four OECD countries
Ho, Kin-Yip
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Journal of economic development
38
(
2013
)
3
,
pp. 33-56
Persistent link: https://www.econbiz.de/10010196456
Saved in:
6
Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan
;
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
Saved in:
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