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Stock volatility, foreign exchange rate volatility and the global financial crisis
Chang, Kook-hyun; Cho, Kyung Yup; Hong, Min-goo - In: Journal of economic research 15 (2010) 3, pp. 249-272
Persistent link: https://www.econbiz.de/10008778134
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Volatiliy and growth : an alternative interpretation
Kim, Jangryoul; Kim, Jonghoon - In: Journal of economic research 15 (2010) 3, pp. 233-247
Persistent link: https://www.econbiz.de/10008778138
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Volatility regimes in Central and Eastern European Countries' exchange rates
Frömmel, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10003582280
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l 1 - penalized likelihood smoothing of volatility processes allowing for abrupt changes
Neto, David; Sardy, Sylvain; Tseng, Paul - 2009
Persistent link: https://www.econbiz.de/10003926975
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Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien - In: The European journal of finance 17 (2011) 1/2, pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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Maximum likelihood estimation of non-affine volatility processes
Chourdakis, Kyriakos; Dotsis, George - In: Journal of empirical finance 18 (2011) 3, pp. 533-545
Persistent link: https://www.econbiz.de/10009302070
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Markets contagion during financial crisis : a regime-switching approach
Guo, Feng; Chen, Carl R.; Huang, Ying - In: International review of economics & finance : IREF 20 (2011) 1, pp. 95-109
Persistent link: https://www.econbiz.de/10009304198
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Stock market volatility and exchange rates in emerging countries : a Markov-state switching approach
Walid, Chkili; Chaker, Aloui; Masood, Omar; Fry, John - In: Emerging markets review 12 (2011) 3, pp. 272-292
Persistent link: https://www.econbiz.de/10009306830
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Financial crisis, monetary policy, and stock market volatility in China
Zhang, Cheng-si; Zhang, Da-yin; Breece, Jeffery - In: Annals of economics and finance 12 (2011) 2, pp. 371-388
Persistent link: https://www.econbiz.de/10009425012
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Clustering financial time series : new insights from an extended hidden Markov model
Dias, José G.; Vermunt, Jeroen K.; Ramos, Sofia B. - In: European journal of operational research : EJOR 243 (2015) 3, pp. 852-864
Persistent link: https://www.econbiz.de/10010513848