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accessRights:"restricted"
subject:"Volatilität"
~person:"Lee, Chien-chiang"
~person:"Tauchen, George Eugene"
~subject:"Share price"
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Volatilität
Share price
Estimation
47
Schätzung
47
Volatility
19
Börsenkurs
12
Welt
12
World
12
Capital income
11
Kapitaleinkommen
11
Time series analysis
10
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10
Estimation theory
7
Schätztheorie
7
ARCH model
6
ARCH-Modell
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Cointegration
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Kointegration
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Lee, Chien-chiang
Tauchen, George Eugene
Gupta, Rangan
72
Ma, Feng
29
Zaremba, Adam
27
Balcilar, Mehmet
24
Bouri, Elie
24
Pierdzioch, Christian
22
Tiwari, Aviral Kumar
22
Wohar, Mark E.
22
Bahmani-Oskooee, Mohsen
21
Xuan Vinh Vo
19
Narayan, Paresh Kumar
17
Gil-Alaña, Luis A.
16
Jawadi, Fredj
16
McMillan, David G.
16
Todorov, Viktor
16
Salisu, Afees A.
15
Wang, Yudong
15
Zhang, Yaojie
15
Kang, Sang Hoon
14
Mensi, Walid
14
Wei, Yu
14
Bollerslev, Tim
13
Demirer, Rıza
13
Li, Jia
13
Sehgal, Sanjay
13
Yoon, Seong-min
13
Nonejad, Nima
12
Wu, Xinyu
12
Zhu, Huiming
12
Hammoudeh, Shawkat
11
Kelly, Bryan T.
11
Kumar, Dilip
11
Yin, Libo
11
Apergēs, Nikolaos
10
Caporale, Guglielmo Maria
10
Chevallier, Julien
10
Chiang, Thomas C.
10
McAleer, Michael
10
Shi, Yanlin
10
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Journal of econometrics
5
Energy economics
2
Applied economics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance a úvěr
1
Finance research letters
1
Global finance journal
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Asian economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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Research in international business and finance
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
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1
The effect of asymmetric information disappears : evidence in share repurchases and market efficiency
Lee, Chien-chiang
;
Park, Bokyung
;
Wang, Chih-Wei
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473639
Saved in:
2
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
3
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
4
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
5
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
6
GDP volatility implication of tourism volatility in South Africa : a time-varying approach
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin O
; …
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
2
,
pp. 435-450
Persistent link: https://www.econbiz.de/10013176781
Saved in:
7
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
8
Stock markets reaction to COVID-19 : evidence from time-varying cointegration, leveraged bootstrap causality and event analysis
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin
; …
- In:
Finance a úvěr
72
(
2022
)
4
,
pp. 328-355
Persistent link: https://www.econbiz.de/10013474448
Saved in:
9
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 830-852
Persistent link: https://www.econbiz.de/10012630771
Saved in:
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