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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Lee, Chien-chiang"
~person:"Todorov, Viktor"
~subject:"Börsenkurs"
~subject:"Markov-Kette"
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Börsenkurs
Markov-Kette
Estimation
62
Schätzung
62
Volatility
27
Volatilität
27
Capital income
20
Kapitaleinkommen
20
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16
Time series analysis
12
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Estimation theory
8
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Constant, Amelie
Lee, Chien-chiang
Todorov, Viktor
Gupta, Rangan
52
Zaremba, Adam
24
Balcilar, Mehmet
19
Ma, Feng
15
Tiwari, Aviral Kumar
15
Narayan, Paresh Kumar
14
Salisu, Afees A.
14
Sehgal, Sanjay
14
Wohar, Mark E.
14
Gil-Alaña, Luis A.
13
McMillan, David G.
13
Jawadi, Fredj
12
Zhang, Yaojie
11
Bekiros, Stelios
10
Pierdzioch, Christian
10
Serletis, Apostolos
10
Bouri, Elie
9
Chiang, Thomas C.
9
Demirer, Rıza
9
Lettau, Martin
9
Li, Bin
9
Wang, Yudong
9
Cakici, Nusret
8
Dai, Zhifeng
8
Kelly, Bryan T.
8
Li, Jia
8
Long, Huaigang
8
Ludvigson, Sydney C.
8
Massa, Massimo
8
Xu, Libo
8
Xuan Vinh Vo
8
Yin, Libo
8
Zhu, Huiming
8
Apergēs, Nikolaos
7
Bianchi, Francesco
7
Bollerslev, Tim
7
Chang, Kuang-Liang
7
Chiah, Mardy
7
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Journal of econometrics
6
Energy economics
2
Journal of financial economics
2
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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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance a úvěr
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International review of financial analysis
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ECONIS (ZBW)
20
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
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:
4
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:
5
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:
6
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:
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
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
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