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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Financial crisis"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Markov chain"
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Financial crisis
Volatility
Zeitreihenanalyse
Markov chain
20
Markov-Kette
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Volatilität
10
ARCH model
7
ARCH-Modell
7
Estimation
7
Schätzung
7
Aktienmarkt
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Arellano, Miguel Ataurima
1
Bian, Zhicun
1
Chang, Kuang-Liang
1
Chen, Jianzhong
1
Chen, Miao-Ling
1
Chen, Naiwei
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Cuñado Eizaguirre, Juncal
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Fan, Jiacheng
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Gupta, Rangan
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Göncü, Ahmet
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Hammoudeh, Shawkat
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Hong, Hui
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Hsu, Ching-Chi
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Ji, Qiang
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1
Karahan, Mehmet Oğuz
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Khalifa, Ahmed A. A.
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Kirikkaleli, Dervis
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Koh, You-Beng
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Kuzubaş, Tolga Umut
1
Lin, Ling
1
Liu, Bing-Yue
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Liu, Renren
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Ma, Jingtang
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Ng, Kok-Haur
1
Ng, Kooi-Huat
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Otranto, Edoardo
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Ou, Yangchen
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Perez Rodriguez, Gabriel
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Ramchander, Sanjay
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Serletis, Apostolos
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Tan, Chia-Yen
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Wang, Peiwan
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Wei, An-Pin
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Wen, Fenghua
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Xu, Libo
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Zhou, Zhongbao
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
International journal of forecasting
21
Applied economics
18
Journal of econometrics
18
Finance research letters
16
Economic modelling
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Computational economics
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Economics letters
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International review of economics & finance : IREF
11
International review of financial analysis
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of forecasting
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Quantitative finance
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Econometric reviews
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Journal of empirical finance
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
Macroeconomic dynamics
6
The European journal of finance
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European journal of operational research : EJOR
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International journal of financial engineering
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International journal of theoretical and applied finance
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Research in international business and finance
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Review of quantitative finance and accounting
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Discussion paper / Centre for Economic Policy Research
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Insurance / Mathematics & economics
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International journal of emerging markets
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Journal of international financial markets, institutions & money
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Journal of quantitative economics
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Annals of finance
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Applied mathematical finance
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Emerging markets, finance and trade : EMFT
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global finance journal
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International journal of theoretical and applied finance : IJTAF
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ECONIS (ZBW)
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1
The nonlinear effect of oil price shocks on financial stress : evidence from China
Liu, Renren
;
Chen, Jianzhong
;
Wen, Fenghua
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012667999
Saved in:
2
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
Tan, Chia-Yen
;
Koh, You-Beng
;
Ng, Kok-Haur
;
Ng, Kooi-Huat
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821468
Saved in:
3
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling
;
Zhou, Zhongbao
;
Jiang, Yong
;
Ou, Yangchen
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
Saved in:
4
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
5
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
6
The effect of domestic and foreign risks on an emerging stock market : a time series analysis
Kirikkaleli, Dervis
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658975
Saved in:
7
Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets : an Empirical Study in China and the U.S.
Wang, Peiwan
;
Zong, Lu
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012665486
Saved in:
8
Funding liquidity risk and the low-volatility anomaly : evidence from the Taiwan stock market
Hsu, Ching-Chi
;
Wei, An-Pin
;
Chen, Miao-Ling
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012665989
Saved in:
9
Leverage effect on stochastic volatility for option pricing in Hong Kong : a simulation and empirical study
Hong, Hui
;
Bian, Zhicun
;
Chen, Naiwei
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012666125
Saved in:
10
Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
Arellano, Miguel Ataurima
;
Perez Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012654810
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