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accessRights:"restricted"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Markov switching"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Markov chain"
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Markov switching
Volatility
Zeitreihenanalyse
Markov chain
20
Markov-Kette
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Volatilität
10
ARCH model
7
ARCH-Modell
7
Estimation
7
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7
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English
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Arellano, Miguel Ataurima
1
Bian, Zhicun
1
Chang, Kuang-Liang
1
Chen, Miao-Ling
1
Chen, Naiwei
1
Cuñado Eizaguirre, Juncal
1
Fan, Jiacheng
1
Gupta, Rangan
1
Göncü, Ahmet
1
Hammoudeh, Shawkat
1
Hong, Hui
1
Hsu, Ching-Chi
1
Ji, Qiang
1
Jiang, Yong
1
Karahan, Mehmet Oğuz
1
Khalifa, Ahmed A. A.
1
Kirikkaleli, Dervis
1
Koh, You-Beng
1
Kuzubaş, Tolga Umut
1
Lin, Ling
1
Liu, Bing-Yue
1
Ma, Jingtang
1
Ng, Kok-Haur
1
Ng, Kooi-Huat
1
Otranto, Edoardo
1
Ou, Yangchen
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Perez Rodriguez, Gabriel
1
Ramchander, Sanjay
1
Serletis, Apostolos
1
Tan, Chia-Yen
1
Wei, An-Pin
1
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
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
International journal of forecasting
22
Finance research letters
18
Applied economics
17
Journal of econometrics
17
Economic modelling
14
Economics letters
13
International review of economics & finance : IREF
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Computational economics
12
International review of financial analysis
11
Journal of empirical finance
9
Journal of forecasting
9
Quantitative finance
9
Econometric reviews
8
Journal of banking & finance
8
Journal of economic dynamics & control
8
Applied economics letters
7
Macroeconomic dynamics
7
Research in international business and finance
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
International journal of financial engineering
5
International journal of theoretical and applied finance
5
Review of quantitative finance and accounting
5
The European journal of finance
5
Discussion paper / Centre for Economic Policy Research
4
European journal of operational research : EJOR
4
Global finance journal
4
Insurance / Mathematics & economics
4
International journal of emerging markets
4
Journal of applied econometrics
4
The journal of futures markets
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of finance
3
Applied mathematical finance
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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1
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:
2
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:
3
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
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
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:
8
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:
9
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
Saved in:
10
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns
Göncü, Ahmet
;
Karahan, Mehmet Oğuz
;
Kuzubaş, Tolga Umut
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 69-83
Persistent link: https://www.econbiz.de/10011672611
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