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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of empirical finance"
~subject:"Aktienmarkt"
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Search: subject_exact:"Steady-state distribution of Markov chains"
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of empirical finance
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A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
2
Exploring portfolio diversification opportunities through venture capital financing : evidence from MGARCH-DCC, Markov switching, and wavelet approaches
Yusuf Jaffar
;
Dewandaru, Ginanjar
;
Mansur Masih
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 1320-1336
Persistent link: https://www.econbiz.de/10012123592
Saved in:
3
Are Asian stock market returns predictable?
Narayan, Seema
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
5
,
pp. 867-868
Persistent link: https://www.econbiz.de/10011561105
Saved in:
4
Hedging or speculation : what can we learn from the volume-return relationship?
Huang, Lin
;
Zhang, Dayong
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1117-1128
Persistent link: https://www.econbiz.de/10011561233
Saved in:
5
Do stock returns rebound after bear markets? : an empirical analysis from five OECD countries
Zeng, Songlin
;
Bec, Frédérique
- In:
Journal of empirical finance
30
(
2015
),
pp. 50-61
Persistent link: https://www.econbiz.de/10011489214
Saved in:
6
Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos
;
Dendramis, Yiannis
;
Tzavalis, Elias
- In:
Journal of empirical finance
28
(
2014
),
pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
Saved in:
7
Stock market volatility and equity returns : evidence from a two-state Markov-switching model with regressors
Xinyi, Liu
;
Margaritis, Dimitris
;
Wang, Peiming
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 483-496
Persistent link: https://www.econbiz.de/10009615667
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