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~person:"Barnett, William A."
~person:"Li, Ming-yuan Leon"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Volatilität
Theorie
53
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53
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34
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21
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21
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18
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16
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Barnett, William A.
Li, Ming-yuan Leon
Ma, Feng
11
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10
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10
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9
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6
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4
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4
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Working papers series in theoretical and applied economics
4
Applied economics letters
3
Applied economics
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ECONIS (ZBW)
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1
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
-
2020
Persistent link: https://www.econbiz.de/10012312754
Saved in:
2
The causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Ftiti, Zied
;
Jawadi, Fredj
-
2018
Persistent link: https://www.econbiz.de/10011965745
Saved in:
3
Money velocity with interest rate stochastic volatility and exact aggregation
Barnett, William A.
;
Xu, Haiyang
-
2012
Persistent link: https://www.econbiz.de/10009732504
Saved in:
4
The end of the great moderation?
Barnett, William A.
;
Chauvet, Marcelle
-
2008
Persistent link: https://www.econbiz.de/10003838882
Saved in:
5
Multiple asymmetries in index stock returns from boom bust and stable volatile markets states : an empirical study of US and UK stock markets
Li, Ming-yuan Leon
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 183-191
Persistent link: https://www.econbiz.de/10003822700
Saved in:
6
Purchasing power parity under high and low volatility regimes
Li, Ming-yuan Leon
- In:
Applied economics letters
14
(
2007
)
7/9
,
pp. 581-589
Persistent link: https://www.econbiz.de/10003512270
Saved in:
7
Volatility states and international diversification of international stock markets
Li, Ming-yuan Leon
- In:
Applied economics
39
(
2007
)
13/15
,
pp. 1867-1876
Persistent link: https://www.econbiz.de/10003535218
Saved in:
8
Estimating value-a-risk via Markov switching ARCH models : an empirical study on stock index returns
Li, Ming-yuan Leon
;
Lin, Hsiou-wei William
- In:
Applied economics letters
11
(
2004
)
11
,
pp. 679-691
Persistent link: https://www.econbiz.de/10002195609
Saved in:
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