//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Lu, Xinjie"
~person:"Siklos, Pierre L."
~subject:"ARCH model"
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov process"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Forecasting model
Markov chain
6
Markov-Kette
6
ARCH-Modell
5
Volatility
5
Volatilität
5
Börsenkurs
4
Prognoseverfahren
4
Share price
4
Aktienmarkt
3
Stock market
3
Capital income
2
Commodity derivative
2
Estimation
2
Kapitaleinkommen
2
Markov regime switching
2
Oil price
2
Rohstoffderivat
2
Schätzung
2
Theorie
2
Theory
2
regime switching
2
Ölpreis
2
1995-2009
1
Anlageverhalten
1
Behavioural finance
1
Business cycle
1
COBE-implied volatility index
1
Erdöl
1
Financial market regulation
1
Finanzmarktregulierung
1
GARCH-MIDAS model
1
Herdenverhalten
1
Herding
1
Herding Behavior
1
Heteroscedasticity
1
Heteroskedastizität
1
Index futures
1
Index-Futures
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
5
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
5
Author
All
Lu, Xinjie
Siklos, Pierre L.
Gupta, Rangan
9
Ma, Feng
8
Chen, Cathy W. S.
7
Gerlach, Richard
7
Lee, Hsiang-Tai
7
Bauwens, Luc
6
Chang, Kuang-Liang
6
Maheu, John M.
6
Balcilar, Mehmet
5
Guérin, Pierre
5
Shi, Yanlin
5
Wang, Chao
5
Blazsek, Szabolcs
4
Dufays, Arnaud
4
Haas, Markus
4
Jin, Xin
4
Kang, Kyu Ho
4
Luo, Jiawen
4
Otranto, Edoardo
4
Serletis, Apostolos
4
So, Mike Ka-pui
4
Wang, Jiqian
4
Xu, Libo
4
Ben-Assuli, Ofir
3
Bessec, Marie
3
Billio, Monica
3
Casarin, Roberto
3
Demirer, Rıza
3
Dimitrakopoulos, Stefanos
3
Hammoudeh, Shawkat
3
Ho, Kin-Yip
3
Hou, Chenghan
3
Ji, Qiang
3
Lee, Chien-chiang
3
Li, Ming-yuan Leon
3
Li, Tao
3
Marcellino, Massimiliano
3
Nakatsuma, Teruo
3
Nguyen, Nguyet
3
more ...
less ...
Published in...
All
Applied economics
1
Applied economics letters
1
Energy economics
1
Journal of forecasting
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
2
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
3
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
4
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
5
Do short selling restrictions destabilize stock markets? : lessons from Taiwan
Bohl, Martin T.
;
Essid, Badye
;
Siklos, Pierre L.
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 198-206
Persistent link: https://www.econbiz.de/10009700519
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->