//--> //--> //-->
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
accessRights:"restricted"
~person:"Chang, Kuang-Liang"
~person:"Chen, Cathy W. S."
~subject:"Crude oil"
~subject:"Theorie"
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 chain"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Crude oil
Theorie
Markov chain
10
Markov-Kette
10
ARCH model
8
ARCH-Modell
8
Estimation
6
Schätzung
6
Theory
6
Volatility
6
Volatilität
6
Capital income
5
Kapitaleinkommen
5
Multivariate Verteilung
5
Multivariate distribution
5
Bayes-Statistik
3
Bayesian inference
3
Börsenkurs
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Share price
3
Statistical distribution
3
Statistische Verteilung
3
Time series analysis
3
Zeitreihenanalyse
3
Aktienmarkt
2
Exchange rate
2
Forecasting model
2
Immobilienfonds
2
Markov switching
2
Markov-switching copula
2
Mixture copula
2
Oil price
2
Prognoseverfahren
2
Real estate fund
2
Spillover effect
2
Spillover-Effekt
2
Stock market
2
Wechselkurs
2
Welt
2
World
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Chang, Kuang-Liang
Chen, Cathy W. S.
Tsionas, Efthymios G.
12
Serletis, Apostolos
8
Feinberg, Eugene A.
7
Xu, Libo
7
Cavicchioli, Maddalena
6
Elliott, Robert J.
6
Casarin, Roberto
5
Goyal, Vineet
5
Guérin, Pierre
5
Li, Yong
5
Lunday, Brian J.
5
Marcellino, Massimiliano
5
Robbins, Matthew J.
5
Siu, Tak Kuen
5
Billio, Monica
4
Creemers, Stefan
4
Cui, Lirong
4
D'Amico, Guglielmo
4
Dimitrakopoulos, Stefanos
4
Dufays, Arnaud
4
Gerlach, Richard
4
Houtum, Geert-Jan van
4
Kang, Kyu Ho
4
Lesage, James P.
4
Maheu, John M.
4
Wang, Chao
4
Yang, Hailiang
4
Yang, Qiao
4
Zhang, Hao
4
Arts, Joachim
3
Assaf, A. Georges
3
Badescu, Andrei L.
3
Bianchi, Francesco
3
Boute, Robert N.
3
Buchholz, Peter
3
Cavazos-Cadena, Rolando
3
Ching, Wai Ki
3
Cruz-Suárez, Hugo
3
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of forecasting
1
Journal of international money and finance
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
2
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
3
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
4
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:
5
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
6
A mixed dependence between the exchange rate and international crude oil returns : an application of dynamic mixture copula
Chang, Kuang-Liang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2347-2360
Persistent link: https://www.econbiz.de/10011825350
Saved in:
7
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->