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accessRights:"restricted"
~person:"Hou, Chenghan"
~person:"Kirkby, J. Lars"
~person:"Serletis, Apostolos"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Markov chain"
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Markov chain
23
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23
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Hou, Chenghan
Kirkby, J. Lars
Serletis, Apostolos
Tsionas, Efthymios G.
17
Gupta, Rangan
13
Cui, Zhenyu
9
Xu, Libo
9
Casarin, Roberto
7
Chang, Kuang-Liang
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7
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7
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7
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7
Ma, Feng
7
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7
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7
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7
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7
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6
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6
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6
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6
Guo, Xianping
6
He, Xin-Jiang
6
Leiva-Leon, Danilo
6
Wei, Qingda
6
Zhu, Song-Ping
6
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5
Banik, A. D.
5
Billio, Monica
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Blazsek, Szabolcs
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Ching, Wai Ki
5
Geng, Na
5
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5
Goyal, Vineet
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Guidolin, Massimo
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Hammoudeh, Shawkat
5
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European journal of operational research : EJOR
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
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International journal of forecasting
2
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1
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Economics letters
1
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Journal of money, credit and banking : JMCB
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
23
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1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
The oil price-macroeconomy dependence
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2501-2520
Persistent link: https://www.econbiz.de/10014388954
Saved in:
3
Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation
Kirkby, J. Lars
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 961-978
Persistent link: https://www.econbiz.de/10013482166
Saved in:
4
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
5
The demand for assets : evidence from the Markov switching normalized quadratic model
Xu, Libo
;
Serletis, Apostolos
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
4
,
pp. 989-1025
Persistent link: https://www.econbiz.de/10013281375
Saved in:
6
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
7
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
8
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
Saved in:
9
Consumption, leisure, and money
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1412-1441
Persistent link: https://www.econbiz.de/10012618219
Saved in:
10
On the China factor in the world oil market : a regime switching approach
Cross, Jamie
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Energy economics
95
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816553
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