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~isPartOf:"International review of financial analysis"
~isPartOf:"Working papers"
~subject:"ARCH model"
~subject:"United States"
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Search: subject_exact:"Markovsche Kette"
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ARCH model
United States
Markov chain
63
Markov-Kette
63
Theorie
24
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23
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23
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15
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Billio, Monica
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Casarin, Roberto
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Droumaguet, Matthieu
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Osuntuyi, Anthony
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Woźniak, Tomasz
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Allen, David E.
1
Ané, Thierry
1
Cagliesi, Gabriella
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International review of financial analysis
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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ECONIS (ZBW)
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A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
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2
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
3
Business cycle dating after the Great Moderation : a consistent two-stage maximum likelihood method
Mbara, Gilbert
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2017
Persistent link: https://www.econbiz.de/10011874862
Saved in:
4
Assessing monetary policy models : Bayesian inference for heteroskedastic strcutural VARs
Woźniak, Tomasz
;
Droumaguet, Matthieu
-
2015
Persistent link: https://www.econbiz.de/10011521832
Saved in:
5
Granger causality and regime inference in Bayesian Markov-Switching VARs
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
-
2015
Persistent link: https://www.econbiz.de/10011339319
Saved in:
6
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2014
Persistent link: https://www.econbiz.de/10011629426
Saved in:
7
Efficient Gibbs sampling for Markov switching GARCH models
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2012
Persistent link: https://www.econbiz.de/10011629073
Saved in:
8
What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
48
(
2016
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
Saved in:
9
A migration approach for USA banks' capitalization : are the 00s the same with the 90s?
Koutras, Vasileios M.
;
Drakos, Kōnstantinos
- In:
International review of financial analysis
30
(
2013
),
pp. 131-140
Persistent link: https://www.econbiz.de/10010460327
Saved in:
10
Level-ARCH short rate models with regime switching : bivariate modeling of US and European short rates
Christiansen, Charlotte
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 925-948
Persistent link: https://www.econbiz.de/10003792319
Saved in:
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