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~language:"eng"
~person:"Bao Hoang Nguyen"
~person:"Chen, Cathy W. S."
~subject:"Share price"
~subject:"VAR model"
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Search: subject_exact:"Markoff-Kette"
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Bao Hoang Nguyen
Chen, Cathy W. S.
Lütkepohl, Helmut
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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
Understanding the US natural gas market : a Markov switching VAR approach
Hou, Chenghan
;
Bao Hoang Nguyen
-
2018
Persistent link: https://www.econbiz.de/10012202136
Saved in:
3
On the China factor in international oil markets : a regime switching apporach
Cross, Jamie L.
;
Hou, Chenghan
;
Bao Hoang Nguyen
-
2018
Persistent link: https://www.econbiz.de/10011947951
Saved in:
4
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
Saved in:
5
Understanding the US natural gas market : a Markov switching VAR approach
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Energy economics
75
(
2018
),
pp. 42-53
Persistent link: https://www.econbiz.de/10011973858
Saved in:
6
Forecasting value-at-risk using nonlinear regression quantiles and the intraday range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619366
Saved in:
7
Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
Persistent link: https://www.econbiz.de/10009011936
Saved in:
8
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
Saved in:
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