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~person:"Chauvet, Marcelle"
~subject:"Optionspreistheorie"
~subject:"USA"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
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Optionspreistheorie
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Markov chain
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Chauvet, Marcelle
Elliott, Robert J.
17
Siu, Tak Kuen
17
Ciecka, James E.
13
Chan, Leunglung
11
Skoog, Gary R.
10
Cui, Zhenyu
9
Gupta, Rangan
8
Kirkby, J. Lars
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
Piger, Jeremy Max
6
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5
Sola, Martin
5
Zhu, Song-Ping
5
Donley, Thomas D.
4
Fabozzi, Frank J.
4
Goldman, Jerry
4
Guidolin, Massimo
4
He, Xin-Jiang
4
Karamé, Frédéric
4
Li, Lingfei
4
Lin, Shih-kuei
4
Nelson, Charles R.
4
Owyang, Michael T.
4
Shen, Yang
4
Von Krueger, Kurt
4
Aye, Goodness C.
3
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3
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3
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3
Chourdakis, Kyriakos
3
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3
Dueker, Michael
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global finance journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic and social measurement
1
Macroeconomic dynamics
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Review / Federal Reserve Bank of St. Louis
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1
Nonlinear relationship between monetary policy and stock returns : evidence from the U.S.
Chauvet, Marcelle
;
Jiang, Cheng
- In:
Global finance journal
55
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248590
Saved in:
2
Measurement error in monetary aggregates : a Markov switching factor approach
Barnett, William A.
;
Chauvet, Marcelle
;
Tierney, …
- In:
Macroeconomic dynamics
13
(
2009
),
pp. 381-412
Persistent link: https://www.econbiz.de/10003888101
Saved in:
3
A comparison of the real-time performance of business cycle dating methods
Chauvet, Marcelle
;
Piger, Jeremy Max
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
1
,
pp. 42-49
Persistent link: https://www.econbiz.de/10003625213
Saved in:
4
Identifying business cycle turning points in real time
Chauvet, Marcelle
;
Piger, Jeremy Max
- In:
Review / Federal Reserve Bank of St. Louis
85
(
2003
)
2
,
pp. 47-61
Persistent link: https://www.econbiz.de/10001784871
Saved in:
5
Markov switching in disaggregate unemployment rates
Chauvet, Marcelle
;
Juhn, Chinhui
;
Potter, Simon M.
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
2
,
pp. 205-232
Persistent link: https://www.econbiz.de/10001655283
Saved in:
6
Stock market fluctuations and the business cycle
Chauvet, Marcelle
- In:
Journal of economic and social measurement
25
(
1999
)
3/4
,
pp. 235-257
Persistent link: https://www.econbiz.de/10001509317
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