Search Results - subject:"multi-chain"

Zheng, Jincheng; Lee, David Kuo Chuen; Qian, Dejun - In: Annual Review of Fintech 1 (2023), pp. 1-35

Persistent link: https://www.econbiz.de/10015329789

Mkrtčjan, Vardan - In: International journal of knowledge management : IJKM ; … 17 (2021) 1, pp. 72-92

Persistent link: https://www.econbiz.de/10012494797

Khalifa, A.; Hammoudeh, S.; Otranto, E. - Centro Ricerche Nord Sud (CRENoS) - 2012

between these markets and the United States stock and oil markets, using the Multi-chain Markov Switching model. This approach …

Persistent link: https://www.econbiz.de/10010667347

Khalifa, Ahmed A.A.; Hammoudeh, Shawkat; Otranto, Edoardo - In: International Review of Economics & Finance 29 (2014) C, pp. 512-524

-WTI prices and MSCI-world), using the Multi-Chain Markov Switching (MCMS) model. This approach allows for a distinction between …

Persistent link: https://www.econbiz.de/10010729764

Khalifa, Ahmed A.A.; Hammoudeh, Shawkat; Otranto, Edoardo - In: Economic Modelling 41 (2014) C, pp. 365-374

Unlike previous studies, this paper uses the Multi-Chain Markov Switching model (MCMS) to examine portfolio management …

Persistent link: https://www.econbiz.de/10010933330

Khalifa, Ahmed A. A.; Hammoudeh, Shawkat; Ortranto, Edoardo - In: International review of economics & finance : IREF 29 (2014), pp. 512-524

Persistent link: https://www.econbiz.de/10010432303

Khalifa, Ahmed A. A.; Hammoudeh, Shawkat; Otranto, Edoardo - In: Economic modelling 41 (2014), pp. 365-374

Persistent link: https://www.econbiz.de/10010440698