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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Cavicchioli, Maddalena"
~person:"Cong, Yu"
~person:"Di Sanzo, Silvestro"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Markov chain Monte Carlo"
~type_genre:"Aufsatz in Zeitschrift"
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Markov chain Monte Carlo
ARCH-Modell
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3
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3
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3
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Cavicchioli, Maddalena
Cong, Yu
Di Sanzo, Silvestro
Bauwens, Luc
2
Casarin, Roberto
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Ma, Feng
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Osuntuyi, Anthony
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Shahzad, Syed Jawad Hussain
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Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic
Cavicchioli, Maddalena
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1772-1783
Persistent link: https://www.econbiz.de/10013540511
Saved in:
2
A Markov switching long memory model of crude oil price return volatility
Di Sanzo, Silvestro
- In:
Energy economics
74
(
2018
),
pp. 351-359
Persistent link: https://www.econbiz.de/10011972860
Saved in:
3
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
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