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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Journal of econometrics"
~person:"Casarin, Roberto"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastischer Prozess"
~subject:"Systemrisiko"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Aktienmarkt
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Markov chain
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Markov-Kette
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Interacting Markov chains
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Casarin, Roberto
Li, Yong
4
Yu, Jun
4
Billio, Monica
2
Jin, Xin
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Maheu, John M.
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Zeng, Tao
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Agudze, Komla M.
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Ahsan, Nazmul
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Akram, Muhammad
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Baldovin, Fulvio
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Bauwens, Luc
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Bianchi, Daniele
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Energy economics
1
Journal of applied econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
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2
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
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