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accessRights:"restricted"
~accessRights:"free"
~person:"Bauwens, Luc"
~person:"Serletis, Apostolos"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"Markov chain"
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ARCH model
Markov chain
27
Markov-Kette
27
Theorie
17
Theory
17
ARCH-Modell
15
Estimation
10
Schätzung
10
Volatility
10
Volatilität
10
Bayes-Statistik
6
Bayesian inference
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Sampling
5
Stichprobenerhebung
5
Capital income
4
GARCH
4
Geldpolitik
4
Kapitaleinkommen
4
Monetary policy
4
Correlation
3
Estimation theory
3
Geldmenge
3
Korrelation
3
Markov regime switching
3
Money supply
3
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
ARMA model
2
ARMA-Modell
2
BEKK
2
Bank
2
Börsenkurs
2
Dependence
2
Dynamic conditional correlations
2
Forecasting
2
Forecasting model
2
Geldnachfrage
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8
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7
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Aufsatz in Zeitschrift
Working Paper
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8
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English
15
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Bauwens, Luc
Serletis, Apostolos
Lütkepohl, Helmut
8
Meitz, Mika
8
Saikkonen, Pentti
8
Lee, Hsiang-Tai
7
Dufays, Arnaud
6
Ma, Feng
6
Chang, Kuang-Liang
5
Gupta, Rangan
5
Otranto, Edoardo
5
Asai, Manabu
4
Casarin, Roberto
4
Lu, Xinjie
4
Osuntuyi, Anthony
4
Rombouts, Jeroen V. K.
4
Shi, Yanlin
4
Velinov, Anton
4
Xu, Libo
4
Amisano, Gianni
3
Billio, Monica
3
Caporale, Guglielmo Maria
3
Chen, Cathy W. S.
3
Dimitrakopoulos, Stefanos
3
Geweke, John
3
Haas, Markus
3
Lee, Chien-chiang
3
McAleer, Michael
3
Netšunajev, Aleksei
3
Segnon, Mawuli
3
Wang, Jiqian
3
Wilfling, Bernd
3
Zekokh, Timur
3
Ardia, David
2
Augustyniak, Maciej
2
Balcilar, Mehmet
2
BenSaïda, Ahmed
2
Blazsek, Szabolcs
2
Bohl, Martin T.
2
Bos, Charles S.
2
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CORE discussion papers : DP
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
CORE discussion paper : DP
1
CREATES research paper
1
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
1
Discussion paper / Tinbergen Institute
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
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ECONIS (ZBW)
15
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1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
3
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
4
A new approach to volatility modeling : the high-dimensional Markov Model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
-
2016
Persistent link: https://www.econbiz.de/10011894434
Saved in:
5
A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
Saved in:
6
Interfuel substitution : evidence from the Markov switching minflex Laurent demand system with BEKK errors
Serletis, Apostolos
;
Xu, Libo
- In:
The energy journal
40
(
2019
)
6
,
pp. 111-128
Persistent link: https://www.econbiz.de/10012181694
Saved in:
7
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
Saved in:
8
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009504878
Saved in:
9
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009382620
Saved in:
10
Monetary and fiscal policy switching with time-varying volatilities
Xu, Libo
;
Serletis, Apostolos
- In:
Economics letters
145
(
2016
),
pp. 202-205
Persistent link: https://www.econbiz.de/10011618412
Saved in:
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