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accessRights:"restricted"
~accessRights:"free"
~person:"Billio, Monica"
~person:"Chkili, Walid"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Islamic stock market"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Aktienmarkt
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Markov chain
8
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8
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4
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4
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4
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4
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3
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Billio, Monica
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16
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10
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8
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6
Li, Yong
6
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5
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5
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4
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4
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4
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Eurasian economic review : a journal in applied macroeconomics and finance
2
Energy economics
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of multinational financial management
1
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ECONIS (ZBW)
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1
The links between gold, oil prices and Islamic stock markets in a regime switching environment
Chkili, Walid
- In:
Eurasian economic review : a journal in applied …
12
(
2022
)
1
,
pp. 169-186
Persistent link: https://www.econbiz.de/10013175269
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2
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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3
Modeling Bitcoin price volatility : long memory vs Markov switching
Chkili, Walid
- In:
Eurasian economic review : a journal in applied …
11
(
2021
)
3
,
pp. 433-448
Persistent link: https://www.econbiz.de/10012616005
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4
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
5
Is gold a hedge or safe haven for Islamic stock market movements? : a Markov switching approach
Chkili, Walid
- In:
Journal of multinational financial management
42/43
(
2017
),
pp. 152-163
Persistent link: https://www.econbiz.de/10011927913
Saved in:
6
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
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