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accessRights:"restricted"
~accessRights:"free"
~person:"Blazsek, Szabolcs"
~person:"Chevallier, Julien"
~person:"Chkili, Walid"
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Blazsek, Szabolcs
Chevallier, Julien
Chkili, Walid
Tsionas, Efthymios G.
19
Gupta, Rangan
16
Serletis, Apostolos
11
Casarin, Roberto
9
Cui, Zhenyu
9
D'Amico, Guglielmo
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9
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Li, Yong
7
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Ma, Feng
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Robbins, Matthew J.
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Sola, Martin
7
Zhu, Song-Ping
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Cavicchioli, Maddalena
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Banik, A. D.
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Billio, Monica
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Chan, Leunglung
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Applied economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Eurasian economic review : a journal in applied macroeconomics and finance
2
Energy economics
1
Journal of multinational financial management
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1
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
2
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
Saved in:
3
Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
Saved in:
4
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
Saved in:
5
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
6
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
7
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
8
Markov regime-switching Beta-t-EGARCH
Blazsek, Szabolcs
;
Ho, Han-Chiang
- In:
Applied economics
49
(
2017
)
47
,
pp. 4793-4805
Persistent link: https://www.econbiz.de/10011844797
Saved in:
9
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
10
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
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