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accessRights:"restricted"
~accessRights:"free"
~person:"Blazsek, Szabolcs"
~person:"Chevallier, Julien"
~person:"Hu, Liang"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Betafaktor"
~subject:"Cross-country"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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9
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9
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5
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5
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3
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Blazsek, Szabolcs
Chevallier, Julien
Hu, Liang
Lee, Hsiang-Tai
8
Gupta, Rangan
7
Ma, Feng
6
Chang, Kuang-Liang
5
Lu, Xinjie
4
Otranto, Edoardo
4
Serletis, Apostolos
4
Shi, Yanlin
4
Xu, Libo
4
Balcilar, Mehmet
3
Bauwens, Luc
3
Chen, Cathy W. S.
3
Chkili, Walid
3
Dimitrakopoulos, Stefanos
3
Hammoudeh, Shawkat
3
Lee, Chien-chiang
3
Li, Tao
3
Maheu, John M.
3
Wang, Jiqian
3
Wilfling, Bernd
3
Zhang, Dayong
3
Aloui, Chaker
2
Amanjot Singh
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Asai, Manabu
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BenSaïda, Ahmed
2
Casarin, Roberto
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Cavicchioli, Maddalena
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Chauvet, Marcelle
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Chen, Jieting
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Chen, Miao-Ling
2
Demirer, Rıza
2
Dua, Pami
2
Dufays, Arnaud
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Feng, Lingbing
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Gerlach, Richard
2
Haas, Markus
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Ho, Kin-Yip
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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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
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:
3
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:
4
Forecasting crude oil price volatility
Herrera, Ana María
;
Hu, Liang
;
Pastor, Daniel
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 622-635
Persistent link: https://www.econbiz.de/10012031060
Saved in:
5
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:
6
Optimal test for Markov switching GARCH models
Hu, Liang
;
Shin, Yongcheol
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009513627
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