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accessRights:"restricted"
~accessRights:"free"
~person:"Chen, Cathy W. S."
~person:"Chkili, Walid"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
Bayes-Statistik
Markov chain
6
Markov-Kette
6
ARCH-Modell
4
Börsenkurs
4
Share price
4
Theorie
4
Theory
4
Bayesian inference
3
Markov switching
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Volatility
3
Volatilität
3
Capital income
2
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2
Forecasting model
2
Gold
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Islamic stock market
2
Kapitaleinkommen
2
Prognoseverfahren
2
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2
Schätzung
2
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Welt
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Aktienindex
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Bayesian MCMC methods
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Bitcoin
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COVID-19
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Coronavirus
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Financialization
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GARCH model
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Handelsvolumen der Börse
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Hedge
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Chen, Cathy W. S.
Chkili, Walid
Tsionas, Efthymios G.
16
Gupta, Rangan
10
Lee, Hsiang-Tai
8
Casarin, Roberto
6
Li, Yong
6
Ma, Feng
6
Chang, Kuang-Liang
5
Dimitrakopoulos, Stefanos
5
Maheu, John M.
5
Shi, Yanlin
5
Balcilar, Mehmet
4
Bauwens, Luc
4
Dufays, Arnaud
4
Gerlach, Richard
4
Lesage, James P.
4
Lu, Xinjie
4
Nakatsuma, Teruo
4
Otranto, Edoardo
4
Serletis, Apostolos
4
Wang, Chao
4
Wilfling, Bernd
4
Wirjanto, Tony S.
4
Xu, Libo
4
Yu, Jun
4
Asai, Manabu
3
Assaf, A. Georges
3
Billio, Monica
3
Hammoudeh, Shawkat
3
Jin, Xin
3
Kolkiewicz, Adam W.
3
Koop, Gary
3
Lee, Chien-chiang
3
Li, Tao
3
Lütkepohl, Helmut
3
Men, Zhongxian
3
Ravazzolo, Francesco
3
Song, Yong
3
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Eurasian economic review : a journal in applied macroeconomics and finance
2
International journal of finance & economics : IJFE
1
Journal of forecasting
1
Journal of multinational financial management
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
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
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
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
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
6
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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