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accessRights:"restricted"
~accessRights:"free"
~person:"Chevallier, Julien"
~person:"Dua, Pami"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Chevallier, Julien
Dua, Pami
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Regime shifts in the behaviour of international currency and equity markets : a Markov-switching analysis
Dua, Pami
;
Tuteja, Divya
- In:
Journal of quantitative economics
19
(
2021
),
pp. 309-336
Persistent link: https://www.econbiz.de/10013441727
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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
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3
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
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4
Financial crises and dynamic linkages across international stock and currency markets
Dua, Pami
;
Tuteja, Divya
- In:
Economic modelling
59
(
2016
),
pp. 249-261
Persistent link: https://www.econbiz.de/10011647825
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