//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
~accessRights:"free"
~person:"Chkili, Walid"
~person:"Hammoudeh, Shawkat"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov chain"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
Bayes-Statistik
Markov chain
8
Markov-Kette
8
Volatility
6
Volatilität
6
Welt
5
World
5
Börsenkurs
4
Markov switching
4
Share price
4
ARCH-Modell
3
Oil price
3
Stock market
3
Time series analysis
3
Zeitreihenanalyse
3
Ölpreis
3
Cointegration
2
Estimation
2
Gold
2
Islamic stock market
2
Kointegration
2
Oil market
2
Safe haven
2
Schätzung
2
Ölmarkt
2
Anleihe
1
Bayesian MCMC method
1
Bitcoin
1
Bond
1
COVID-19
1
Causality analysis
1
Commodities
1
Commodity derivative
1
Coronavirus
1
Dynamic copula with Markov-switching regimes
1
FSI
1
FX
1
Financial crisis
1
Financial market
1
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
6
Language
All
English
6
Author
All
Chkili, Walid
Hammoudeh, Shawkat
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
Chen, Cathy W. S.
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
Wang, Jiqian
3
more ...
less ...
Published in...
All
Eurasian economic review : a journal in applied macroeconomics and finance
2
International review of economics & finance : IREF
1
Journal of multinational financial management
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
2
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:
3
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:
4
Volatility transmission across currencies and commodities with US uncertainty measures
Khalifa, Ahmed A. A.
;
Otranto, Edoardo
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011672897
Saved in:
5
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk : a two-state Markov switching analysis
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
Pacific-Basin finance journal
34
(
2015
),
pp. 121-135
Persistent link: https://www.econbiz.de/10011535314
Saved in:
6
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->