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accessRights:"restricted"
~accessRights:"free"
~person:"Elliott, Robert J."
~subject:"ARCH model"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Elliott, Robert J.
Tsionas, Efthymios G.
15
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9
Xu, Libo
8
Lee, Hsiang-Tai
7
Ma, Feng
7
Casarin, Roberto
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Lunday, Brian J.
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Maheu, John M.
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Robbins, Matthew J.
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Wang, Chao
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Arts, Joachim
4
Bauwens, Luc
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Billio, Monica
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Cui, Lirong
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Houtum, Geert-Jan van
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Lesage, James P.
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Lu, Xinjie
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Nakatsuma, Teruo
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Nicolau, João
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Otranto, Edoardo
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OR spectrum : quantitative approaches in management
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Optimal execution with regime-switching market resilience
Siu, Chi Chung
;
Guo, Ivan
;
Zhu, Song-Ping
;
Elliott, …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 17-40
Persistent link: https://www.econbiz.de/10012131017
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2
A hidden Markov regime-switching smooth transition model
Elliott, Robert J.
;
Siu, Tak Kuen
;
Lau, John W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011965140
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3
A higher-order interactive hidden Markov model and its applications
Zhu, Dong-Mei
;
Ching, Wai Ki
;
Elliott, Robert J.
;
Siu, …
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
4
,
pp. 1055-1069
Persistent link: https://www.econbiz.de/10011777086
Saved in:
4
Credit risk and contagion via self-exciting default intensity
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 319-344
Persistent link: https://www.econbiz.de/10011459064
Saved in:
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