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accessRights:"restricted"
~person:"Billio, Monica"
~person:"Charfeddine, Lanouar"
~person:"Serletis, Apostolos"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Search: subject_exact:"Markov chain"
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Schätzung
Markov chain
18
Markov-Kette
18
Estimation
14
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11
Theory
11
Volatility
6
Volatilität
6
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5
ARCH-Modell
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Multivariate Verteilung
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Billio, Monica
Charfeddine, Lanouar
Serletis, Apostolos
Xu, Libo
7
Gupta, Rangan
6
Blazsek, Szabolcs
5
Casarin, Roberto
5
Dimitrakopoulos, Stefanos
5
Balcilar, Mehmet
4
Chang, Kuang-Liang
4
Goutte, Stéphane
4
Kang, Kyu Ho
4
Lee, Hsiang-Tai
4
Apergēs, Nikolaos
3
Bekiros, Stelios
3
Chauvet, Marcelle
3
Chevallier, Julien
3
Gerlach, Richard
3
Guidolin, Massimo
3
Guérin, Pierre
3
Hou, Chenghan
3
Ji, Qiang
3
Lee, Chien-chiang
3
Leiva-Leon, Danilo
3
Lesage, James P.
3
Li, Leon
3
Lin, Shih-kuei
3
Nicolau, João
3
Omori, Yasuhiro
3
Pedio, Manuela
3
Sehgal, Sanjay
3
Shi, Yanlin
3
Soques, Daniel
3
Sornette, Didier
3
Wang, Chao
3
Zhang, Dayong
3
Ahmad, Wasim
2
Avdoulas, Christos
2
BenSaïda, Ahmed
2
Caldeira, João F.
2
Cavicchioli, Maddalena
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Macroeconomic dynamics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of money, credit and banking : JMCB
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
Tourism management : research, policies, practice
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ECONIS (ZBW)
14
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1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
3
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
4
The demand for assets : evidence from the Markov switching normalized quadratic model
Xu, Libo
;
Serletis, Apostolos
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
4
,
pp. 989-1025
Persistent link: https://www.econbiz.de/10013281375
Saved in:
5
Regime-specific impact of financial reforms on economic growth in Pakistan
Rahman, Abdul
;
Khan, Muhammad Arshad
;
Charfeddine, Lanouar
- In:
Journal of policy modeling : JPMOD ; a social science …
43
(
2021
)
1
,
pp. 161-182
Persistent link: https://www.econbiz.de/10012821159
Saved in:
6
Consumption, leisure, and money
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1412-1441
Persistent link: https://www.econbiz.de/10012618219
Saved in:
7
Money supply volatility and the macroeconomy
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1392-1402
Persistent link: https://www.econbiz.de/10012307284
Saved in:
8
Interfuel substitution : evidence from the Markov switching minflex Laurent demand system with BEKK errors
Serletis, Apostolos
;
Xu, Libo
- In:
The energy journal
40
(
2019
)
6
,
pp. 111-128
Persistent link: https://www.econbiz.de/10012181694
Saved in:
9
Tourism, terrorism and political violence in Tunisia : evidence from Markov-switching models
Charfeddine, Lanouar
;
Goaied, Mohamed
- In:
Tourism management : research, policies, practice
70
(
2019
),
pp. 404-418
Persistent link: https://www.econbiz.de/10011949889
Saved in:
10
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
Saved in:
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