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accessRights:"restricted"
~person:"Casarin, Roberto"
~person:"Chang, Kuang-Liang"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~subject:"Wechselkurs"
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Search: subject_exact:"Markov chain"
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Statistische Verteilung
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Markov chain
15
Markov-Kette
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10
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10
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8
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7
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Markov-switching
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Casarin, Roberto
Chang, Kuang-Liang
Tsionas, Efthymios G.
12
Serletis, Apostolos
8
Feinberg, Eugene A.
7
Xu, Libo
7
Cavicchioli, Maddalena
6
Elliott, Robert J.
6
Goyal, Vineet
5
Guérin, Pierre
5
Houtum, Geert-Jan van
5
Li, Yong
5
Lunday, Brian J.
5
Marcellino, Massimiliano
5
Robbins, Matthew J.
5
Siu, Tak Kuen
5
Arts, Joachim
4
Billio, Monica
4
Creemers, Stefan
4
Cui, Lirong
4
D'Amico, Guglielmo
4
Dimitrakopoulos, Stefanos
4
Dufays, Arnaud
4
Gerlach, Richard
4
Kang, Kyu Ho
4
Lee, Hsiang-Tai
4
Lesage, James P.
4
Maheu, John M.
4
Shi, Yanlin
4
Wang, Chao
4
Yang, Hailiang
4
Yang, Qiao
4
Zhang, Hao
4
Assaf, A. Georges
3
Badescu, Andrei L.
3
Bianchi, Francesco
3
Bladt, Mogens
3
Boute, Robert N.
3
Buchholz, Peter
3
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Journal of econometrics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Discussion paper / Centre for Economic Policy Research
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international money and finance
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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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1
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
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
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
4
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
5
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
Saved in:
6
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
7
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Casarin, Roberto
;
Foroni, Claudia
;
Marcellino, Massimiliano
-
2017
Persistent link: https://www.econbiz.de/10011741654
Saved in:
8
A mixed dependence between the exchange rate and international crude oil returns : an application of dynamic mixture copula
Chang, Kuang-Liang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2347-2360
Persistent link: https://www.econbiz.de/10011825350
Saved in:
9
Does REIT index hedge inflation risk? : new evidence from the tail quantile dependences of the Markov-switching GRG copula
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 56-67
Persistent link: https://www.econbiz.de/10011878580
Saved in:
10
Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
Saved in:
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