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accessRights:"restricted"
~person:"Wang, Chao"
~person:"Xu, Libo"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
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Markov chain
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11
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Wang, Chao
Xu, Libo
Tsionas, Efthymios G.
13
Gupta, Rangan
11
Serletis, Apostolos
8
Cavicchioli, Maddalena
7
Chang, Kuang-Liang
7
Elliott, Robert J.
7
Feinberg, Eugene A.
7
Casarin, Roberto
6
Goyal, Vineet
6
Lee, Hsiang-Tai
6
Billio, Monica
5
Dimitrakopoulos, Stefanos
5
Guérin, Pierre
5
Houtum, Geert-Jan van
5
Kang, Kyu Ho
5
Li, Yong
5
Lunday, Brian J.
5
Maheu, John M.
5
Marcellino, Massimiliano
5
Robbins, Matthew J.
5
Siu, Tak Kuen
5
Arts, Joachim
4
Balcilar, Mehmet
4
Chauvet, Marcelle
4
Creemers, Stefan
4
Cui, Lirong
4
D'Amico, Guglielmo
4
Dufays, Arnaud
4
Gerlach, Richard
4
Guidolin, Massimo
4
Leiva-Leon, Danilo
4
Lesage, James P.
4
Ohnishi, Masamitsu
4
Shi, Yanlin
4
Yang, Hailiang
4
Yang, Qiao
4
Zhang, Hao
4
Asai, Manabu
3
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Macroeconomic dynamics
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2
Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of forecasting
1
Journal of financial econometrics
1
Journal of money, credit and banking : JMCB
1
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ECONIS (ZBW)
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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
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
3
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:
4
Bayesian semi-parametric realized conditional autoregressive expectile models for tail risk forecasting
Gerlach, Richard
;
Wang, Chao
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10012878188
Saved in:
5
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:
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
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
8
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:
9
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:
10
Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution
Wang, Chao
;
Chen, Qian
;
Gerlach, Richard
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1017-1042
Persistent link: https://www.econbiz.de/10012194739
Saved in:
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