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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bauwens, Luc"
~person:"Chen, Cathy W. S."
~person:"Lee, Hsiang-Tai"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
Bayes-Statistik
Markov chain
3
Markov-Kette
3
ARCH-Modell
2
Capital income
2
Forecasting
2
Forecasting model
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Bauwens, Luc
Chen, Cathy W. S.
Lee, Hsiang-Tai
Casarin, Roberto
2
Dufays, Arnaud
2
Kalli, Maria
2
Paap, Richard
2
Anzarut, Michelle
1
Augustyniak, Maciej
1
Cadarso-Suarez, Carmen
1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International review of financial analysis
2
Journal of econometrics
2
Journal of forecasting
2
The journal of futures markets
2
Computational economics
1
Finance research letters
1
Global business and finance review
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Global finance journal
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
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ECONIS (ZBW)
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A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
Saved in:
2
Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc
;
Carpantier, Jean-François
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 162-182
Persistent link: https://www.econbiz.de/10011704161
Saved in:
3
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
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