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~person:"Billio, Monica"
~person:"Douhan, Robin"
~person:"Ranjan, Priya"
~subject:"Markov chain"
~type_genre:"Amtsdruckschrift"
~type_genre:"Conference proceedings"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
-
2021
Persistent link: https://www.econbiz.de/10013179346
Saved in:
2
Modeling systemic risk with Markov switching graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
-
2018
-
This version: July, 2018
Persistent link: https://www.econbiz.de/10011920738
Saved in:
3
Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011869070
Saved in:
4
Markov switching models for volatility : filtering, approximation and duality
Billio, Monica
;
Cavicchioli, Maddalena
-
2013
Persistent link: https://www.econbiz.de/10011629075
Saved in:
5
Business cycle analysis with multivariate Markov switching models
Anas, Jacques
;
Billio, Monica
;
Ferrara, Laurent
;
Lo …
-
2007
Persistent link: https://www.econbiz.de/10003912305
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