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~person:"Feng, Lingbing"
~person:"Serletis, Apostolos"
~subject:"Markov chain"
~type_genre:"Article in journal"
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Search: subject:"ARCH model"
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Markov chain
ARCH model
34
ARCH-Modell
34
Volatility
23
Volatilität
23
Oil price
12
Ölpreis
12
Theorie
10
Theory
10
Estimation
8
Schätzung
8
GARCH-in-Mean model
6
Markov-Kette
6
VAR model
6
VAR-Modell
6
Inflation expectations
5
Inflationserwartung
5
Commodity derivative
4
Financial market
4
Finanzmarkt
4
Forecasting model
4
Prognoseverfahren
4
Rohstoffderivat
4
Spillover effect
4
Spillover-Effekt
4
Asymmetric BEKK model
3
Capital income
3
Crude oil
3
Energiemarkt
3
Energy market
3
Erdgas
3
GARCH
3
GARCH-in-mean model
3
Geldmenge
3
Industrialized countries
3
Industrieländer
3
Inflation
3
Kapitaleinkommen
3
Money supply
3
Multivariate Verteilung
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Article in journal
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English
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Feng, Lingbing
Serletis, Apostolos
Lee, Hsiang-Tai
8
Ma, Feng
7
Chang, Kuang-Liang
6
Chen, Cathy W. S.
6
Bauwens, Luc
5
Shi, Yanlin
5
Balcilar, Mehmet
4
Lu, Xinjie
4
Otranto, Edoardo
4
So, Mike Ka-pui
4
Xu, Libo
4
Blazsek, Szabolcs
3
Dimitrakopoulos, Stefanos
3
Dufays, Arnaud
3
Gerlach, Richard
3
Gupta, Rangan
3
Haas, Markus
3
Hammoudeh, Shawkat
3
Ho, Kin-Yip
3
Lee, Chien-chiang
3
Li, Ming-yuan Leon
3
Maheu, John M.
3
Siu, Tak Kuen
3
Wang, Jiqian
3
Wilfling, Bernd
3
Ajmi, Ahdi Noomen
2
Alizadeh-Masoodian, Amir H.
2
Amisano, Gianni
2
Ardia, David
2
Asai, Manabu
2
BenSaïda, Ahmed
2
Bohl, Martin T.
2
Casarin, Roberto
2
Cavicchioli, Maddalena
2
Dias, José G.
2
Elliott, Robert J.
2
Gallo, Giampiero M.
2
Geweke, John
2
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Economic modelling
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
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ECONIS (ZBW)
6
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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
Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
;
Wang, Zili
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819431
Saved in:
3
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:
4
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:
5
A discussion on the innovation distribution of the Markov regime-switching GARCH model
Shi, Yanlin
;
Feng, Lingbing
- In:
Economic modelling
53
(
2016
),
pp. 278-288
Persistent link: https://www.econbiz.de/10011641034
Saved in:
6
Monetary and fiscal policy switching with time-varying volatilities
Xu, Libo
;
Serletis, Apostolos
- In:
Economics letters
145
(
2016
),
pp. 202-205
Persistent link: https://www.econbiz.de/10011618412
Saved in:
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