//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Ho, Han-Chiang"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"MS-models"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
CAPM
1
Dynamic conditional score (DCS) models
1
Estimation
1
Forecasting model
1
Markov chain
1
Markov-Kette
1
Markov-switching (MS) models
1
Prognoseverfahren
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk
1
Risk management
1
Risk measure
1
Schätzung
1
Theorie
1
Theory
1
VAR model
1
VAR-Modell
1
expected shortfall (ES)
1
systematic risk analysis
1
value-at-risk (VaR)
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Ho, Han-Chiang
Chaiboonsri, Chukiat
2
Chaitip, Prasert
2
Moreira, Ricardo Ramalhete
2
Blazsek, Szabolcs
1
Donkers, Bas
1
Levasseur, Robert E.
1
Li, Youwei
1
Liu, Su-Ping
1
Tang, Christopher S.
1
Zhou, Sean
1
more ...
less ...
Published in...
All
Applied economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->