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A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai; Yoder, Jonathan K. - In: Applied economics 39 (2007) 10/12, pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726
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Measuring the Chinese business cycle
Becker, Ralf; Wang, Yuanyuan - In: Applied economics 45 (2013) 28/30, pp. 3988-4003
Persistent link: https://www.econbiz.de/10010345805
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Regime switching and the (in) stability of the price-rent relationship : evidence from the US
Kim, J. R.; Chung, K. - In: Applied economics 46 (2014) 31/33, pp. 4041-4052
Persistent link: https://www.econbiz.de/10010421848
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Testing Markov switching models
Huang, Yu-lieh - In: Applied economics 46 (2014) 16/18, pp. 2047-2051
Persistent link: https://www.econbiz.de/10010413344
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Using statistical process monitoring to identify us business cycle change points and turning points
Enck, David; Beruvides, Mario; Tercero-Gómez, Víctor G.; … - In: Applied economics 53 (2021) 46, pp. 5319-5336
Persistent link: https://www.econbiz.de/10012626873
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Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua; Ding, Jin; Chu, Guoqing; Xu, Dinghai; … - In: Applied economics 53 (2021) 7, pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
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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
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Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching
Rotta, Pedro Nielsen; Pereira, Pedro L. Valls - In: Applied economics 48 (2016) 25/27, pp. 2367-2382
Persistent link: https://www.econbiz.de/10011590996
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Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng; Lu, Xinjie; Yang, Ke; Zhang, Yaojie - In: Applied economics 51 (2019) 38, pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
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Does garbage pricing increase the immoral disposal of household waste?
Usui, Takehiro; Chikasada, Mitsuko; Kakamu, Kazuhiko - In: Applied economics 49 (2017) 38, pp. 3829-3840
Persistent link: https://www.econbiz.de/10011819945