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Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki; Kakamu, Kazuhiko - In: Applied economics 54 (2022) 57, pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
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Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh; Hammoudeh, Shawkat; Balcilar, Mehmet - In: Applied economics 47 (2015) 58/60, pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
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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
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Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn; Wichitaksorn, Nuttanan - In: Applied economics 55 (2023) 51, pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
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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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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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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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Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.; Melo, Lívia C. M.; Soave, Gian Paulo - In: Applied economics 56 (2024) 14, pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203