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Markov switching GARCH models...
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
A Markov regime switching model of crises and contagion : the case of the Iberian countries in the EMS
Lopes, José Mário
;
Nunes, Luis C.
- In:
Journal of macroeconomics
34
(
2012
)
4
,
pp. 1141-1153
Persistent link: https://www.econbiz.de/10009703298
Saved in:
2
Predicting regime switching in BRICS currency volatility : a Markov switching autoregressive approach
Das, Suman
;
Roy, Saikat Sinha
- In:
Decision : official journal of Indian Institute of …
48
(
2021
)
2
,
pp. 165-180
Persistent link: https://www.econbiz.de/10012622217
Saved in:
3
Financial crises and dynamic linkages across international stock and currency markets
Dua, Pami
;
Tuteja, Divya
- In:
Economic modelling
59
(
2016
),
pp. 249-261
Persistent link: https://www.econbiz.de/10011647825
Saved in:
4
Regime switching, exchange rate volatility and intervention in BRICS currency markets
Das, Suman
;
Roy, Saikat Sinha
-
2020
Persistent link: https://www.econbiz.de/10013361933
Saved in:
5
Correlation dynamics in east Asian financial markets
Lestano, Lestano
;
Kuper, Gerard H.
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 382-399
Persistent link: https://www.econbiz.de/10011562458
Saved in:
6
What triggers market jitters? : a chronicle of the Asian crisis
Kaminsky, Graciela Laura
-
1999
Persistent link: https://www.econbiz.de/10010524742
Saved in:
7
What triggers market jitters : a chronicle of the Asian crisis
Kaminsky, Graciela L.
;
Schmukler, Sergio L.
-
1999
Persistent link: https://www.econbiz.de/10001364158
Saved in:
8
What triggers market jitters? : A chronicle of the Asian crisis
Kaminsky, Graciela L.
;
Schmukler, Sergio L.
-
1999
Persistent link: https://www.econbiz.de/10001374578
Saved in:
9
Modelling volatility asymmetries : a Bayesian analysis of a class of tree structured multivariate GARCH models
Dellaportas, P.
;
Vrontos, I. D.
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 503-520
Persistent link: https://www.econbiz.de/10003637597
Saved in:
10
On a threshold heteroscedastic model
Chen, Cathy W. S.
;
So, Mike Ka-pui
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
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