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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Economic modelling"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Markov chain"
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ARCH model
Estimation theory
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Markov chain
28
Markov-Kette
28
Estimation
13
Schätzung
13
Theorie
12
Theory
12
Volatility
11
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11
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7
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Markov switching
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Aufsatz in Zeitschrift
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8
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English
8
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Abdallah, Oussama
1
Bai, Manying
1
BenSaïda, Ahmed
1
Changqing, Luo
1
Chi, Xie
1
Ching, Wai Ki
1
Cong, Yu
1
Dua, Pami
1
Feng, Lingbing
1
Han, Yingwei
1
Hsu, Yuan-Lin
1
Huang, Tzu-Hui
1
Hung, Ming-Chin
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Lin, Shih-kuei
1
Litimi, Houda
1
Lu, Jiejun
1
Racicot, François-Éric
1
Shi, Yanlin
1
Siu, Tak Kuen
1
Su, Xiaoshan
1
Théoret, Raymond
1
Tuteja, Divya
1
Yan, Xu
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Zhu, Dong-Mei
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Economic modelling
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of econometrics
16
Energy economics
15
Quantitative finance
14
Risks : open access journal
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
10
Computational economics
10
European journal of operational research : EJOR
10
Finance research letters
9
International journal of forecasting
9
Economics letters
8
International review of economics & finance : IREF
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of risk and financial management : JRFM
8
Econometric reviews
7
Insurance / Mathematics & economics
7
International review of financial analysis
7
Journal of forecasting
7
Research in international business and finance
7
International Journal of Financial Studies : open access journal
6
Journal of economic dynamics & control
6
Journal of empirical finance
6
Applied economics letters
4
Econometrics : open access journal
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Applied mathematical finance
3
Astin bulletin : the journal of the International Actuarial Association
3
Cogent economics & finance
3
Finance and stochastics
3
Financial markets and portfolio management
3
International journal of emerging markets
3
International journal of finance & economics : IJFE
3
International journal of financial engineering
3
Journal of banking & finance
3
Journal of time series econometrics
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Operational research : an international journal
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Operations research letters
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ECONIS (ZBW)
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1
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
2
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
3
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
4
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
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
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
7
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:
8
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
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