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accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Kapitaleinkommen"
~subject:"Optionspreistheorie"
~subject:"Theory"
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Kapitaleinkommen
Optionspreistheorie
Theory
Markov chain
53
Markov-Kette
53
Volatility
32
Volatilität
32
Estimation
22
Schätzung
22
Oil price
16
Ölpreis
16
ARCH model
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ARCH-Modell
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Forecasting model
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Prognoseverfahren
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Welt
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Markov switching
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Option pricing theory
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Almansour, Abdullah
1
Ausín, M. Concepción
1
Bao Hoang Nguyen
1
Baum, Christopher F.
1
Brix, Anne Floor
1
Chen, Chih-Nan
1
Chen, Liyuan
1
Chen, Son-nan
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Chiang, Mi-Hsiu
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Chuang, Ming-Che
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Dehler-Holland, Joris
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Dias, José G.
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Fleten, Stein-Erik
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Galeano, Pedro
1
Gonzalez, Jhonny
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1
Hou, Chenghan
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Ignatieva, Ekaterina
1
Isidro, Helena
1
Keles, Dogan
1
Koutmos, Dimitrios
1
Li, Chang-Yi
1
Lin, Chien-Hsiu
1
Lin, Shih-kuei
1
Lunde, Asger
1
Mandal, Anandadeep
1
Moriarty, John
1
Müller, Gernot
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Nademi, Arash
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Osmer, Eric
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Palczewski, Jan
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Poshakwale, Sunil S.
1
Prasanna, Krishna
1
Rahman, Md Lutfur
1
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1
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Energy economics
Review of quantitative finance and accounting
European journal of operational research : EJOR
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Quantitative finance
28
International journal of production research
27
Operations research
26
Operations research letters
26
Insurance / Mathematics & economics
25
Journal of econometrics
25
Mathematics of operations research
25
Journal of economic dynamics & control
24
Computational economics
21
Finance research letters
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Economics letters
18
International journal of forecasting
16
Applied economics
15
Discussion paper / Centre for Economic Policy Research
15
Economic modelling
15
International journal of theoretical and applied finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
International review of financial analysis
14
Journal of empirical finance
14
Operational research : an international journal
14
IMA journal of management mathematics
11
Journal of the Operational Research Society
11
Scandinavian actuarial journal
11
International review of economics & finance : IREF
10
Journal of forecasting
10
Econometric reviews
9
Finance and stochastics
9
International journal of production economics
9
Journal of banking & finance
9
Macroeconomic dynamics
9
SpringerLink / Bücher
9
The North American journal of economics and finance : a journal of financial economics studies
9
Opsearch : journal of the Operational Research Society of India
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
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ECONIS (ZBW)
22
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1
A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration
Stokes, Jeffrey R.
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 855-878
Persistent link: https://www.econbiz.de/10014342115
Saved in:
2
Optimal carry trade portfolio choice under regime shifts
Chen, Chih-Nan
;
Lin, Chien-Hsiu
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 483-506
Persistent link: https://www.econbiz.de/10013459294
Saved in:
3
The relation between earnings and price momentum : does it vary across regimes?
Zheng, Yao
;
Wei, Peihwang
;
Osmer, Eric
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1145-1213
Persistent link: https://www.econbiz.de/10013191852
Saved in:
4
Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming
Keles, Dogan
;
Dehler-Holland, Joris
- In:
Energy economics
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202117
Saved in:
5
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
6
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
7
Intertemporal asset pricing with bitcoin
Koutmos, Dimitrios
;
Payne, James E.
- In:
Review of quantitative finance and accounting
56
(
2021
)
2
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012432684
Saved in:
8
Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė
;
Ausín, M. Concepción
; …
- In:
Energy economics
92
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
Saved in:
9
Bayesian estimation of stable CARMA spot models for electricity prices
Müller, Gernot
;
Seibert, Armin
- In:
Energy economics
78
(
2019
),
pp. 267-277
Persistent link: https://www.econbiz.de/10012159939
Saved in:
10
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
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