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accessRights:"restricted"
~isPartOf:"Finance research letters"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Spieltheorie"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Markov chain"
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Kapitaleinkommen
Prognoseverfahren
Spieltheorie
Theory
Zeitreihenanalyse
Markov chain
30
Markov-Kette
30
Volatility
15
Volatilität
15
Capital income
11
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10
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10
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10
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7
Option pricing theory
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Stochastischer Prozess
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Theorie
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16
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Shi, Yanlin
2
Abakah, Emmanuel Joel Aikins
1
Abid, Ilyes
1
Alagidede, Imhotep Paul
1
Bouri, Elie
1
Caldeira, João F.
1
Chen, Zhongtian
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Chon, Sora
1
Christou, Christina
1
Echaust, Krzysztof
1
Feng, Lingbing
1
Fu, Jingxue
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Fu, Tong
1
Gao, Lingbo
1
Gil-Alaña, Luis A.
1
Guo, Ranran
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Haas, Markus
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Hachicha, Fatma
1
Ho, Kin-Yip
1
Just, Małgorzata
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Kim, Jaeho
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1
Lee, Hsiang-Tai
1
Li, Tao
1
Li, Yong
1
Maheu, John M.
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McCurdy, Thomas H.
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Mendes, Fernando Henrique de Paula e Silva
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Song, Yong
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Tiwari, Aviral Kumar
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Wang, Zili
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Finance research letters
European journal of operational research : EJOR
96
Mathematics of operations research
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
International journal of production research
29
Operations research letters
28
Operations research
27
Journal of econometrics
26
Energy economics
25
International journal of forecasting
25
Dynamic games and applications : DGA
24
Computational economics
23
Economics letters
23
Discussion paper / Centre for Economic Policy Research
22
Insurance / Mathematics & economics
22
Journal of economic dynamics & control
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Quantitative finance
20
Applied economics
19
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Economic modelling
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Operational research : an international journal
15
Journal of empirical finance
14
Journal of forecasting
14
International review of economics & finance : IREF
13
International review of financial analysis
12
Journal of banking & finance
11
Journal of the Operational Research Society
11
Scandinavian actuarial journal
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometric reviews
10
IMA journal of management mathematics
10
Applied economics letters
9
International journal of production economics
9
Journal of economic theory
9
Macroeconomic dynamics
9
Mathematical methods of operations research : ZOR
9
SpringerLink / Bücher
9
Journal of mathematical finance
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ECONIS (ZBW)
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1
A closer look at the regime-switching evidence of bull and bear markets
Kirby, Chris
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472216
Saved in:
2
Herding behavior in exploring the predictability of price clustering in cryptocurrency market
Hachicha, Fatma
;
Masmoudi, Afif
;
Abid, Ilyes
;
Obeid, Hassan
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014526672
Saved in:
3
Analyst's stock views and revision actions
Li, Tao
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494726
Saved in:
4
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
Saved in:
5
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
6
Regime-switching angular correlation diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
Saved in:
7
Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo
;
Ye, Wuyi
;
Guo, Ranran
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
Saved in:
8
Does the financial leverage effect depend on volatility regimes?
Chon, Sora
;
Kim, Jaeho
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805319
Saved in:
9
Regime-switching herd behavior : novel evidence from the Chinese A-share market
Fu, Jingxue
;
Wu, Lan
- In:
Finance research letters
39
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012805479
Saved in:
10
News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485650
Saved in:
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