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accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Operations research letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Markov chain"
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Schätzung
Markov chain
88
Markov-Kette
88
Theorie
39
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39
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17
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17
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17
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BenSaïda, Ahmed
1
Bernardi, Mauro
1
Chang, Kuang-Liang
1
Chen, Cathy W. S.
1
Cuñado Eizaguirre, Juncal
1
Deng, Kaihua
1
Figà-Talamanca, Gianna
1
Focardi, Sergio M.
1
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Miu, Peter
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Oglend, Atle
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Pan, Zhiyuan
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Petrella, Lea
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Serletis, Apostolos
1
Songsak Sriboonchitta
1
Wang, Peiwan
1
Wang, Yudong
1
Wang, Zona
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Xu, Libo
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Yang, Qiao
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Journal of empirical finance
Operations research letters
The North American journal of economics and finance : a journal of financial economics studies
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Applied economics
19
Journal of econometrics
18
Energy economics
17
International review of financial analysis
14
Economic modelling
13
Journal of economic dynamics & control
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Applied economics letters
10
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Finance research letters
10
International journal of forecasting
10
Macroeconomic dynamics
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International review of economics & finance : IREF
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of finance & economics : IJFE
7
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Research in international business and finance
7
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Review of quantitative finance and accounting
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International journal of emerging markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Economics / Journal articles : the open-access, open-assessment journal
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European economic review : EER
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ECONIS (ZBW)
14
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1
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
2
Regime switches and commonalities of the cryptocurrencies asset class
Figà-Talamanca, Gianna
;
Focardi, Sergio M.
;
Patacca, Marco
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822192
Saved in:
3
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
4
Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets : an Empirical Study in China and the U.S.
Wang, Peiwan
;
Zong, Lu
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012665486
Saved in:
5
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
Saved in:
6
The predictive content of the term premium for GDP growth in Canada : evidence from linear, Markov-switching and probit estimations
Lange, Ronald Henry
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 80-91
Persistent link: https://www.econbiz.de/10012036297
Saved in:
7
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
8
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
9
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
10
Does REIT index hedge inflation risk? : new evidence from the tail quantile dependences of the Markov-switching GRG copula
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 56-67
Persistent link: https://www.econbiz.de/10011878580
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