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accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Theory"
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Börsenkurs
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Markov chain
16
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11
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7
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7
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7
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Bec, Frédérique
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Journal of empirical finance
European journal of operational research : EJOR
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Journal of econometrics
32
International journal of production research
29
Mathematics of operations research
26
Operations research
26
Operations research letters
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Applied economics
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Journal of economic dynamics & control
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Economics letters
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International journal of forecasting
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International review of financial analysis
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Insurance / Mathematics & economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economic modelling
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Quantitative finance
19
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Finance research letters
18
Computational economics
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Discussion paper / Centre for Economic Policy Research
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Applied economics letters
15
International review of economics & finance : IREF
15
Operational research : an international journal
14
Research in international business and finance
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of banking & finance
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Journal of forecasting
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IMA journal of management mathematics
11
Macroeconomic dynamics
11
Scandinavian actuarial journal
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Econometric reviews
10
Journal of the Operational Research Society
10
International journal of production economics
9
Journal of applied econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
9
International journal of finance & economics : IJFE
8
International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models
Nguyen, Ha
- In:
Journal of empirical finance
72
(
2023
),
pp. 103-121
Persistent link: https://www.econbiz.de/10014476811
Saved in:
2
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
3
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:
4
Volatility cascades in cryptocurrency trading
Gradojevic, Nikola
;
Tsiakas, Ilias
- In:
Journal of empirical finance
62
(
2021
),
pp. 252-265
Persistent link: https://www.econbiz.de/10012693424
Saved in:
5
Stock returns and real growth : A Bayesian nonparametric approach
Yang, Qiao
- In:
Journal of empirical finance
53
(
2019
),
pp. 53-69
Persistent link: https://www.econbiz.de/10012171682
Saved in:
6
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
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
A test of asymmetric comovement for state-dependent stock returns
Deng, Kaihua
- In:
Journal of empirical finance
36
(
2016
),
pp. 68-85
Persistent link: https://www.econbiz.de/10011662752
Saved in:
10
An infinite hidden Markov model for short-term interest rates
Maheu, John M.
;
Yang, Qiao
- In:
Journal of empirical finance
38
(
2016
),
pp. 202-220
Persistent link: https://www.econbiz.de/10011663269
Saved in:
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