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accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Börsenkurs"
~subject:"Markov chain"
~subject:"Theory"
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Börsenkurs
Markov chain
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Markov-Kette
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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7
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Journal of empirical finance
European journal of operational research : EJOR
134
Operations research letters
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Mathematics of operations research
51
Operations research
45
International journal of production research
42
Journal of econometrics
41
Discussion paper / Centre for Economic Policy Research
40
Energy economics
40
Computational economics
33
Journal of economic dynamics & control
33
Quantitative finance
33
Applied economics
32
Economics letters
31
Computers & operations research : and their applications to problems of world concern ; an international journal
30
Finance research letters
29
Insurance / Mathematics & economics
29
Economic modelling
28
International journal of forecasting
26
Dynamic games and applications : DGA
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
International review of financial analysis
23
Applied economics letters
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International review of economics & finance : IREF
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Operational research : an international journal
20
Opsearch : journal of the Operational Research Society of India
20
The North American journal of economics and finance : a journal of financial economics studies
20
International journal of theoretical and applied finance
18
Journal of the Operational Research Society
16
Research in international business and finance
16
Journal of forecasting
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
IMA journal of management mathematics
14
Macroeconomic dynamics
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Econometric reviews
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International journal of production economics
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ECONIS (ZBW)
16
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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
A multiple regime extension to the Heston–Nandi GARCH(1,1) model
Díaz-Hernández, Adán
;
Constantinou, Nick
- In:
Journal of empirical finance
53
(
2019
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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