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accessRights:"restricted"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Kapitaleinkommen"
~subject:"Option pricing theory"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Option pricing theory
Prognoseverfahren
Theory
Zeitreihenanalyse
Markov chain
52
Markov-Kette
52
Theorie
28
Estimation
22
Schätzung
22
Time series analysis
22
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Volatility
12
Volatilität
12
ARCH model
11
ARCH-Modell
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Estimation theory
9
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Kointegration
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Capital income
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Markov chain Monte Carlo
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Nichtlineare Regression
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Nonlinear regression
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Yield curve
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Zinsstruktur
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Markov switching
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Markov-switching
4
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41
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Driffill, John
2
Haas, Markus
2
Sola, Martin
2
Abdymomunov, Azamat
1
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1
Avdoulas, Christos
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Bekiros, Stelios
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
European journal of operational research : EJOR
101
International journal of production research
29
Operations research
29
Quantitative finance
28
Energy economics
27
Journal of econometrics
27
Mathematics of operations research
26
Operations research letters
26
Insurance / Mathematics & economics
25
International journal of forecasting
25
Journal of economic dynamics & control
25
Computational economics
24
Economics letters
23
Finance research letters
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Applied economics
18
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Discussion paper / Centre for Economic Policy Research
17
Economic modelling
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
International journal of theoretical and applied finance
15
International review of economics & finance : IREF
14
International review of financial analysis
14
Journal of empirical finance
14
Journal of forecasting
14
Operational research : an international journal
14
The North American journal of economics and finance : a journal of financial economics studies
13
IMA journal of management mathematics
11
Journal of banking & finance
11
Journal of the Operational Research Society
11
Scandinavian actuarial journal
11
Econometric reviews
10
Applied economics letters
9
Finance and stochastics
9
International journal of financial engineering
9
International journal of production economics
9
Macroeconomic dynamics
9
SpringerLink / Bücher
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Journal of mathematical finance
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ECONIS (ZBW)
41
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1
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
2
What does Google say about credit developments in Brazil?
Neto, Alberto Ronchi
;
Candido, Osvaldo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 499-527
Persistent link: https://www.econbiz.de/10013453758
Saved in:
3
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
4
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
5
Stochastic model specification in Markov switching vector error correction models
Hauzenberger, Niko
;
Huber, Florian
;
Pfarrhofer, Michael
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012507433
Saved in:
6
An effcient exact Bayesian method for state space models with stochastic volatility
Huang, Yu-Fan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012507436
Saved in:
7
Markov regime-switching autoregressive model with tempered stable distribution : simulation evidence
Feng, Lingbing
;
Shi, Yanlin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198500
Saved in:
8
The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Lucey, Brian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
Saved in:
9
Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
Zhu, Yanli
;
Chen, Haiqiang
;
Lin, Ming
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012198389
Saved in:
10
An efficient sequential learning algorithm in regime-switching environments
Kim, Jaeho
;
Lee, Sunhyung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054894
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