//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
~person:"Cavazos-Cadena, Rolando"
~person:"Chang, Kuang-Liang"
~person:"Siu, Tak Kuen"
~subject:"Theorie"
~subject:"World"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov chain"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
World
Markov chain
20
Markov-Kette
19
Theory
11
Volatility
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Estimation
5
Multivariate Verteilung
5
Multivariate distribution
5
Schätzung
5
Stochastic process
5
Stochastischer Prozess
5
Time series analysis
4
Zeitreihenanalyse
4
Capital income
3
Kapitaleinkommen
3
Option pricing theory
3
Optionspreistheorie
3
Statistical distribution
3
Statistische Verteilung
3
Aktienmarkt
2
Börsenkurs
2
Derivat
2
Derivative
2
Exchange rate
2
Exponential utility
2
Immobilienfonds
2
Markov switching
2
Markov-switching copula
2
Mixture copula
2
Oil price
2
Option pricing
2
Portfolio selection
2
Portfolio-Management
2
Real estate fund
2
Regime switching risk
2
Share price
2
Spillover effect
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
11
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
12
Author
All
Cavazos-Cadena, Rolando
Chang, Kuang-Liang
Siu, Tak Kuen
Tsionas, Efthymios G.
12
Serletis, Apostolos
8
Feinberg, Eugene A.
7
Xu, Libo
7
Cavicchioli, Maddalena
6
Elliott, Robert J.
6
Goyal, Vineet
6
Casarin, Roberto
5
Gupta, Rangan
5
Guérin, Pierre
5
Houtum, Geert-Jan van
5
Li, Yong
5
Lunday, Brian J.
5
Marcellino, Massimiliano
5
Robbins, Matthew J.
5
Arts, Joachim
4
Billio, Monica
4
Creemers, Stefan
4
Cui, Lirong
4
D'Amico, Guglielmo
4
Dimitrakopoulos, Stefanos
4
Dufays, Arnaud
4
Gerlach, Richard
4
Kang, Kyu Ho
4
Lee, Hsiang-Tai
4
Leiva-Leon, Danilo
4
Lesage, James P.
4
Maheu, John M.
4
Tiwari, Aviral Kumar
4
Wang, Chao
4
Yang, Hailiang
4
Yang, Qiao
4
Zhang, Hao
4
Assaf, A. Georges
3
Badescu, Andrei L.
3
Bianchi, Francesco
3
Boute, Robert N.
3
Buchholz, Peter
3
more ...
less ...
Published in...
All
Mathematical methods of operations research : ZOR
2
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
IMA journal of management mathematics
1
International Series in Operations Research & Management Science
1
International review of economics & finance : IREF
1
Journal of international money and finance
1
Mathematics of operations research
1
OR spectrum : quantitative approaches in management
1
SpringerLink / Bücher
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Contractive approximations in average Markov decision chains driven by a risk-seeking controller
Portillo-Ramírez, Gustavo
;
Cavazos-Cadena, Rolando
; …
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10014334626
Saved in:
2
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
3
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
4
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
5
Discounted approximations in risk-sensitive average Markov cost chains with finite state space
Blancas-Rivera, Rubén
;
Cavazos-Cadena, Rolando
; …
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
2
,
pp. 241-268
Persistent link: https://www.econbiz.de/10012229529
Saved in:
6
A hidden Markov regime-switching smooth transition model
Elliott, Robert J.
;
Siu, Tak Kuen
;
Lau, John W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011965140
Saved in:
7
Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
Cavazos-Cadena, Rolando
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10011914392
Saved in:
8
Pricing dynamic fund protection under hidden Markov models
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
IMA journal of management mathematics
29
(
2018
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10011858973
Saved in:
9
A mixed dependence between the exchange rate and international crude oil returns : an application of dynamic mixture copula
Chang, Kuang-Liang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2347-2360
Persistent link: https://www.econbiz.de/10011825350
Saved in:
10
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->