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accessRights:"restricted"
~person:"Guo, Xianping"
~person:"Guérin, Pierre"
~person:"Kirkby, J. Lars"
~person:"Serletis, Apostolos"
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Search: subject_exact:"Markov chain"
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Markov chain
30
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13
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10
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10
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Guo, Xianping
Guérin, Pierre
Kirkby, J. Lars
Serletis, Apostolos
Tsionas, Efthymios G.
17
Gupta, Rangan
14
Elliott, Robert J.
11
Cui, Zhenyu
9
Siu, Tak Kuen
9
Xu, Libo
9
Casarin, Roberto
8
Doraszelski, Ulrich
8
Aki, Sigeo
7
Cavicchioli, Maddalena
7
Chang, Kuang-Liang
7
Feinberg, Eugene A.
7
Legros, Benjamin
7
Li, Lingfei
7
Li, Yong
7
Lunday, Brian J.
7
Ma, Feng
7
Nguyen, Duy
7
Robbins, Matthew J.
7
Shi, Yanlin
7
Sola, Martin
7
Banik, A. D.
6
Billio, Monica
6
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6
Dimitrakopoulos, Stefanos
6
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6
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6
He, Xin-Jiang
6
Houtum, Geert-Jan van
6
Lee, Hsiang-Tai
6
Leiva-Leon, Danilo
6
Maheu, John M.
6
Marcellino, Massimiliano
6
Solan, Eilon
6
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6
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4
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ECONIS (ZBW)
30
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11
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
Saved in:
12
Consumption, leisure, and money
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1412-1441
Persistent link: https://www.econbiz.de/10012618219
Saved in:
13
Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
Huang, Yonghui
;
Lian, Zhaotong
;
Guo, Xianping
- In:
Operations research letters
48
(
2020
)
1
,
pp. 96-103
Persistent link: https://www.econbiz.de/10012169614
Saved in:
14
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
15
Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Annals of finance
16
(
2020
)
3
,
pp. 307-351
Persistent link: https://www.econbiz.de/10012496337
Saved in:
16
Nonzero-sum stochastic games with probability criteria
Huang, Xiangxiang
;
Guo, Xianping
- In:
Dynamic games and applications : DGA
10
(
2020
)
2
,
pp. 509-527
Persistent link: https://www.econbiz.de/10012623862
Saved in:
17
Money supply volatility and the macroeconomy
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1392-1402
Persistent link: https://www.econbiz.de/10012307284
Saved in:
18
A general framework for time-changed Markov processes and applications
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 785-800
Persistent link: https://www.econbiz.de/10011987591
Saved in:
19
Interfuel substitution : evidence from the Markov switching minflex Laurent demand system with BEKK errors
Serletis, Apostolos
;
Xu, Libo
- In:
The energy journal
40
(
2019
)
6
,
pp. 111-128
Persistent link: https://www.econbiz.de/10012181694
Saved in:
20
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:
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