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subject:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Bank"
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Search: subject_exact:"Markov chain"
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Volatility
Bank
Markov chain
47
Markov-Kette
47
Volatilität
17
Estimation
16
Schätzung
16
Theorie
15
Theory
15
Capital income
10
Kapitaleinkommen
10
Börsenkurs
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9
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Time series analysis
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Option pricing theory
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19
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Dias, José G.
2
Acquah, Benjamin K.
1
Amidu, Mohammed
1
Asai, Manabu
1
Baek, In-Seok
1
Brou, Jean Marcelin Bosson
1
Bu, Ruijun
1
Chen, Cathy W. S.
1
Chen, Son-nan
1
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1
Cheng, Jie
1
Chiang, Mi-Hsiu
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Costabile, Massimo
1
Dean, Warren G.
1
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1
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1
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1
Hachicha, Ahmed
1
Hachicha, Fatma
1
Harvey, Simon K.
1
Isidro, Helena
1
Jawadi, Fredj
1
Kim, In-joon
1
Kim, Sol
1
Kouassi, Eugene
1
Leccadito, Arturo
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Li, Chang-Yi
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Li, Ming-yuan Leon
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Lo, Chia Chun
1
Ma, Feng
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Mandal, Anandadeep
1
Masmoudi, Afif
1
Massabo, Ivar
1
Mougoué, Mbodja
1
Noh, Jaesun
1
Poshakwale, Sunil S.
1
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International journal of finance & economics : IJFE
Review of quantitative finance and accounting
Energy economics
33
Economic modelling
21
Journal of econometrics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Finance research letters
16
Journal of empirical finance
16
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of forecasting
13
International review of financial analysis
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Quantitative finance
11
International review of economics & finance : IREF
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Economics letters
9
International journal of theoretical and applied finance
9
Journal of mathematical finance
9
Applied economics letters
8
Computational economics
8
Journal of banking & finance
8
Journal of economic dynamics & control
8
Journal of forecasting
8
The European journal of finance
8
Discussion paper / Tinbergen Institute
7
Econometric reviews
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
International journal of financial engineering
6
Journal of risk and financial management : JRFM
6
Applied financial economics
5
Applied mathematical finance
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Economics working paper
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of macroeconomics
5
Research in international business and finance
5
SFB 649 discussion paper
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The journal of futures markets
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Annals of finance
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ECONIS (ZBW)
19
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1
A latent-factor-driven endogenous regime-switching non-Gaussian model : evidence from simulation and application
Bu, Ruijun
;
Cheng, Jie
;
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3881-3896
Persistent link: https://www.econbiz.de/10013461280
Saved in:
2
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
3
Dynamic asset allocation with multiple regime-switching markets
Shi, Jianmin
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1741-1755
Persistent link: https://www.econbiz.de/10014253444
Saved in:
4
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
Saved in:
5
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
6
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
7
Sources of time varying return comovements during different economic regimes : evidence from the emerging Indian equity market
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 859-892
Persistent link: https://www.econbiz.de/10011796919
Saved in:
8
Earnings quality and the heterogeneous relation between earnings and stock returns
Isidro, Helena
;
Dias, José G.
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 1143-1165
Persistent link: https://www.econbiz.de/10011797598
Saved in:
9
Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
Chiang, Mi-Hsiu
;
Li, Chang-Yi
;
Chen, Son-nan
- In:
Review of quantitative finance and accounting
46
(
2016
)
3
,
pp. 459-482
Persistent link: https://www.econbiz.de/10011595469
Saved in:
10
The persistence of profits of banks in Africa
Amidu, Mohammed
;
Harvey, Simon K.
- In:
Review of quantitative finance and accounting
47
(
2016
)
1
,
pp. 83-108
Persistent link: https://www.econbiz.de/10011595550
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