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subject:"Volatility"
~isPartOf:"Journal of macroeconomics"
~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
38
Markov-Kette
38
Estimation
13
Schätzung
13
Volatilität
13
Theorie
12
Theory
12
Capital income
7
Kapitaleinkommen
7
Stochastic process
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7
Börsenkurs
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Option pricing theory
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Optionspreistheorie
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Monte Carlo simulation
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Dias, José G.
2
Amidu, Mohammed
1
Baek, In-Seok
1
Chen, Son-nan
1
Chiang, Mi-Hsiu
1
Chuang, Ming-Che
1
Costabile, Massimo
1
Dean, Warren G.
1
Faff, Robert W.
1
Hachicha, Ahmed
1
Hachicha, Fatma
1
Harvey, Simon K.
1
Isakin, Maksim
1
Isidro, Helena
1
Keating, John William
1
Kim, Baeho
1
Kim, In-joon
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1
Kim, Sol
1
Leccadito, Arturo
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Li, Chang-Yi
1
Li, Ming-yuan Leon
1
Lin, Hsiou-wei William
1
Lin, Shih-kuei
1
Lin, Yi Chun
1
Lo, Chia Chun
1
Lopes, José Mário
1
Mandal, Anandadeep
1
Masmoudi, Afif
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Massabo, Ivar
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Noh, Jaesun
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Nunes, Luis C.
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Russo, Emilio
1
Serletis, Apostolos
1
Shyu, So-De
1
Skindilias, Konstantinos
1
Valcarcel, Victor J.
1
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Journal of macroeconomics
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
International journal of finance & economics : IJFE
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
The journal of futures markets
6
Applied financial economics
5
Applied mathematical finance
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economics working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Research in international business and finance
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SFB 649 discussion paper
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Annals of finance
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ECONIS (ZBW)
17
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1
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:
2
Business cycle fluctuations in Taiwan : Bayesian DSGE analysis
Lin, Yi Chun
- In:
Journal of macroeconomics
70
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013274667
Saved in:
3
Banking technology in a Markov switching economy
Isakin, Maksim
;
Serletis, Apostolos
- In:
Journal of macroeconomics
59
(
2019
),
pp. 154-168
Persistent link: https://www.econbiz.de/10012244997
Saved in:
4
What's so great about the Great Moderation?
Keating, John William
;
Valcarcel, Victor J.
- In:
Journal of macroeconomics
51
(
2017
),
pp. 115-142
Persistent link: https://www.econbiz.de/10011752360
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Local volatility calibration during turbulent periods
Skindilias, Konstantinos
;
Lo, Chia Chun
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10011327607
Saved in:
10
Systematic cyclicality of systemic bubbles : evidence from the U.S. commercial banking system
Kim, Myeong Hyeon
;
Kim, Baeho
- In:
Journal of macroeconomics
42
(
2014
),
pp. 281-297
Persistent link: https://www.econbiz.de/10011286611
Saved in:
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