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subject:"Volatility"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"ARCH model"
~subject:"Bank"
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Search: subject_exact:"Markov chain"
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Volatility
ARCH model
Bank
Markov chain
24
Markov-Kette
24
Volatilität
10
Capital income
7
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7
Börsenkurs
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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
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1
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Masmoudi, Afif
1
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1
Noh, Jaesun
1
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1
Ramos, Sofia B.
1
Russo, Emilio
1
Shyu, So-De
1
Skindilias, Konstantinos
1
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Review of quantitative finance and accounting
Energy economics
34
Economic modelling
23
Journal of econometrics
22
Applied economics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of empirical finance
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Finance research letters
16
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of forecasting
15
International review of financial analysis
14
Quantitative finance
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Economics letters
11
International journal of theoretical and applied finance
11
Journal of forecasting
11
International review of economics & finance : IREF
10
The European journal of finance
10
Applied economics letters
9
Computational economics
9
Discussion paper / Tinbergen Institute
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
The journal of futures markets
8
Applied mathematical finance
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 financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of macroeconomics
6
Journal of risk and financial management : JRFM
6
Research in international business and finance
6
SSE EFI working paper series in economics and finance
6
Applied financial economics
5
CORE discussion papers : DP
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
The aftermath of the subprime crisis : a clustering analysis of world banking sector
Dias, José G.
;
Ramos, Sofia B.
- In:
Review of quantitative finance and accounting
42
(
2014
)
2
,
pp. 251-292
Persistent link: https://www.econbiz.de/10010391657
Saved in:
8
A reduced lattice model for option pricing under regime-switching
Costabile, Massimo
;
Leccadito, Arturo
;
Massabo, Ivar
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 667-690
Persistent link: https://www.econbiz.de/10010433525
Saved in:
9
A comparative study of two models SV with MCMC algorithm
Hachicha, Ahmed
;
Hachicha, Fatma
;
Masmoudi, Afif
- In:
Review of quantitative finance and accounting
38
(
2012
)
4
,
pp. 479-493
Persistent link: https://www.econbiz.de/10009574060
Saved in:
10
Evidence of feedback trading with Markov switching regimes
Dean, Warren G.
;
Faff, Robert W.
- In:
Review of quantitative finance and accounting
30
(
2008
)
2
,
pp. 133-151
Persistent link: https://www.econbiz.de/10003620890
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