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subject:"Volatility"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Bank"
~subject:"Regime-switching"
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Volatility
Bank
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Markov chain
24
Markov-Kette
24
Volatilität
10
Capital income
7
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7
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Dias, José G.
2
Amidu, Mohammed
1
Baek, In-Seok
1
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1
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1
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Costabile, Massimo
1
Dean, Warren G.
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1
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1
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1
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1
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1
Shyu, So-De
1
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1
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Review of quantitative finance and accounting
Energy economics
33
Economic modelling
24
Journal of econometrics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Finance research letters
17
Journal of empirical finance
16
Applied economics
15
International review of financial analysis
15
The North American journal of economics and finance : a journal of financial economics studies
15
Quantitative finance
14
International journal of forecasting
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
International review of economics & finance : IREF
11
Computational economics
10
Journal of economic dynamics & control
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
The European journal of finance
9
Applied economics letters
8
Journal of banking & finance
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Econometric reviews
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International journal of finance & economics : IJFE
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7
Insurance / Mathematics & economics
6
International journal of financial engineering
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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The journal of futures markets
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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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European journal of operational research : EJOR
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ECONIS (ZBW)
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1
Attaining stochastic optimal control over debt ratios in U.S. markets
Liu, Wei-han
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 967-993
Persistent link: https://www.econbiz.de/10014342125
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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