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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Asia-Pacific financial markets"
~person:"Elliott, Robert J."
~person:"Huang, Rachel J."
~person:"Tzeng, Larry Y."
~person:"Yu, Jun"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Markov chain
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Asset pricing
1
Asset-liability
1
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Handelsvolumen der Börse
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Hidden Markov models
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Elliott, Robert J.
Huang, Rachel J.
Tzeng, Larry Y.
Yu, Jun
Kim, Yong-jin
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Akahori, Jirô
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Asai, Manabu
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Azmy, Eriny
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Biscay, R. J.
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Hata, Hiroaki
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Asia-Pacific financial markets
Journal of econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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European journal of operational research : EJOR
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Finance and stochastics
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Social choice and welfare
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
Saved in:
2
Optimal asset-liability management for an insurer under markov regime switching jump-diffusion market
Yu, Jun
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 317-330
Persistent link: https://www.econbiz.de/10010511568
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