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~isPartOf:"International review of financial analysis"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Search: subject:"Markov-Kette"
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Markov chain
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Markov-Kette
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International review of financial analysis
Macroeconomic dynamics
Working paper / Department of Econometrics and Business Statistics, Monash University
European journal of operational research : EJOR
133
Operations research letters
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Mathematics of operations research
50
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45
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International journal of production research
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Finance research letters
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International journal of forecasting
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Dynamic games and applications : DGA
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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International review of economics & finance : IREF
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Operational research : an international journal
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Opsearch : journal of the Operational Research Society of India
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The North American journal of economics and finance : a journal of financial economics studies
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
International journal of theoretical and applied finance
18
Journal of empirical finance
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Research in international business and finance
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Journal of forecasting
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Journal of the Operational Research Society
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IMA journal of management mathematics
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Econometric reviews
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International journal of production economics
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Journal of banking & finance
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Review of quantitative finance and accounting
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Mathematical methods of operations research : ZOR
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ECONIS (ZBW)
37
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1
Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping
;
Zhou, Hang
;
Zhou, Duotai
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
Saved in:
2
The impact of the Russian-Ukrainian war on global financial markets
Izzeldin, Marwan
;
Muradoğlu, Gülnur
;
Pappas, Vasileios
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014457520
Saved in:
3
Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing
;
Hong, Yi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
Saved in:
4
Estimating the FOMC's interest rate rule with variable selection and partial regime switching
Check, Adam
- In:
Macroeconomic dynamics
27
(
2023
)
2
,
pp. 297-330
Persistent link: https://www.econbiz.de/10014247371
Saved in:
5
Are commodity futures a hedge against inflation? : a Markov-switching approach
Liu, Chunbo
;
Zhang, Xuan
;
Zhou, Zhiping
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248412
Saved in:
6
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
7
Timing and signals of monetary regime switching
Soques, Daniel
- In:
Macroeconomic dynamics
26
(
2022
)
4
,
pp. 885-919
Persistent link: https://www.econbiz.de/10013270220
Saved in:
8
Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
Saved in:
9
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
10
An N-state endogenous Markov-switching model with applications in macroeconomics and finance
Hwu, Shih-Tang
;
Kim, Chang-jin
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1937-1965
Persistent link: https://www.econbiz.de/10012704929
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