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Markov chain
52
Markov-Kette
52
Estimation
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15
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15
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14
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14
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Blazsek, Szabolcs
3
Ho, Han-Chiang
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Kakamu, Kazuhiko
2
Lu, Su-lien
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Wang, Peiming
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Alam, Md Rafayet
1
Alba, Joseph Dennis
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Applied economics
European journal of operational research : EJOR
211
Journal of econometrics
116
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Discussion paper / Tinbergen Institute
73
Mathematical methods of operations research
73
International journal of production research
72
Journal of economic dynamics & control
70
Economics letters
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International journal of theoretical and applied finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Operations research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Insurance / Mathematics & economics
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Energy economics
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Working paper
54
International journal of production economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of economic theory
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Journal of forecasting
43
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Applied economics letters
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
38
Finance research letters
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Risks : open access journal
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Dynamic games and applications : DGA
35
Working paper / National Bureau of Economic Research, Inc.
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Journal of empirical finance
34
International review of financial analysis
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Macroeconomic dynamics
33
Finance and stochastics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
4
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
5
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
6
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
7
Impact of oil demand and supply shocks on food-grain prices : a Markov-switching approach
Forhad, Abdur Rahman
;
Alam, Md Rafayet
- In:
Applied economics
54
(
2022
)
10
,
pp. 1199-1211
Persistent link: https://www.econbiz.de/10012875135
Saved in:
8
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
9
Impact of Brexit on G7 properties
Yoon, Jae Ho
;
Nawrot, Katarzyna Anna
- In:
Applied economics
54
(
2022
)
57
,
pp. 6551-6558
Persistent link: https://www.econbiz.de/10013494155
Saved in:
10
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
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