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~isPartOf:"Applied economics letters"
~isPartOf:"Econometric theory"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Spieltheorie"
~subject:"VAR model"
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Search: subject_exact:"Markov process"
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Börsenkurs
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Markov chain
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Applied economics letters
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Dynamic games and applications : DGA
33
Energy economics
24
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23
Journal of econometrics
21
Applied economics
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Economics letters
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Journal of empirical finance
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The North American journal of economics and finance : a journal of financial economics studies
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
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1
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
2
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
3
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
4
Modelling insurgent-incumbent dynamics : vector autoregressions, multivariate Markov chains, and the nature of technological competition
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics letters
26
(
2019
)
10
,
pp. 843-849
Persistent link: https://www.econbiz.de/10012204398
Saved in:
5
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
6
Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
Saved in:
7
Time-varying effects of fiscal policy in Spain : a Markov-switching approach
Ricci-Risquete, Alejandro
;
Ramajo Hernández, Julián
; …
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 597-600
Persistent link: https://www.econbiz.de/10011628013
Saved in:
8
Forecasting realized range volatility : a regime-switching approach
Ma, Feng
;
Liu, Li
;
Liu, Zhichao
;
Wei, Yu
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
Saved in:
9
A hidden Markov model for the detection of pure and mixed strategy play in games
Shachat, Jason M.
;
Swarthout, J. Todd
;
Wei, Lijia
- In:
Econometric theory
31
(
2015
)
4
,
pp. 729-752
Persistent link: https://www.econbiz.de/10011341929
Saved in:
10
Detecting jumps and regime switches in international stock markets returns
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1011-1019
Persistent link: https://www.econbiz.de/10011312229
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