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~isPartOf:"Applied financial economics"
~subject:"Estimation"
~subject:"Mathematische Optimierung"
~subject:"Volatilität"
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Estimation
Mathematische Optimierung
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Markov chain
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7
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5
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Gallo, Giampiero M.
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1
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1
Mills, Terence C.
1
Otranto, Edoardo
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Applied financial economics
European journal of operational research : EJOR
50
Energy economics
41
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38
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38
Applied economics
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of empirical finance
25
The North American journal of economics and finance : a journal of financial economics studies
23
International journal of forecasting
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International review of financial analysis
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Applied economics letters
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International review of economics & finance : IREF
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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Mathematical methods of operations research
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Econometric reviews
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14
Journal of forecasting
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Review of quantitative finance and accounting
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Discussion paper / Tinbergen Institute
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
The European journal of finance
12
Computers & operations research : and their applications to problems of world concern ; an international journal
11
Journal of mathematical finance
11
Research in international business and finance
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
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ECONIS (ZBW)
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1
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
2
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
Saved in:
3
Volume and volatility in foreign exchange market microstrucutre : a Markov switching approach
Khemiri, Rim
- In:
Applied financial economics
22
(
2012
)
13/15
,
pp. 1121-1133
Persistent link: https://www.econbiz.de/10009625405
Saved in:
4
Regime-dependent relationships among the stock markets of the US, Australia and New Zealand : a Markov-switching VAR approach
Qiao, Zhuo
;
Li, Yuming
;
Wong, Wing Keung
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1831-1841
Persistent link: https://www.econbiz.de/10009384755
Saved in:
5
Volatility transmission across markets : a multichain Markov switching model
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 659-670
Persistent link: https://www.econbiz.de/10003491212
Saved in:
6
Asymmetric stochastic volatility in emerging stock markets
Selçuk, Faruk
- In:
Applied financial economics
15
(
2005
)
12
,
pp. 867-874
Persistent link: https://www.econbiz.de/10003070719
Saved in:
7
The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.
;
Jordanov, J. V.
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
Saved in:
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