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~isPartOf:"EUI working paper / ECO"
~isPartOf:"International review of financial analysis"
~subject:"Kapitaleinkommen"
~subject:"Markov switching"
~subject:"Optionspreistheorie"
~subject:"USA"
~subject:"VAR-Modell"
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Search: subject_exact:"Markovsche Kette"
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Kapitaleinkommen
Markov switching
Optionspreistheorie
USA
VAR-Modell
Markov chain
45
Markov-Kette
45
Estimation
18
Schätzung
18
Theorie
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Theory
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Lütkepohl, Helmut
3
Christiansen, Charlotte
2
Lanne, Markku
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Mandal, Anandadeep
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Poshakwale, Sunil S.
2
Allen, David E.
1
Amaro de Matos, João
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Ané, Thierry
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Candradewi, Made Reina
1
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1
Do, Hung Xuan
1
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1
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1
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1
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1
Focardi, Sergio M.
1
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1
Guérin, Pierre
1
Herwartz, Helmut
1
Hong, Yi
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Mazza, Davide
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Miao, Rong Hui
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Moore, Tomoe
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Morkel-Kingsbury, Nigel
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Muradoğlu, Gülnur
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EUI working paper / ECO
International review of financial analysis
Economic modelling
31
International journal of theoretical and applied finance
30
Journal of econometrics
28
Applied economics
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Economics letters
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Finance research letters
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Energy economics
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Journal of empirical finance
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International journal of forecasting
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European journal of operational research : EJOR
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of applied econometrics
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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The European journal of finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Asia-Pacific financial markets
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Journal of forensic economics
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ECONIS (ZBW)
28
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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
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
5
Direction-of-change forecasting in commodity futures markets
Liu, Jiadong
;
Papailias, Fotis
;
Quinn, Barry
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803933
Saved in:
6
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
7
Market risk and market-implied inflation expectations
Orłowski, Lucjan T.
;
Soper, Carolyne
- In:
International review of financial analysis
66
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012208965
Saved in:
8
Reaction to technology shocks in Markov-switchings structural VARs : identification via heteroskedasticity
Netšunajev, Aleksei
-
2012
Persistent link: https://www.econbiz.de/10009764682
Saved in:
9
Bayesian testing of Granger causality in Markov-switching VARs
Droumaguet, Matthieu
;
Woźniak, Tomasz
-
2012
Persistent link: https://www.econbiz.de/10009764707
Saved in:
10
Markov-switching MIDAS models
Guérin, Pierre
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10008935686
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