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~isPartOf:"Econometric theory"
~isPartOf:"Games and economic behavior"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Spieltheorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Markov process"
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ARCH model
Spieltheorie
Markov chain
60
Markov-Kette
60
Theorie
22
Theory
22
ARCH-Modell
14
Volatility
14
Volatilität
14
Estimation
12
Schätzung
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Option pricing theory
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Repeated games
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Ashkenazi-Golan, Galit
2
Meitz, Mika
2
Neyman, Abraham
2
Saikkonen, Pentti
2
Solan, Eilon
2
Abramson, Ari
1
Abreu, Dilip
1
Amir, Rabah
1
Arellano, Miguel Ataurima
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Balbus, Lukasz
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Ho, Kin-Yip
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1
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1
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Nowak, Andrzej S.
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Ou, Yangchen
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Econometric theory
Games and economic behavior
The North American journal of economics and finance : a journal of financial economics studies
Dynamic games and applications : DGA
33
Mathematics of operations research
18
Energy economics
17
Journal of economic theory
13
Applied economics
12
International journal of forecasting
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Journal of empirical finance
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
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Journal of econometrics
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Economic modelling
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Computational economics
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European journal of operational research : EJOR
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International review of economics & finance : IREF
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Operations research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International journal of game theory : official journal of the Game Theory Society
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical methods of operations research
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Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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International Journal of Financial Studies : open access journal
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International review of financial analysis
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Quantitative finance
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The European journal of finance
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Theoretical economics : TE ; an open access journal in economic theory
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Emerging markets review
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International game theory review
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative economics : QE ; journal of the Econometric Society
4
Quantitative marketing and economics : QME
4
Research in international business and finance
4
The journal of futures markets
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ECONIS (ZBW)
25
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1
Markovian persuasion with two states
Ashkenazi-Golan, Galit
;
Hernández, Penélope
;
Neeman, Zvika
- In:
Games and economic behavior
142
(
2023
),
pp. 292-314
Persistent link: https://www.econbiz.de/10014469907
Saved in:
2
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
Tan, Chia-Yen
;
Koh, You-Beng
;
Ng, Kok-Haur
;
Ng, Kooi-Huat
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821468
Saved in:
3
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling
;
Zhou, Zhongbao
;
Jiang, Yong
;
Ou, Yangchen
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
Saved in:
4
Absorbing games with a clock and two bits of memory
Hansen, Kristoffer Arnsfelt
;
Ibsen-Jensen, Rasmus
; …
- In:
Games and economic behavior
128
(
2021
),
pp. 213-230
Persistent link: https://www.econbiz.de/10012672087
Saved in:
5
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
6
Solving two-state Markov games with incomplete information on one side
Ashkenazi-Golan, Galit
;
Rainer, Catherine
;
Solan, Eilon
- In:
Games and economic behavior
122
(
2020
),
pp. 83-104
Persistent link: https://www.econbiz.de/10012430394
Saved in:
7
Undiscounted bandit games
Keller, Godfrey
;
Rady, Sven
- In:
Games and economic behavior
124
(
2020
),
pp. 43-61
Persistent link: https://www.econbiz.de/10012432139
Saved in:
8
Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
Arellano, Miguel Ataurima
;
Perez Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012654810
Saved in:
9
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
Saved in:
10
Continuous-time stochastic games
Neyman, Abraham
- In:
Games and economic behavior
104
(
2017
),
pp. 92-130
Persistent link: https://www.econbiz.de/10011793342
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