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~isPartOf:"Finance research letters"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Search: subject_exact:"Markoff-Kette"
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Estimation
Kapitaleinkommen
Volatilität
Markov chain
34
Markov-Kette
34
Volatility
16
Capital income
10
Schätzung
10
Börsenkurs
9
Option pricing theory
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Shi, Yanlin
2
Abakah, Emmanuel Joel Aikins
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Alagidede, Imhotep Paul
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Alam, Md Rafayet
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Bouri, Elie
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Caldeira, João F.
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Finance research letters
Economic modelling
40
Energy economics
40
Applied economics
39
Journal of econometrics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
International journal of forecasting
26
Journal of empirical finance
26
International review of financial analysis
25
Applied economics letters
23
The North American journal of economics and finance : a journal of financial economics studies
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Working paper
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Economics letters
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Journal of economic dynamics & control
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International review of economics & finance : IREF
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Journal of forecasting
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Quantitative finance
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Macroeconomic dynamics
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International journal of finance & economics : IJFE
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Journal of banking & finance
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Review of quantitative finance and accounting
15
Computational economics
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Econometric reviews
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International journal of theoretical and applied finance
14
Journal of applied econometrics
14
Discussion paper / Tinbergen Institute
13
The European journal of finance
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Research in international business and finance
12
Working paper / Department of Econometrics and Business Statistics, Monash University
11
CESifo working papers
10
European journal of operational research : EJOR
10
Journal of mathematical finance
10
Journal of risk and financial management : JRFM
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Applied financial economics
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Discussion paper / Centre for Economic Policy Research
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Journal of macroeconomics
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Risks : open access journal
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ECONIS (ZBW)
21
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1
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
2
A closer look at the regime-switching evidence of bull and bear markets
Kirby, Chris
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472216
Saved in:
3
Analyst's stock views and revision actions
Li, Tao
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494726
Saved in:
4
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
Saved in:
5
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
6
Regime-switching angular correlation diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
Saved in:
7
Consumption- and speculation-led change in demand for oil and the response of base metals : a Markov-switching approach
Alam, Md Rafayet
;
Forhad, Abdur Rahman
;
Sah, Nilesh B.
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553901
Saved in:
8
Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo
;
Ye, Wuyi
;
Guo, Ranran
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
Saved in:
9
Does the financial leverage effect depend on volatility regimes?
Chon, Sora
;
Kim, Jaeho
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805319
Saved in:
10
Regime-switching herd behavior : novel evidence from the Chinese A-share market
Fu, Jingxue
;
Wu, Lan
- In:
Finance research letters
39
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012805479
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