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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Markov chain"
~subject:"Optionspreistheorie"
~subject:"USA"
~subject:"VAR-Modell"
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Search: subject_exact:"Markovsche Kette"
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Markov chain
Optionspreistheorie
USA
VAR-Modell
Markov-Kette
95
Theorie
49
Theory
49
Estimation
32
Schätzung
32
Bayesian inference
29
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Bauwens, Luc
3
Casarin, Roberto
3
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2
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1
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International review of financial analysis
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
211
Journal of econometrics
116
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Mathematical methods of operations research
73
Discussion paper / Tinbergen Institute
72
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70
International journal of production research
69
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67
International journal of theoretical and applied finance
66
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60
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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52
International journal of production economics
50
Computers & operations research : and their applications to problems of world concern ; an international journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
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45
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43
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Applied economics letters
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Risks : open access journal
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Dynamic games and applications : DGA
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Finance research letters
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Working paper / National Bureau of Economic Research, Inc.
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Finance and stochastics
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Journal of banking & finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
95
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1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
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:
3
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:
4
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:
5
Are commodity futures a hedge against inflation? : a Markov-switching approach
Liu, Chunbo
;
Zhang, Xuan
;
Zhou, Zhiping
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248412
Saved in:
6
Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng
;
Shi, Peng
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
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7
Bayesian approach to Lorenz curve using time series grouped data
Kobayashi, Genya
;
Yamauchi, Yuta
;
Kakamu, Kazuhiko
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 897-912
Persistent link: https://www.econbiz.de/10013534578
Saved in:
8
Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic
Cavicchioli, Maddalena
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1772-1783
Persistent link: https://www.econbiz.de/10013540511
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9
Bayesian model averaging for spatial autoregressive models based on convex combinations of different types of connectivity matrices
Debarsy, Nicolas
;
Lesage, James P.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 547-558
Persistent link: https://www.econbiz.de/10013533452
Saved in:
10
Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
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