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~isPartOf:"International review of financial analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~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
86
Markov-Kette
86
Theorie
40
Theory
40
Estimation
38
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Christiansen, Charlotte
2
Fabozzi, Frank J.
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Mandal, Anandadeep
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Poshakwale, Sunil S.
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Allen, David E.
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Ané, Thierry
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International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
21
Finance research letters
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Energy economics
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Journal of empirical finance
20
International journal of forecasting
18
European journal of operational research : EJOR
17
Quantitative finance
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Working paper
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of economic dynamics & control
15
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14
Journal of applied econometrics
14
Journal of banking & finance
14
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13
Review of quantitative finance and accounting
13
The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Tinbergen Institute
11
International review of economics & finance : IREF
11
The European journal of finance
11
Discussion paper / Centre for Economic Policy Research
10
Insurance / Mathematics & economics
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Annals of finance
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Finance and stochastics
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Macroeconomic dynamics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Working paper / National Bureau of Economic Research, Inc.
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Asia-Pacific financial markets
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EUI working paper / ECO
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ECONIS (ZBW)
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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
What does Google say about credit developments in Brazil?
Neto, Alberto Ronchi
;
Candido, Osvaldo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 499-527
Persistent link: https://www.econbiz.de/10013453758
Saved in:
5
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:
6
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:
7
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
8
Markov regime-switching autoregressive model with tempered stable distribution : simulation evidence
Feng, Lingbing
;
Shi, Yanlin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198500
Saved in:
9
The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Lucey, Brian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
Saved in:
10
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
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