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~isPartOf:"International review of financial analysis"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Search: subject_exact:"Markov chain"
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ARCH model
Aktienmarkt
Bayes-Statistik
Markov chain
33
Markov-Kette
33
Estimation
15
Schätzung
15
Capital income
11
Kapitaleinkommen
11
Theorie
11
Theory
11
Volatility
11
Volatilität
11
CAPM
6
Yield curve
6
Zinsstruktur
6
ARCH-Modell
5
Börsenkurs
5
Forecasting model
5
Markov switching
5
Portfolio selection
5
Portfolio-Management
5
Prognoseverfahren
5
Share price
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Stock market
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EU countries
4
EU-Staaten
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Financial market
4
Finanzmarkt
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Hedging
4
Aktienindex
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Commodity derivative
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Correlation
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Derivat
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Derivative
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Gold
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Großbritannien
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Korrelation
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Markov switching model
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Aufsatz in Zeitschrift
Collection of articles written by one author
Sammlung
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11
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English
11
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Christiansen, Charlotte
2
Lee, Hsiang-Tai
2
Ané, Thierry
1
Aslanidis, Nektarios
1
Beutler, Toni
1
Cagliesi, Gabriella
1
Demirer, Rıza
1
Gubler, Matthias
1
Guermat, Cherif
1
Guidi, Francesco
1
Hauri, Simona
1
He, Zhen
1
Hotta, Luiz K.
1
Kaufmann, Sylvia
1
Laurini, Márcio Poletti
1
Lee, Chien-chiang
1
Lien, Da-hsiang Donald
1
Mandal, Anandadeep
1
O'Connor, Fergal A.
1
Poshakwale, Sunil S.
1
Savva, Christos S.
1
Thijssen, Jacco J. J.
1
Tucker, Jon
1
Ureche-Rangau, Loredana
1
Vendrame, Vasco
1
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International review of financial analysis
Journal of econometrics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Energy economics
23
Economic modelling
22
International journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
18
Applied economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Economics letters
14
Finance research letters
13
Journal of forecasting
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
European journal of operational research : EJOR
11
Journal of economic dynamics & control
10
Applied economics letters
9
Econometric reviews
9
International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
Quantitative finance
9
Research in international business and finance
9
Computational economics
8
Journal of applied econometrics
8
Journal of banking & finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of the American Statistical Association : JASA
8
Econometrics : open access journal
7
International journal of economics and finance
7
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Insurance / Mathematics & economics
6
International Journal of Financial Studies : open access journal
6
International journal of theoretical and applied finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Quantitative marketing and economics : QME
6
Risks : open access journal
6
The journal of futures markets
6
Economic research
5
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ECONIS (ZBW)
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1
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
2
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:
3
Bank lending in Switzerland : driven by business models and exposed to uncertainty
Beutler, Toni
;
Gubler, Matthias
;
Hauri, Simona
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013255872
Saved in:
4
A conditional regime switching CAPM
Vendrame, Vasco
;
Guermat, Cherif
;
Tucker, Jon
- In:
International review of financial analysis
56
(
2018
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012006196
Saved in:
5
Is gold a Sometime Safe Haven or an Always Hedge for equity investors? : a Markov-Switching CAPM approach for US and UK stock indices
He, Zhen
;
O'Connor, Fergal A.
;
Thijssen, Jacco J. J.
- In:
International review of financial analysis
60
(
2018
),
pp. 30-37
Persistent link: https://www.econbiz.de/10012007458
Saved in:
6
What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
48
(
2016
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
Saved in:
7
Risk-return trade-off for European stock markets
Aslanidis, Nektarios
;
Christiansen, Charlotte
;
Savva, …
- In:
International review of financial analysis
46
(
2016
),
pp. 84-103
Persistent link: https://www.econbiz.de/10011580870
Saved in:
8
Does the stock market drive herd behavior in commodity futures markets?
Demirer, Rıza
;
Lee, Hsiang-Tai
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
39
(
2015
),
pp. 32-44
Persistent link: https://www.econbiz.de/10011573052
Saved in:
9
Bayesian extensions to Diebold-Li term structure model
Laurini, Márcio Poletti
;
Hotta, Luiz K.
- In:
International review of financial analysis
19
(
2010
)
5
,
pp. 342-350
Persistent link: https://www.econbiz.de/10009272648
Saved in:
10
Level-ARCH short rate models with regime switching : bivariate modeling of US and European short rates
Christiansen, Charlotte
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 925-948
Persistent link: https://www.econbiz.de/10003792319
Saved in:
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