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~isPartOf:"International review of financial analysis"
~subject:"Kapitaleinkommen"
~subject:"Markov switching"
~subject:"Optionspreistheorie"
~subject:"USA"
~subject:"VAR-Modell"
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Kapitaleinkommen
Markov switching
Optionspreistheorie
USA
VAR-Modell
Markov chain
33
Markov-Kette
33
Estimation
15
Schätzung
15
Capital income
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Christiansen, Charlotte
2
Mandal, Anandadeep
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Poshakwale, Sunil S.
2
Allen, David E.
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Ané, Thierry
1
Aslanidis, Nektarios
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Avino, Davide
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Brooks, Robert
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Cagliesi, Gabriella
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Calice, Giovanni
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Candradewi, Made Reina
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Demirer, Rıza
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Do, Hung Xuan
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1
Focardi, Sergio M.
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Ioannidis, Christos
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Izzeldin, Marwan
1
Jin, Xing
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Koutras, Vasileios M.
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Lee, Hsiang-Tai
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Lien, Da-hsiang Donald
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Liu, Jiadong
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Mazza, Davide
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Sirimon Treepongkaruna
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Sivaprasad, Sheeja
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International review of financial analysis
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
Energy economics
20
Finance research letters
20
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
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Applied economics letters
14
Journal of applied econometrics
14
Journal of banking & finance
14
Computational economics
13
Review of quantitative finance and accounting
13
The North American journal of economics and finance : a journal of financial economics studies
13
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
10
Annals of finance
9
Finance and stochastics
9
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.
9
Asia-Pacific financial markets
8
EUI working paper / ECO
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Journal of forensic economics
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Journal of macroeconomics
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Journal of risk and financial management : JRFM
8
The journal of futures markets
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ECONIS (ZBW)
20
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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
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:
5
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:
6
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
Saved in:
7
Market risk and market-implied inflation expectations
Orłowski, Lucjan T.
;
Soper, Carolyne
- In:
International review of financial analysis
66
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012208965
Saved in:
8
A Markov switching unobserved component analysis of the CDX index term premium
Calice, Giovanni
;
Ioannidis, Christos
;
Miao, Rong Hui
- In:
International review of financial analysis
44
(
2016
),
pp. 189-204
Persistent link: https://www.econbiz.de/10011623992
Saved in:
9
Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
47
(
2016
),
pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
Saved in:
10
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
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