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~isPartOf:"International review of financial analysis"
~subject:"Markov switching"
~subject:"Monte-Carlo-Simulation"
~subject:"Optionspreistheorie"
~subject:"USA"
~subject:"VAR-Modell"
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Markov switching
Monte-Carlo-Simulation
Optionspreistheorie
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Markov chain
33
Markov-Kette
33
Estimation
15
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Allen, David E.
1
Avino, Davide
1
Calice, Giovanni
1
Candradewi, Made Reina
1
Christiansen, Charlotte
1
Demirer, Rıza
1
Drakos, Kōnstantinos
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Thomas, Lyn C.
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International review of financial analysis
Journal of econometrics
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Discussion paper / Tinbergen Institute
33
Economics letters
30
International journal of theoretical and applied finance
28
Economic modelling
27
European journal of operational research : EJOR
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
International journal of forecasting
23
Working paper
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Energy economics
22
Working paper / Department of Econometrics and Business Statistics, Monash University
22
Applied economics
20
Quantitative finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of applied econometrics
18
Journal of economic dynamics & control
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The North American journal of economics and finance : a journal of financial economics studies
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CAMA working paper series
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Journal of risk and financial management : JRFM
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Macroeconomic dynamics
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Risks : open access journal
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Sveriges Riksbank working paper series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of futures markets
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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
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:
5
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:
6
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:
7
Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide
;
Nneji, Ogonna
- In:
International review of financial analysis
34
(
2014
),
pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
Saved in:
8
Forward-futures price differences in the UK commercial property market : arbitrage and marking-to-model explanations
Stanescu, Silvia
;
Tunaru, Radu
;
Candradewi, Made Reina
- In:
International review of financial analysis
34
(
2014
),
pp. 177-188
Persistent link: https://www.econbiz.de/10010529042
Saved in:
9
A migration approach for USA banks' capitalization : are the 00s the same with the 90s?
Koutras, Vasileios M.
;
Drakos, Kōnstantinos
- In:
International review of financial analysis
30
(
2013
),
pp. 131-140
Persistent link: https://www.econbiz.de/10010460327
Saved in:
10
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
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