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Search: subject:"Markov Regime-Switching"
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World
Markov chain
180
Markov-Kette
180
Markov regime-switching
85
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85
Estimation
84
Markov regime switching
82
Volatility
66
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64
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57
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55
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48
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48
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46
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46
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36
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36
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35
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34
Markov regime-switching model
34
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33
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33
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27
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27
Markov Regime Switching
26
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24
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22
Markov regime switching model
22
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21
Portfolio selection
21
Portfolio-Management
21
Zeitreihenanalyse
20
Oil price
18
Welt
18
Ölpreis
18
Geldpolitik
17
Markov regime-switching models
17
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17
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15
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Ma, Feng
3
Blazsek, Szabolcs
2
Escribano, Álvaro
2
Licht, Adrian
2
Atukeren, Erdal
1
Bhattacharyya, Malay
1
Białkowski, Je̜drzej
1
Bohl, Martin T.
1
Changqing, Luo
1
Chen, Carl R.
1
Chen, Chih-Nan
1
Chen, Shu-Ling
1
Chi, Xie
1
Cong, Yu
1
Das, Debojyoti
1
Deng, Xiang
1
Gao, Lingbo
1
Gao, Xinxin
1
Gong, Yuting
1
Guo, Feng
1
Hao, Jianyang
1
Ho, Kung-Cheng
1
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1
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1
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1
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1
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Lu, Xinjie
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1
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Okay, Güçlü
1
Ou, Yangchen
1
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1
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1
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International review of financial analysis
2
Applied economics letters
1
Economic modelling
1
Economics : the open-access, open-assessment e-journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
Global business review
1
International Journal of Energy Economics and Policy : IJEEP
1
International journal of emerging markets
1
International review of economics & finance : IREF
1
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1
Quantitative finance
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
18
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1
Can we reckon Bitcoin as a hedge, a safe haven or a diversifier for US dollars?
Regaieg, Rym
;
Moussa, Wajdi
;
Mgadmi, Nidhal
- In:
Global business review
25
(
2024
)
2_suppl
,
pp. 138S-150S
Persistent link: https://www.econbiz.de/10014634286
Saved in:
2
Bubbles and dependence between international equity markets
Ye, Wuyi
;
Gao, Lingbo
;
Liu, Xiaoquan
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10014551948
Saved in:
3
International stock market volatility : a data-rich environment based on oil shocks
Lu, Xinjie
;
Ma, Feng
;
Wang, Tianyang
;
Wen, Fenghua
- In:
Journal of economic behavior & organization : JEBO
214
(
2023
),
pp. 184-215
Persistent link: https://www.econbiz.de/10014478333
Saved in:
4
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
5
Are carbon leader indexes related with carbon prices under different regimes?
Koy, Ayben
;
Okay, Güçlü
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
4
,
pp. 115-121
Persistent link: https://www.econbiz.de/10012500574
Saved in:
6
Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
Saved in:
7
Oil price shocks and emerging stock markets revisited
Das, Debojyoti
;
Kannadhasan, M.
;
Bhattacharyya, Malay
- In:
International journal of emerging markets
17
(
2022
)
6
,
pp. 1583-1614
Persistent link: https://www.econbiz.de/10013363282
Saved in:
8
Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
Saved in:
9
Optimal carry trade portfolio choice under regime shifts
Chen, Chih-Nan
;
Lin, Chien-Hsiu
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 483-506
Persistent link: https://www.econbiz.de/10013459294
Saved in:
10
Regime-switching determinants of emerging markets sovereign credit risk swaps spread
Ma, Jason Z.
;
Deng, Xiang
;
Ho, Kung-Cheng
;
Tsai, Sang-Bing
-
2018
Using the
Markov
regime
switching
approach, the authors investigate the dependency of short term sovereign credit …
Persistent link: https://www.econbiz.de/10011866091
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