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A generalized algorithm for duration and convexity of option embedded bonds
Homaifar, Ghassem; Michello, Frank A. - In: Applied economics letters 26 (2019) 10, pp. 835-842
Persistent link: https://www.econbiz.de/10012204397
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A generalized algorithm for duration and convexity of option-embedded bonds : a correction
Homaifar, Ghassem; Michello, Frank A. - In: Applied economics letters 27 (2020) 6, pp. 459-460
Persistent link: https://www.econbiz.de/10012205685
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Comparing the reliability of a discrete-time and a continuous-time Markov chain model in determining credit risk
Lu, Su-Lien - In: Applied economics letters 16 (2009) 10/12, pp. 1143-1148
Persistent link: https://www.econbiz.de/10003886672
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Markov switching and long memory : a Monte Carlo analysis
Yu, Wei-choun - In: Applied economics letters 16 (2009) 10/12, pp. 1205-1210
Persistent link: https://www.econbiz.de/10003886727
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Incorporating a leading indicator into the trading rule through the Markov-switching vector autoregression model
Chang, Tzu-pu; Hu, Jin-li - In: Applied economics letters 16 (2009) 10/12, pp. 1255-1259
Persistent link: https://www.econbiz.de/10003886820
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A structural common factor approach to core inflation estimation and forecasting
Morana, Claudio - In: Applied economics letters 14 (2007) 1/3, pp. 163-169
Persistent link: https://www.econbiz.de/10003448454
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Convergence of life expectancy in the European Union : a Markov approach
Happich, Michael; Lengerke, Thomas von - In: Applied economics letters 14 (2007) 1/3, pp. 175-178
Persistent link: https://www.econbiz.de/10003448460
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Depressions in the Colombian economic growth during the twentieth century : a Markov switching regime model
Misas, Martha; Ramírez G., María Teresa - In: Applied economics letters 14 (2007) 10/12, pp. 803-808
Persistent link: https://www.econbiz.de/10003588902
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Business confidence and cyclical turning points : a Markov-switching approach
Holmes, Mark J.; Silverstone, Brian - In: Applied economics letters 17 (2010) 1/3, pp. 229-233
Persistent link: https://www.econbiz.de/10003946520
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Forecasting realized range volatility : a regime-switching approach
Ma, Feng; Liu, Li; Liu, Zhichao; Wei, Yu - In: Applied economics letters 22 (2015) 16/18, pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188