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Economics letters
International journal of theoretical and applied finance
536
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294
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288
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ECONIS (ZBW)
94
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1
Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Xu, Zheng
- In:
Economics letters
120
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
Saved in:
2
A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes
Flodén, Martin
- In:
Economics letters
99
(
2008
)
3
,
pp. 516-520
Persistent link: https://www.econbiz.de/10003726236
Saved in:
3
On continuous-time Markov processes in bargaining
Houba, Harold
- In:
Economics letters
100
(
2008
)
2
,
pp. 280-283
Persistent link: https://www.econbiz.de/10003768263
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4
The Beveridge-Nelson decomposition of Markov-switching processes
Chen, Chao-Chun
;
Tsay, Wen-jen
- In:
Economics letters
91
(
2006
)
1
,
pp. 83-89
Persistent link: https://www.econbiz.de/10003315110
Saved in:
5
Pitfalls in market timing test
Chu, Chia-shang James
;
Lu, Liping
;
Shi, Zhentao
- In:
Economics letters
103
(
2009
)
3
,
pp. 123-126
Persistent link: https://www.econbiz.de/10003854870
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6
Simulating stock returns under switching regimes - a new test of market efficiency
Meenagh, David
;
Minford, Patrick
;
Peel, David
- In:
Economics letters
94
(
2007
)
2
,
pp. 235-239
Persistent link: https://www.econbiz.de/10003417284
Saved in:
7
Predicting Markov volatility switches using monetary policy variables
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
95
(
2007
)
1
,
pp. 110-116
Persistent link: https://www.econbiz.de/10003448218
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8
Impulse-response functions in Markov-switching structural vector autoregressions : a step further
Karamé, Frédéric
- In:
Economics letters
106
(
2010
)
3
,
pp. 162-165
Persistent link: https://www.econbiz.de/10003952048
Saved in:
9
Short-term growth effects of fiscal policy revisited : a Markov-switching approach
Arin, Kerim Peren
;
Spagnolo, Nicola
- In:
Economics letters
110
(
2011
)
3
,
pp. 278-281
Persistent link: https://www.econbiz.de/10009241461
Saved in:
10
The spectral representation of Markov switching ARMA models
Pataracchia, Beatrice
- In:
Economics letters
112
(
2011
)
1
,
pp. 11-15
Persistent link: https://www.econbiz.de/10009242191
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