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~isPartOf:"Finance research letters"
~subject:"Markov-Kette"
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Markov-Kette
Markov chain
37
Volatility
16
Volatilität
16
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13
Kapitaleinkommen
13
Börsenkurs
11
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Shi, Yanlin
3
Bossaerts, Peter L.
2
Gupta, Rangan
2
Haas, Markus
2
Judd, Kenneth L.
2
Kubler, Felix
2
Schmedders, Karl
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Zame, William R.
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1
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1
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Chung, Keunsuk
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Finance research letters
European journal of operational research : EJOR
214
Journal of econometrics
116
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Discussion paper / Tinbergen Institute
73
Mathematical methods of operations research
73
Journal of economic dynamics & control
71
International journal of production research
69
Economics letters
67
International journal of theoretical and applied finance
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Operations research
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Insurance / Mathematics & economics
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Energy economics
55
Working paper
54
Applied economics
52
International journal of production economics
51
Computers & operations research : and their applications to problems of world concern ; an international journal
46
Computational economics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of economic theory
45
Journal of forecasting
43
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Applied economics letters
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
38
Risks : open access journal
36
Dynamic games and applications : DGA
35
Working paper / National Bureau of Economic Research, Inc.
35
Journal of empirical finance
34
International review of financial analysis
33
Macroeconomic dynamics
33
Finance and stochastics
32
Journal of banking & finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents : comment
Bossaerts, Peter L.
;
Zame, William R.
- In:
Finance research letters
3
(
2006
)
2
,
pp. 96-101
Persistent link: https://www.econbiz.de/10003333865
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2
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"
Judd, Kenneth L.
;
Kubler, Felix
;
Schmedders, Karl
- In:
Finance research letters
3
(
2006
)
2
,
pp. 102-105
Persistent link: https://www.econbiz.de/10003333880
Saved in:
3
Computing American option prices in the lognormal jump-diffusion framework with a Markov chain
Simonato, Jean-Guy
- In:
Finance research letters
8
(
2011
)
4
,
pp. 220-226
Persistent link: https://www.econbiz.de/10009425847
Saved in:
4
A common jump factor stochastic volatility model
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
- In:
Finance research letters
12
(
2015
),
pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
Saved in:
5
The intrinsic bounds on the risk premium of Markovian pricing kernels
Han, Jihun
;
Park, Hyungbin
- In:
Finance research letters
13
(
2015
),
pp. 36-44
Persistent link: https://www.econbiz.de/10011552334
Saved in:
6
A regime-switching term structure model with observable state variables
Ferland, René
;
Gauthier, Geneviève
;
Lalancette, Simon
- In:
Finance research letters
7
(
2010
)
2
,
pp. 103-109
Persistent link: https://www.econbiz.de/10009272767
Saved in:
7
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations
Haas, Markus
- In:
Finance research letters
7
(
2010
)
2
,
pp. 86-97
Persistent link: https://www.econbiz.de/10009272769
Saved in:
8
Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
;
Wang, Zili
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819431
Saved in:
9
Does the financial leverage effect depend on volatility regimes?
Chon, Sora
;
Kim, Jaeho
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805319
Saved in:
10
Regime-switching herd behavior : novel evidence from the Chinese A-share market
Fu, Jingxue
;
Wu, Lan
- In:
Finance research letters
39
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012805479
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