//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of financial analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Capturing the Regime-Switching...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Regime-switching
4
Markov chain
3
Markov-Kette
3
Aktienmarkt
2
Börsenkurs
2
CAPM
2
Estimation
2
Japan
2
Schätzung
2
Share price
2
Stock market
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Ankündigungseffekt
1
Announcement effect
1
Ansteckungseffekt
1
Asset pricing
1
Asset volatility
1
Bear market
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bull market
1
Capital income
1
Conditional CAPM
1
Contagion effect
1
EM-algorithm
1
Financial contagion
1
Financial crisis
1
Finanzkrise
1
Hotel industry
1
Hotellerie
1
Japanese hotel reservation
1
Japanese stock market
1
Kapitaleinkommen
1
Markov switching model
1
Mixture of Poisson distributions
1
Multinomial model
1
Multivariate Verteilung
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
BenSaïda, Ahmed
1
Feng, Lingbing
1
Fu, Tong
1
Guermat, Cherif
1
Sato, Aki-hiro
1
Shi, Yanlin
1
Tian, Ping
1
Tucker, Jon
1
Vendrame, Vasco
1
Zhou, Duotai
1
Zhou, Hang
1
more ...
less ...
Published in...
All
International review of financial analysis
IMF Working Papers
15
Mathematics and Computers in Simulation (MATCOM)
11
Economic modelling
10
MPRA Paper
10
Annals of the Institute of Statistical Mathematics
8
Quantitative finance
8
Statistical Inference for Stochastic Processes
8
Water Resources Management
8
Energy
7
Insurance / Mathematics & economics
7
Journal of economic dynamics & control
7
Psychometrika
7
Computational economics
6
Finance research letters
6
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
6
International journal of theoretical and applied finance
6
Risks : open access journal
6
Working Paper
6
Economic Modelling
5
European journal of operational research : EJOR
5
Physica A: Statistical Mechanics and its Applications
5
Applied Energy
4
Astin bulletin : the journal of the International Actuarial Association
4
CFS Working Paper Series
4
Center for Mathematical Economics Working Papers
4
Computational Statistics
4
Energy Reports
4
Energy reports
4
Insurance: Mathematics and Economics
4
Journal of international financial markets, institutions & money
4
Management Science
4
NCER Working Paper Series
4
Risks
4
Statistics & Probability Letters
4
Studies in Nonlinear Dynamics & Econometrics
4
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
4
ZEW Discussion Papers
4
CFS Working Paper
3
CFS working paper series
3
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Patterns of regional travel behavior : an analysis of Japanese hotel reservation data
Sato, Aki-hiro
- In:
International review of financial analysis
23
(
2012
),
pp. 55-65
Persistent link: https://www.econbiz.de/10009690122
Saved in:
2
A conditional regime switching CAPM
Vendrame, Vasco
;
Guermat, Cherif
;
Tucker, Jon
- In:
International review of financial analysis
56
(
2018
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012006196
Saved in:
3
The contagion effect in European sovereign debt markets : a regime-switching vine copula approach
BenSaïda, Ahmed
- In:
International review of financial analysis
58
(
2018
),
pp. 153-165
Persistent link: https://www.econbiz.de/10012006432
Saved in:
4
How does news sentiment affect the states of Japanese stock return volatility?
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
- In:
International review of financial analysis
84
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013472878
Saved in:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->