//--> //--> //--> //-->
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
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
Viterbi-Based Estimation for M...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
114
Theory
114
Optionspreistheorie
72
Option pricing theory
71
Markov chain
68
Markov-Kette
66
Stochastic process
56
Stochastischer Prozess
56
Volatility
47
Volatilität
46
Portfolio selection
33
Portfolio-Management
33
China
26
Pollution
26
Umweltbelastung
26
Börsenkurs
24
Risiko
24
Risk
24
Share price
24
Estimation
22
Schätzung
22
Auslandsinvestition
20
CAPM
20
Foreign investment
20
Industrie
18
Manufacturing industries
18
USA
18
United States
18
Großbritannien
17
Intra-industry trade
17
Intraindustrieller Handel
17
United Kingdom
17
Credit risk
16
Environmental policy
16
Kreditrisiko
16
Umweltpolitik
16
Capital income
15
Kapitaleinkommen
15
Yield curve
15
Zinsstruktur
15
more ...
less ...
Online availability
All
Undetermined
168
Free
79
Type of publication
All
Article
415
Book / Working Paper
106
Type of publication (narrower categories)
All
Article in journal
244
Aufsatz in Zeitschrift
244
Arbeitspapier
39
Working Paper
39
Graue Literatur
37
Non-commercial literature
37
Aufsatz im Buch
14
Book section
14
Aufsatzsammlung
4
Collection of articles of several authors
3
Lehrbuch
3
Sammelwerk
3
Textbook
3
research-article
2
Article
1
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Festschrift
1
Hochschulschrift
1
Interview
1
Konferenzbeitrag
1
Rezension
1
Thesis
1
technical-paper
1
more ...
less ...
Language
All
English
361
Undetermined
160
Author
All
Elliott, Robert J.
198
Siu, Tak Kuen
165
Elliott, Robert J. R.
120
Miao, Hong
81
Ramchander, Sanjay
51
Cole, Matthew A.
49
Shen, Yang
24
Chatrath, Arjun
19
Strobl, Eric
19
Lau, John W.
17
Yang, Hailiang
17
Ching, Wai Ki
16
Azhar, Abdul K. M.
15
Badescu, Alex
13
Elder, John
12
Madan, Dilip B.
12
Okubo, Toshihiro
12
Wang, Tianyang
12
Lyle, Matthew R.
11
Hoek, John van der
10
Chan, Leunglung
9
Badescu, Alexandru
8
Elliott, Robert
8
Meng, Hui
8
Cohen, Samuel N.
7
ELLIOTT, ROBERT J.
7
Fan, Kun
7
Fung, Eric S.
7
Shimamoto, Kenichi
7
Sun, Puyang
7
Barone-Adesi, Giovanni
6
Brülhart, Marius
6
Chesney, Marc
6
Jamieson, Barbara M.
6
Kokoszka, Piotr
6
Lockwood, Jimmy
6
Mamon, Rogemar S.
6
Ortega, Juan-Pablo
6
Wang, Ning
6
Zhang, Xin
6
more ...
less ...
Institution
All
arXiv.org
5
Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews
1
Chambre de commerce et d'industrie de Paris
1
Federal Reserve Bank of Chicago
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Institute of Economic Research, Kyoto University
1
International Centre for Economic Research (ICER)
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
30
Energy economics
20
Applied mathematical finance
15
Insurance: Mathematics and Economics
13
International journal of theoretical and applied finance
13
Economic modelling
12
Journal of economic dynamics & control
12
Annals of finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of futures markets
9
Computational economics
8
Department of Economics discussion paper / Department of Economics, The University of Birmingham
8
Discussion papers / Department of Economics, The University of Birmingham
8
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
8
International Journal of Theoretical and Applied Finance (IJTAF)
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Applied Mathematical Finance
6
Economic Modelling
6
Energy Economics
6
Finance and stochastics
6
Journal of Futures Markets
6
Mathematical Finance
6
Quantitative Finance
6
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
6
Review of world economics
6
Stochastic Processes and their Applications
6
The world economy : the leading journal on international economic relations
6
Asia-Pacific financial markets
5
Environmental and resource economics
5
IMA journal of management mathematics
5
Journal of Economic Dynamics and Control
5
Papers / arXiv.org
5
Annals of operations research
4
European journal of operational research : EJOR
4
Journal of banking & finance
4
Mathematical methods of operations research
4
RIETI discussion paper series
4
CREDIT research paper
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International Series in Operations Research & Management Science
3
more ...
less ...
Source
All
ECONIS (ZBW)
352
RePEc
94
OLC EcoSci
65
Other ZBW resources
6
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
EconStor
1
more ...
less ...
Showing
31
-
40
of
521
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Option pricing and filtering with hidden Markov-modulated pure-jump processes
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009737182
Saved in:
32
Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
33
The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
34
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
35
A higher-order interactive hidden Markov model and its applications
Zhu, Dong-Mei
;
Ching, Wai Ki
;
Elliott, Robert J.
;
Siu, …
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
4
,
pp. 1055-1069
Persistent link: https://www.econbiz.de/10011777086
Saved in:
36
Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.
;
Madan, Dilip B.
;
Siu, Tak Kuen
- In:
Annals of finance
17
(
2021
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
Saved in:
37
A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
Saved in:
38
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
39
Investment timing under regime switching
Elliott, Robert J.
;
Miao, Hong
;
Yu, Jin
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 443-463
Persistent link: https://www.econbiz.de/10003879069
Saved in:
40
Risk-hedging in real estate markets
Cadenillas, Abel
;
Elliott, Robert J.
;
Miao, Hong
;
Wu, Zhenyu
- In:
Asia-Pacific financial markets
16
(
2009
)
4
,
pp. 265-285
Persistent link: https://www.econbiz.de/10003933754
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->