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The forward-discount puzzle in Central and Eastern Europe

Hayward, Rob; Hölscher, Jens - In: Comparative economic studies 59 (2017) 4, pp. 472-497

Persistent link: https://www.econbiz.de/10011785415

A hidden Markov Model inference approach to testing the random walk hypothesis : empirical evidence from the Nigerian stock market

Nkemnole, Edesiri - In: Journal of economic and financial sciences 9 (2016) 3, pp. 696-713

Persistent link: https://www.econbiz.de/10011658239

The effects of volatility on liquidity in the treasury market

Meldrum, Andrew; Sokolinskiy, Oleg - 2023

Persistent link: https://www.econbiz.de/10014284237

A generalized entropy approach to portfolio selection under a hidden markov model

MacLean, Leonard C.; Yu, Lijun; Zhao, Yonggan - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-25

is employed for the estimation of the hidden Markov model including the asset return parameters, while the out …

Persistent link: https://www.econbiz.de/10013375264

What motivates farm couples to seek off-farm labour? : a logit analysis of job transitions

Biørn, Erik; Bjørnsen, Hild-Marte - 2013

In this paper some labour market consequences of transitions in the agriculture sector are examined by combining a 20-year unbalanced panel data set from Norwegian farm couples (households) and logit modeling of one-period transition probabilities. The multi-dimensionality of the problem follows...

Persistent link: https://www.econbiz.de/10009725533