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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~isPartOf:"Management information systems : mis quarterly"
~subject:"Markov-Kette"
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of economic behavior & organization : JEBO
Management information systems : mis quarterly
Information systems research : ISR
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Agent-mediated electronic commerce : designing trading strategies and mechanisms for electronic markets ; AMEC 2010, Toronto, ON, Canada, May 10, 2010, and TADA 2010, Cambridge, MA, USA, June 7, 2010 ; revised selected papers
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Business intelligence : methods and applications ; essays in honor of Prof. Dr. Hans-J. Lenz
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Internet and network economics : 4th international workshop, WINE 2008, Shanghai, China, December 17-20, 2008 ; proceedings
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Internetworked world : 15th Workshop on e-Business, WeB 2016, Dublin, Ireland, December 10, 2016 : revised selected papers
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1
Do collective emotions drive bitcoin volatility? : a triple regime-switching vector approach
Bourghelle, David
;
Jawadi, Fredj
;
Rozin, Philippe
- In:
Journal of economic behavior & organization : JEBO
196
(
2022
),
pp. 294-306
Persistent link: https://www.econbiz.de/10013375283
Saved in:
2
Engaging voluntary contributions in online communities : a hidden Markov mode
Chen, Wei
;
Wei, Xiahua
;
Zhu, Kevin
- In:
Management information systems : mis quarterly
42
(
2018
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10011847663
Saved in:
3
A hidden Markov model for collaborative filtering
Sahoo, Nachiketa
;
Singh, Param Vir
;
Mukhopadhyay, Tridas
- In:
Management information systems : mis quarterly
36
(
2012
)
4
,
pp. 1329-1356
Persistent link: https://www.econbiz.de/10009680740
Saved in:
4
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
5
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
6
What does Google say about credit developments in Brazil?
Neto, Alberto Ronchi
;
Candido, Osvaldo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 499-527
Persistent link: https://www.econbiz.de/10013453758
Saved in:
7
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
8
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
9
Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
Saved in:
10
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
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