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1
Article 		Pricing growth-rate risk
Year:                     
2012
Person:  Hansen, Lars; Scheinkman, José
Publisher:  Springer
Published in:  Finance and Stochastics
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2
Article 		Modelling rain risk : a multi-order Markov chain model apporach
Year:                     
2012
Person:  Stowasser, Markus
Published in:  Journal of risk finance : the convergence of financial products and insurance ; 13
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3
Book / Working Paper 		A parsimonious model for intraday European option pricing
Year:                     
2012
Person:  Scalas, Enrico; Politi, Mauro
Publisher:  Kiel : Kiel Inst. for the World Economy
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4
Book / Working Paper 		A discounted stochastic game with no stationary Nash equilibrium
Year:                     
2012
Person:  Levy, Yehuda
Publisher:  Jerusalem
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5
Book / Working Paper 		Rare event simulation techniques for stochastic design problemes in Markovian setting
Year:                     
2012
Person:  Kaynar, Bahar
Publisher:  [Amsterdam] : Thela Thesis
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6
Article 		Optimism and commitment : an elementary theory of bargaining and war
Year:                     
2012
Person:  Ponsati, Clara; Sanchez-Pages, Santiago
Published in:  SERIEs : Journal of the Spanish Economic Association ; 3
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7
Book / Working Paper 		HMM in dynamic HAC models
Year:                     
2012
Person:  Härdle, Wolfgang Karl; Okhrin, Ostap; Wang, Weining
Publisher:  Berlin : SFB 649, Economic Risk
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8
Book / Working Paper 		Cartel in the Indian cement industry : an attempt to identify it
Year:                     
2012
Person:  Bejger, Sylwester
Publisher:  Kiel : Kiel Inst. for the World Economy
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9
Article 		A survey of sequential Monte Carlo methods for economics and finance
Year:                     
2012
Person:  Creal, Drew
Published in:  Econometric reviews ; 31
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10
Article 		How to evaluate an early-warning system : toward a unified statistical framework for assessing financial crises forecasting methods
Year:                     
2012
Person:  Candelon, Bertrand; Dumitrescu, Elena-Ivona; Hurlin, Christophe
Published in:  IMF economic review ; 60
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11
Book / Working Paper 		Measuring and predicting heterogeneous recessions
Year:                     
2012
Person:  Çakmaklı, Cem; Paap, Richard; Dijk, Dick van
Publisher:  Istanbul : TÜSİAD- Koç University Economic Research Forum
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12
Book / Working Paper 		Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
Year:                     
2011-07
Person:  Bretó, Carles; Ionides, Edward L.
Institution:  Departamento de Estadistica y Econometria, Universidad Carlos III de Madrid
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13
Article 		A segmented regime-switching model with its application to stock market indices
Year:                     
2011
Person:  Guo, Beibei; Wu, Yuehua; Xie, Hong; Miao, Baiqi
Publisher:  Taylor and Francis Journals
Published in:  Journal of Applied Statistics
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14
Article 		A comparison of non-homogeneous Markov regression models with application to Alzheimer's disease progression
Year:                     
2011
Person:  Hubbard, R. A.; Zhou, X. H.
Publisher:  Taylor and Francis Journals
Published in:  Journal of Applied Statistics
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15
Book / Working Paper 		Bayesian estimation of discrete games of complete information
Year:                     
2011
Person:  Narayanan, Sridhar
Publisher:  Stanford, Calif. : Univ., Graduate School of Business
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16
Article 		Volatility, jumps, and predictability of returns : a sequential analysis
Year:                     
2011
Person:  Raggi, Davide; Bordignon, Silvano
Published in:  Econometric reviews ; 30
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17
Book / Working Paper 		Dynamic copula-based Markov chains at work : theory, testing and performance in modeling daily stock returns
Year:                     
2011
Person:  Tinkl, Fabian; Reichert, Katja
Publisher:  Erlangen : Univ., Inst. für Wirtschaftspolitik und Quantitative Wirtschaftsforschung
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18
Article 		Has China's economy become more stable and inertial? : nonlinear investigations based on structural break and duration dependent regime switching models
Year:                     
2011
Person:  Hu, Angang; Lu, Jie; Xiao, Zhengyan
Published in:  Annals of economics and finance ; 12
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19
Article 		Analysis of multi-mitigation scenarios on maritime disruptions
Year:                     
2011
Person:  Gurning, Saut; Cahoon, Stephen
Published in:  Maritime policy and management : MPM ; 38
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20
Article 		Dynamic limited dependent variable modeling and US monetary policy
Year:                     
2011
Person:  Monokroussos, George
Published in:  Journal of money, credit and banking : JMCB ; 43
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21
Article 		Negatively correlated bandits
Year:                     
2011
Person:  Klein, Nicolas; Rady, Sven
Published in:  The review of economic studies ; 78
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22
Article 		Identification of speculative bubbles using state-space models with Markov-switching
Year:                     
2011
Person:  Anaswah, Nael al-; Wilfling, Bernd
Published in:  Journal of banking & finance ; 35
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23
Article 		Social security as Markov equilibrium in OLG models : a note
Year:                     
2011
Person:  Gonzalez-Eiras, Martín
Published in:  Review of economic dynamics ; 14
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24
Article 		International monetary arrangements for the 21st century : which way?
Year:                     
2011
Person:  Hossain, Monzur
Published in:  Journal of the Japanese and international economies : an international journal ; JJIE ; 25
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25
Article 		Forecasting recession and slow-down probabilities with Markov switching probabilities as right-hand-side variables
Year:                     
2011
Person:  Levanon, Gad
Published in:  Business economics : the journal of the National Association of Business Economists ; 46
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26
Article 		The spectral representation of Markov switching ARMA models
Year:                     
2011
Person:  Pataracchia, Beatrice
Published in:  Economics letters ; 112
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27
Book / Working Paper 		Do short selling restrictions destabilize stock markets? : lessons from Taiwan
Year:                     
2011
Person:  Bohl, Martin T.; Essid, Badye; Siklos, Pierre L.
Publisher:  Hong Kong : Hong Kong Inst. for Monetary Research
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28
Book / Working Paper 		Nonlinear financial econometrics : Markov switching models, persistence and nonlinear cointegration
Year:                     
2011
Publisher:  Basingstoke, Hampshire [u.a.] : Palgrave Macmillan
Affiliated person:  Gregoriou, Greg N.; Pascalau, Razvan
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29
Book / Working Paper 		The Oxford handbook of credit derivatives
Year:                     
2011
Publisher:  Oxford [u.a.] : Oxford Univ. Press
Affiliated person:  Lipton, Alexander; Rennie, Andrew
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30
Article 		Financial crisis, monetary policy, and stock market volatility in China
Year:                     
2011
Person:  Zhang, Cheng-si; Zhang, Da-yin; Breece, Jeffery
Published in:  Annals of economics and finance ; 12
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31
Book / Working Paper 		Cyclical dynamics of industrial production and employment : Markov chain-based estimates and test
Year:                     
2011
Person:  Altuğ, Sumru; Tan, Barış; Gencer, Gözde
Publisher:  Istanbul : TÜSİAD- Koç University Economic Research Forum
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32
Book / Working Paper 		Modeling and estimation of synchronization in multistate Markov-switching models
Year:                     
2011
Person:  Cakmakli, Cem; Paap, Richard; Dijk, Dick van
Publisher:  Amsterdam [u.a.]
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33
Article 		A Markov model of liquidity effects in reverse logistics processes : the effects of random volume and passage
Year:                     
2011
Affiliated person:  Wilcox, William; Horvath, Philip A.; Griffis, Stanley E.; Autry, Chad W.
Published in:  International journal of production economics ; 129
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34
Book / Working Paper 		Optimal scheduling of contact attempts in mixed-mode surveys
Year:                     
2011
Person:  Calinescu, Melania; Bhulai, Sandjai; Schouten, Barry
Publisher:  The Hague [u. a.] : Statistics Netherlands
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35
Book / Working Paper 		Capacity utilisation and macro dynamics from a micro perspective
Year:                     
2011
Person:  Köberl, Eva Maria
Publisher:  Zürich : KOF
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36
Article 		Primjena modelskog pristupa u izračunu navješćujućeg kompozitnog indeksa : slučaj CROLEI indeksa
Year:                     
2011
Person:  Rašić Bakarić, Ivana; Tkalec, Marina; Vizek, Maruška
Published in:  Ekonomski pregled ; 62
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37
Article 		Panel data analysis of Japanese residential water demand using a discrete/continuous choice approach
Year:                     
2011
Person:  Miyawaki, Koji; Omori, Yasuhiro; Hibiki, Akira
Published in:  The Japanese economic review : the journal of the Japanese Economic Association ; 62
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38
Article 		Modeling the decline in Australian real output volatility with Markov Switching heteroscedasticity model
Year:                     
2011
Person:  Chen, Shyh-wei; Chen, Chun-wei
Published in:  The empirical economics letters : a monthly international journal of economics ; 10
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39
Article 		The computation of optimised credit transition matrices
Year:                     
2011
Affiliated person:  Long, Kete; Keenan, Sean C.; Neagu, Radu; Ellis, John A.; Black, Jason W.
Published in:  Journal of risk management in financial institutions ; 4
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40
Book / Working Paper 		Markov chains and decision processes for engineers and managers
Year:                     
2011
Person:  Sheskin, Theodore J.
Publisher:  Boca Raton, Fla. [u.a.] : CRC Press; London [u.a.] : Taylor & Francis
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41
Book / Working Paper 		Interdisciplinary developments in mathematical social sciences
Year:                     
2011
Person:  Światczak, Łukasz
Publisher:  [Leipzig] : HHL, Leipzig Graduate School of Management
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42
Book / Working Paper 		Valuation of credit derivatives
Year:                     
2011
Person:  Stotska, Svitlana
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43
Article 		Industry dynamics : foundations for models with an infinite number of firms
Year:                     
2011
Person:  Weintraub, Gabriel Y.; Benkard, C. Lanier; Van Roy, Benjamin
Published in:  Journal of economic theory ; 146
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44
Book / Working Paper 		On the existence of Markov perfect equilibria in perfect information
Year:                     
2011
Person:  Vartiainen, Hannu; Salonen, Hannu
Publisher:  Helsinki : HECER
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45
Article 		Parameter estimation of an asset price model driven by a weak hidden Markov chain
Year:                     
2011
Person:  Xi, Xiaojing; Mamon, Rogemar
Published in:  Economic modelling ; 28
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46
Book / Working Paper 		Dating business cycles in a historical perspective : evidence for Switzerland
Year:                     
2011
Person:  Siliverstovs, Boriss
Publisher:  Zürich : KOF
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47
Article 		Convergence of numerical solutions for a class of stochastic age-dependent capital system with Markovian switching
Year:                     
2011
Person:  Zhang, Qi-min
Published in:  Economic modelling ; 28
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48
Article 		Re-examining covariance risk dynamics in international stock markets using quantile regression analysis
Year:                     
2011
Person:  Li, Ming-Yuan Leon; Yen, Stéphane Meng-Feng
Published in:  Acta oeconomica : periodical of the Hungarian Academy of Sciences ; 61
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49
Article 		Markovian approaches in modeling workforce systems
Year:                     
2011
Person:  Guerry, Marie-Anne; De Feyter, Tim
Published in:  Business and finance : performance and management
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50
Article 		Assessing fiscal sustainability subject to policy changes : a Markov switching cointegration approach
Year:                     
2011
Person:  Gabriel, Vasco J.; Sangduan, Pataaree
Published in:  Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria ; 41
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