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accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Kapitaleinkommen"
~subject:"Theory"
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Kapitaleinkommen
Theory
Markov chain
53
Markov-Kette
53
Volatility
32
Volatilität
32
Estimation
22
Schätzung
22
Oil price
16
Ölpreis
16
ARCH model
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ARCH-Modell
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Prognoseverfahren
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Welt
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World
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Theorie
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Bayes-Statistik
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Markov switching
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Option pricing theory
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Optionspreistheorie
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Almansour, Abdullah
1
Ausín, M. Concepción
1
Bao Hoang Nguyen
1
Baum, Christopher F.
1
Chen, Chih-Nan
1
Chen, Liyuan
1
Chuang, Ming-Che
1
Dehler-Holland, Joris
1
Dias, José G.
1
Fleten, Stein-Erik
1
Galeano, Pedro
1
Herrera, Rodrigo
1
Hou, Chenghan
1
Isidro, Helena
1
Keles, Dogan
1
Koutmos, Dimitrios
1
Lin, Chien-Hsiu
1
Lin, Shih-kuei
1
Mandal, Anandadeep
1
Müller, Gernot
1
Nademi, Arash
1
Nademi, Younes
1
Osmer, Eric
1
Paraschiv, Florentina
1
Payne, James E.
1
Pino, Gabriel
1
Poshakwale, Sunil S.
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Prasanna, Krishna
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Rahman, Md Lutfur
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Rodriguez, Alejandro
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Schürle, Michael
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Seibert, Armin
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Shahzad, Syed Jawad Hussain
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Shalini, Velappan
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Shyu, So-De
1
Stokes, Jeffrey R.
1
Uddin, Mohammed Gazi Salah
1
Ur Rehman, Mobeen
1
Virbickaitė, Audronė
1
Wang, Shin-yun
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Energy economics
Review of quantitative finance and accounting
European journal of operational research : EJOR
89
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
International journal of production research
27
Operations research letters
26
Mathematics of operations research
25
Operations research
24
Insurance / Mathematics & economics
22
Journal of econometrics
22
Journal of economic dynamics & control
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Quantitative finance
19
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Economics letters
18
Computational economics
16
International journal of forecasting
16
Applied economics
15
Discussion paper / Centre for Economic Policy Research
15
Economic modelling
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Finance research letters
14
Operational research : an international journal
14
Journal of empirical finance
13
International review of financial analysis
12
Scandinavian actuarial journal
11
IMA journal of management mathematics
10
Journal of forecasting
10
Journal of the Operational Research Society
10
Econometric reviews
9
International journal of production economics
9
International review of economics & finance : IREF
9
Journal of banking & finance
9
Macroeconomic dynamics
9
SpringerLink / Bücher
9
Opsearch : journal of the Operational Research Society of India
8
Working paper / National Bureau of Economic Research, Inc.
8
Applied economics letters
7
Journal of mathematical finance
7
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
18
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1
A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration
Stokes, Jeffrey R.
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 855-878
Persistent link: https://www.econbiz.de/10014342115
Saved in:
2
Optimal carry trade portfolio choice under regime shifts
Chen, Chih-Nan
;
Lin, Chien-Hsiu
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 483-506
Persistent link: https://www.econbiz.de/10013459294
Saved in:
3
The relation between earnings and price momentum : does it vary across regimes?
Zheng, Yao
;
Wei, Peihwang
;
Osmer, Eric
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1145-1213
Persistent link: https://www.econbiz.de/10013191852
Saved in:
4
Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming
Keles, Dogan
;
Dehler-Holland, Joris
- In:
Energy economics
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202117
Saved in:
5
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
6
Intertemporal asset pricing with bitcoin
Koutmos, Dimitrios
;
Payne, James E.
- In:
Review of quantitative finance and accounting
56
(
2021
)
2
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012432684
Saved in:
7
Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė
;
Ausín, M. Concepción
; …
- In:
Energy economics
92
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
Saved in:
8
Bayesian estimation of stable CARMA spot models for electricity prices
Müller, Gernot
;
Seibert, Armin
- In:
Energy economics
78
(
2019
),
pp. 267-277
Persistent link: https://www.econbiz.de/10012159939
Saved in:
9
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
10
Supply and demand driven oil price changes and their non-linear impact on precious metal returns : a Markov regime switching approach
Uddin, Mohammed Gazi Salah
;
Rahman, Md Lutfur
;
Shahzad, …
- In:
Energy economics
73
(
2018
),
pp. 108-121
Persistent link: https://www.econbiz.de/10011972559
Saved in:
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