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accessRights:"restricted"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Markov-Kette"
~subject:"Volatility"
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Markov-Kette
Volatility
Markov chain
33
Volatilität
14
Estimation
12
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12
Capital income
10
Kapitaleinkommen
10
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Chang, Kuang-Liang
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1
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Review of quantitative finance and accounting
The North American journal of economics and finance : a journal of financial economics studies
European journal of operational research : EJOR
137
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Operations research letters
52
Mathematics of operations research
51
Operations research
47
Journal of econometrics
41
Discussion paper / Centre for Economic Policy Research
40
Energy economics
40
International journal of production research
40
Journal of economic dynamics & control
34
Computational economics
33
Quantitative finance
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Applied economics
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Economics letters
31
Finance research letters
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Insurance / Mathematics & economics
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Economic modelling
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International journal of forecasting
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Dynamic games and applications : DGA
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International review of financial analysis
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Applied economics letters
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International review of economics & finance : IREF
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Operational research : an international journal
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Opsearch : journal of the Operational Research Society of India
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of theoretical and applied finance
18
Journal of empirical finance
16
Research in international business and finance
16
IMA journal of management mathematics
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Journal of forecasting
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Journal of the Operational Research Society
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of production economics
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SpringerLink / Bücher
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Econometric reviews
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ECONIS (ZBW)
33
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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
Attaining stochastic optimal control over debt ratios in U.S. markets
Liu, Wei-han
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 967-993
Persistent link: https://www.econbiz.de/10014342125
Saved in:
3
Correcting estimation bias in regime switching dynamic term structure models
Cho, Sungjun
;
Liu, Liu
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1093-1127
Persistent link: https://www.econbiz.de/10014342159
Saved in:
4
Building optimal regime-switching portfolios
Ciciretti, Vito
;
Bucci, Andrea
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014246736
Saved in:
5
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:
6
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:
7
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
Tan, Chia-Yen
;
Koh, You-Beng
;
Ng, Kok-Haur
;
Ng, Kooi-Huat
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821468
Saved in:
8
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling
;
Zhou, Zhongbao
;
Jiang, Yong
;
Ou, Yangchen
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
Saved in:
9
Regime switches and commonalities of the cryptocurrencies asset class
Figà-Talamanca, Gianna
;
Focardi, Sergio M.
;
Patacca, Marco
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822192
Saved in:
10
The nonlinear effect of oil price shocks on financial stress : evidence from China
Liu, Renren
;
Chen, Jianzhong
;
Wen, Fenghua
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012667999
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