//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
~person:"Doraszelski, Ulrich"
~person:"Elliott, Robert J."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov chain"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
19
Markov-Kette
18
Theorie
8
Theory
8
Stochastic process
7
Stochastischer Prozess
7
Dynamic game
6
Dynamisches Spiel
6
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Financial economics
3
Financial investment
3
Financial market
3
Finanzmarkt
3
Kapitalanlage
3
Kapitalmarkttheorie
3
Markov perfect equilibrium
3
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
3
Portfolio-Management
3
Derivat
2
Derivative
2
Equilibrium theory
2
Game theory
2
Gleichgewichtstheorie
2
Oligopol
2
Oligopoly
2
Regime switching risk
2
Spieltheorie
2
Stochastic game
2
Stochastisches Spiel
2
Ansteckungseffekt
1
Applications
1
Bid-ask spread
1
Bonds
1
Börsenkurs
1
Competition
1
Computational techniques
1
Contagion effect
1
more ...
less ...
Online availability
All
Undetermined
Free
15
Type of publication
All
Article
11
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
18
Undetermined
1
Author
All
Doraszelski, Ulrich
Elliott, Robert J.
Tsionas, Efthymios G.
17
Gupta, Rangan
13
Serletis, Apostolos
11
Cui, Zhenyu
9
Siu, Tak Kuen
9
Xu, Libo
9
Casarin, Roberto
8
Aki, Sigeo
7
Cavicchioli, Maddalena
7
Chang, Kuang-Liang
7
Feinberg, Eugene A.
7
Kirkby, J. Lars
7
Legros, Benjamin
7
Li, Lingfei
7
Li, Yong
7
Lunday, Brian J.
7
Ma, Feng
7
Nguyen, Duy
7
Robbins, Matthew J.
7
Shi, Yanlin
7
Sola, Martin
7
Banik, A. D.
6
Billio, Monica
6
D'Amico, Guglielmo
6
Dimitrakopoulos, Stefanos
6
Goutte, Stéphane
6
Guidolin, Massimo
6
Guo, Xianping
6
Guérin, Pierre
6
He, Xin-Jiang
6
Leiva-Leon, Danilo
6
Marcellino, Massimiliano
6
Solan, Eilon
6
Wei, Qingda
6
Zhu, Song-Ping
6
Balbus, Lukasz
5
Balcilar, Mehmet
5
Blazsek, Szabolcs
5
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
5
International Series in Operations Research & Management Science
2
SpringerLink / Bücher
2
Annals of finance
1
Handbook of industrial organization : volume 3
1
International journal of industrial organization
1
International series in operations research & management science
1
Journal of economic dynamics & control
1
Managerial Finance
1
OR spectrum : quantitative approaches in management
1
Quantitative finance
1
Quantitative marketing and economics : QME
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of derivatives : JOD
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
RePEc
1
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
2
A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
Saved in:
3
Sacrifice tests for predation in a dynamic pricing model : Ordover and Willig (1981) and Cabral and Riordan (1997) meet Ericson and Pakes (1995)
Besanko, David
;
Doraszelski, Ulrich
;
Kryukov, Yaroslav
- In:
International journal of industrial organization
70
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012586635
Saved in:
4
Optimal execution with regime-switching market resilience
Siu, Chi Chung
;
Guo, Ivan
;
Zhu, Song-Ping
;
Elliott, …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 17-40
Persistent link: https://www.econbiz.de/10012131017
Saved in:
5
Dynamic stochastic games with random moves
Doraszelski, Ulrich
;
Judd, Kenneth L.
- In:
Quantitative marketing and economics : QME
17
(
2019
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10012016454
Saved in:
6
A hidden Markov regime-switching smooth transition model
Elliott, Robert J.
;
Siu, Tak Kuen
;
Lau, John W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011965140
Saved in:
7
A higher-order interactive hidden Markov model and its applications
Zhu, Dong-Mei
;
Ching, Wai Ki
;
Elliott, Robert J.
;
Siu, …
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
4
,
pp. 1055-1069
Persistent link: https://www.econbiz.de/10011777086
Saved in:
8
Protocol invariance and the timing of decisions in dynamic games
Doraszelski, Ulrich
;
Escobar, Juan
-
2016
Persistent link: https://www.econbiz.de/10011544586
Saved in:
9
Heston-type stochastic volatility with a Markov switching regime
Elliott, Robert J.
;
Nishide, Katsumasa
;
Osakwe, …
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 902-919
Persistent link: https://www.econbiz.de/10011568671
Saved in:
10
Credit risk and contagion via self-exciting default intensity
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 319-344
Persistent link: https://www.econbiz.de/10011459064
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->